Trading Metrics calculated at close of trading on 16-Feb-2001 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Feb-2001 |
16-Feb-2001 |
Change |
Change % |
Previous Week |
Open |
2,360.56 |
2,228.77 |
-131.79 |
-5.6% |
2,247.20 |
High |
2,423.65 |
2,266.36 |
-157.29 |
-6.5% |
2,423.65 |
Low |
2,355.92 |
2,187.31 |
-168.61 |
-7.2% |
2,173.42 |
Close |
2,371.04 |
2,212.51 |
-158.53 |
-6.7% |
2,212.51 |
Range |
67.73 |
79.05 |
11.32 |
16.7% |
250.23 |
ATR |
121.65 |
126.09 |
4.43 |
3.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 16-Feb-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,459.21 |
2,414.91 |
2,255.99 |
|
R3 |
2,380.16 |
2,335.86 |
2,234.25 |
|
R2 |
2,301.11 |
2,301.11 |
2,227.00 |
|
R1 |
2,256.81 |
2,256.81 |
2,219.76 |
2,239.44 |
PP |
2,222.06 |
2,222.06 |
2,222.06 |
2,213.37 |
S1 |
2,177.76 |
2,177.76 |
2,205.26 |
2,160.39 |
S2 |
2,143.01 |
2,143.01 |
2,198.02 |
|
S3 |
2,063.96 |
2,098.71 |
2,190.77 |
|
S4 |
1,984.91 |
2,019.66 |
2,169.03 |
|
|
Weekly Pivots for week ending 16-Feb-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,020.55 |
2,866.76 |
2,350.14 |
|
R3 |
2,770.32 |
2,616.53 |
2,281.32 |
|
R2 |
2,520.09 |
2,520.09 |
2,258.39 |
|
R1 |
2,366.30 |
2,366.30 |
2,235.45 |
2,318.08 |
PP |
2,269.86 |
2,269.86 |
2,269.86 |
2,245.75 |
S1 |
2,116.07 |
2,116.07 |
2,189.57 |
2,067.85 |
S2 |
2,019.63 |
2,019.63 |
2,166.63 |
|
S3 |
1,769.40 |
1,865.84 |
2,143.70 |
|
S4 |
1,519.17 |
1,615.61 |
2,074.88 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
2,423.65 |
2,173.42 |
250.23 |
11.3% |
106.24 |
4.8% |
16% |
False |
False |
|
10 |
2,531.05 |
2,173.42 |
357.63 |
16.2% |
98.04 |
4.4% |
11% |
False |
False |
|
20 |
2,771.63 |
2,173.42 |
598.21 |
27.0% |
100.18 |
4.5% |
7% |
False |
False |
|
40 |
2,771.63 |
2,087.32 |
684.31 |
30.9% |
126.71 |
5.7% |
18% |
False |
False |
|
60 |
2,990.83 |
2,087.32 |
903.51 |
40.8% |
133.65 |
6.0% |
14% |
False |
False |
|
80 |
3,481.31 |
2,087.32 |
1,393.99 |
63.0% |
137.09 |
6.2% |
9% |
False |
False |
|
100 |
3,725.75 |
2,087.32 |
1,638.43 |
74.1% |
142.90 |
6.5% |
8% |
False |
False |
|
120 |
4,147.19 |
2,087.32 |
2,059.87 |
93.1% |
140.03 |
6.3% |
6% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,602.32 |
2.618 |
2,473.31 |
1.618 |
2,394.26 |
1.000 |
2,345.41 |
0.618 |
2,315.21 |
HIGH |
2,266.36 |
0.618 |
2,236.16 |
0.500 |
2,226.84 |
0.382 |
2,217.51 |
LOW |
2,187.31 |
0.618 |
2,138.46 |
1.000 |
2,108.26 |
1.618 |
2,059.41 |
2.618 |
1,980.36 |
4.250 |
1,851.35 |
|
|
Fisher Pivots for day following 16-Feb-2001 |
Pivot |
1 day |
3 day |
R1 |
2,226.84 |
2,298.54 |
PP |
2,222.06 |
2,269.86 |
S1 |
2,217.29 |
2,241.19 |
|