Trading Metrics calculated at close of trading on 23-Feb-2001 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Feb-2001 |
23-Feb-2001 |
Change |
Change % |
Previous Week |
Open |
2,058.56 |
1,997.55 |
-61.01 |
-3.0% |
2,229.91 |
High |
2,088.60 |
2,061.45 |
-27.15 |
-1.3% |
2,235.74 |
Low |
1,958.88 |
1,935.21 |
-23.67 |
-1.2% |
1,935.21 |
Close |
2,032.42 |
2,056.06 |
23.64 |
1.2% |
2,056.06 |
Range |
129.72 |
126.24 |
-3.48 |
-2.7% |
300.53 |
ATR |
126.84 |
126.80 |
-0.04 |
0.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 23-Feb-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,396.29 |
2,352.42 |
2,125.49 |
|
R3 |
2,270.05 |
2,226.18 |
2,090.78 |
|
R2 |
2,143.81 |
2,143.81 |
2,079.20 |
|
R1 |
2,099.94 |
2,099.94 |
2,067.63 |
2,121.88 |
PP |
2,017.57 |
2,017.57 |
2,017.57 |
2,028.54 |
S1 |
1,973.70 |
1,973.70 |
2,044.49 |
1,995.64 |
S2 |
1,891.33 |
1,891.33 |
2,032.92 |
|
S3 |
1,765.09 |
1,847.46 |
2,021.34 |
|
S4 |
1,638.85 |
1,721.22 |
1,986.63 |
|
|
Weekly Pivots for week ending 23-Feb-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,977.26 |
2,817.19 |
2,221.35 |
|
R3 |
2,676.73 |
2,516.66 |
2,138.71 |
|
R2 |
2,376.20 |
2,376.20 |
2,111.16 |
|
R1 |
2,216.13 |
2,216.13 |
2,083.61 |
2,145.90 |
PP |
2,075.67 |
2,075.67 |
2,075.67 |
2,040.56 |
S1 |
1,915.60 |
1,915.60 |
2,028.51 |
1,845.37 |
S2 |
1,775.14 |
1,775.14 |
2,000.96 |
|
S3 |
1,474.61 |
1,615.07 |
1,973.41 |
|
S4 |
1,174.08 |
1,314.54 |
1,890.77 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
2,266.36 |
1,935.21 |
331.15 |
16.1% |
119.14 |
5.8% |
36% |
False |
True |
|
10 |
2,423.65 |
1,935.21 |
488.44 |
23.8% |
114.27 |
5.6% |
25% |
False |
True |
|
20 |
2,718.51 |
1,935.21 |
783.30 |
38.1% |
106.11 |
5.2% |
15% |
False |
True |
|
40 |
2,771.63 |
1,935.21 |
836.42 |
40.7% |
124.88 |
6.1% |
14% |
False |
True |
|
60 |
2,990.83 |
1,935.21 |
1,055.62 |
51.3% |
134.22 |
6.5% |
11% |
False |
True |
|
80 |
3,369.47 |
1,935.21 |
1,434.26 |
69.8% |
134.20 |
6.5% |
8% |
False |
True |
|
100 |
3,613.86 |
1,935.21 |
1,678.65 |
81.6% |
142.59 |
6.9% |
7% |
False |
True |
|
120 |
4,147.19 |
1,935.21 |
2,211.98 |
107.6% |
142.02 |
6.9% |
5% |
False |
True |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,597.97 |
2.618 |
2,391.95 |
1.618 |
2,265.71 |
1.000 |
2,187.69 |
0.618 |
2,139.47 |
HIGH |
2,061.45 |
0.618 |
2,013.23 |
0.500 |
1,998.33 |
0.382 |
1,983.43 |
LOW |
1,935.21 |
0.618 |
1,857.19 |
1.000 |
1,808.97 |
1.618 |
1,730.95 |
2.618 |
1,604.71 |
4.250 |
1,398.69 |
|
|
Fisher Pivots for day following 23-Feb-2001 |
Pivot |
1 day |
3 day |
R1 |
2,036.82 |
2,053.95 |
PP |
2,017.57 |
2,051.84 |
S1 |
1,998.33 |
2,049.73 |
|