| Trading Metrics calculated at close of trading on 26-Feb-2001 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Feb-2001 |
26-Feb-2001 |
Change |
Change % |
Previous Week |
| Open |
1,997.55 |
2,088.03 |
90.48 |
4.5% |
2,229.91 |
| High |
2,061.45 |
2,103.63 |
42.18 |
2.0% |
2,235.74 |
| Low |
1,935.21 |
2,020.32 |
85.11 |
4.4% |
1,935.21 |
| Close |
2,056.06 |
2,097.64 |
41.58 |
2.0% |
2,056.06 |
| Range |
126.24 |
83.31 |
-42.93 |
-34.0% |
300.53 |
| ATR |
126.80 |
123.69 |
-3.11 |
-2.4% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 26-Feb-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,323.79 |
2,294.03 |
2,143.46 |
|
| R3 |
2,240.48 |
2,210.72 |
2,120.55 |
|
| R2 |
2,157.17 |
2,157.17 |
2,112.91 |
|
| R1 |
2,127.41 |
2,127.41 |
2,105.28 |
2,142.29 |
| PP |
2,073.86 |
2,073.86 |
2,073.86 |
2,081.31 |
| S1 |
2,044.10 |
2,044.10 |
2,090.00 |
2,058.98 |
| S2 |
1,990.55 |
1,990.55 |
2,082.37 |
|
| S3 |
1,907.24 |
1,960.79 |
2,074.73 |
|
| S4 |
1,823.93 |
1,877.48 |
2,051.82 |
|
|
| 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 |
2,235.74 |
1,935.21 |
300.53 |
14.3% |
119.99 |
5.7% |
54% |
False |
False |
|
| 10 |
2,423.65 |
1,935.21 |
488.44 |
23.3% |
113.11 |
5.4% |
33% |
False |
False |
|
| 20 |
2,718.51 |
1,935.21 |
783.30 |
37.3% |
104.84 |
5.0% |
21% |
False |
False |
|
| 40 |
2,771.63 |
1,935.21 |
836.42 |
39.9% |
124.30 |
5.9% |
19% |
False |
False |
|
| 60 |
2,990.83 |
1,935.21 |
1,055.62 |
50.3% |
132.68 |
6.3% |
15% |
False |
False |
|
| 80 |
3,369.47 |
1,935.21 |
1,434.26 |
68.4% |
133.28 |
6.4% |
11% |
False |
False |
|
| 100 |
3,544.54 |
1,935.21 |
1,609.33 |
76.7% |
141.76 |
6.8% |
10% |
False |
False |
|
| 120 |
4,085.89 |
1,935.21 |
2,150.68 |
102.5% |
141.97 |
6.8% |
8% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,457.70 |
|
2.618 |
2,321.74 |
|
1.618 |
2,238.43 |
|
1.000 |
2,186.94 |
|
0.618 |
2,155.12 |
|
HIGH |
2,103.63 |
|
0.618 |
2,071.81 |
|
0.500 |
2,061.98 |
|
0.382 |
2,052.14 |
|
LOW |
2,020.32 |
|
0.618 |
1,968.83 |
|
1.000 |
1,937.01 |
|
1.618 |
1,885.52 |
|
2.618 |
1,802.21 |
|
4.250 |
1,666.25 |
|
|
| Fisher Pivots for day following 26-Feb-2001 |
| Pivot |
1 day |
3 day |
| R1 |
2,085.75 |
2,071.57 |
| PP |
2,073.86 |
2,045.49 |
| S1 |
2,061.98 |
2,019.42 |
|