| Trading Metrics calculated at close of trading on 27-Feb-2001 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Feb-2001 |
27-Feb-2001 |
Change |
Change % |
Previous Week |
| Open |
2,088.03 |
2,067.15 |
-20.88 |
-1.0% |
2,229.91 |
| High |
2,103.63 |
2,081.79 |
-21.84 |
-1.0% |
2,235.74 |
| Low |
2,020.32 |
1,963.63 |
-56.69 |
-2.8% |
1,935.21 |
| Close |
2,097.64 |
1,964.52 |
-133.12 |
-6.3% |
2,056.06 |
| Range |
83.31 |
118.16 |
34.85 |
41.8% |
300.53 |
| ATR |
123.69 |
124.43 |
0.74 |
0.6% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 27-Feb-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,357.79 |
2,279.32 |
2,029.51 |
|
| R3 |
2,239.63 |
2,161.16 |
1,997.01 |
|
| R2 |
2,121.47 |
2,121.47 |
1,986.18 |
|
| R1 |
2,043.00 |
2,043.00 |
1,975.35 |
2,023.16 |
| PP |
2,003.31 |
2,003.31 |
2,003.31 |
1,993.39 |
| S1 |
1,924.84 |
1,924.84 |
1,953.69 |
1,905.00 |
| S2 |
1,885.15 |
1,885.15 |
1,942.86 |
|
| S3 |
1,766.99 |
1,806.68 |
1,932.03 |
|
| S4 |
1,648.83 |
1,688.52 |
1,899.53 |
|
|
| 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 |
2,164.25 |
1,935.21 |
229.04 |
11.7% |
115.39 |
5.9% |
13% |
False |
False |
|
| 10 |
2,423.65 |
1,935.21 |
488.44 |
24.9% |
115.86 |
5.9% |
6% |
False |
False |
|
| 20 |
2,718.51 |
1,935.21 |
783.30 |
39.9% |
104.86 |
5.3% |
4% |
False |
False |
|
| 40 |
2,771.63 |
1,935.21 |
836.42 |
42.6% |
125.13 |
6.4% |
4% |
False |
False |
|
| 60 |
2,990.83 |
1,935.21 |
1,055.62 |
53.7% |
132.14 |
6.7% |
3% |
False |
False |
|
| 80 |
3,369.47 |
1,935.21 |
1,434.26 |
73.0% |
132.45 |
6.7% |
2% |
False |
False |
|
| 100 |
3,514.96 |
1,935.21 |
1,579.75 |
80.4% |
141.01 |
7.2% |
2% |
False |
False |
|
| 120 |
3,983.74 |
1,935.21 |
2,048.53 |
104.3% |
142.12 |
7.2% |
1% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,583.97 |
|
2.618 |
2,391.13 |
|
1.618 |
2,272.97 |
|
1.000 |
2,199.95 |
|
0.618 |
2,154.81 |
|
HIGH |
2,081.79 |
|
0.618 |
2,036.65 |
|
0.500 |
2,022.71 |
|
0.382 |
2,008.77 |
|
LOW |
1,963.63 |
|
0.618 |
1,890.61 |
|
1.000 |
1,845.47 |
|
1.618 |
1,772.45 |
|
2.618 |
1,654.29 |
|
4.250 |
1,461.45 |
|
|
| Fisher Pivots for day following 27-Feb-2001 |
| Pivot |
1 day |
3 day |
| R1 |
2,022.71 |
2,019.42 |
| PP |
2,003.31 |
2,001.12 |
| S1 |
1,983.92 |
1,982.82 |
|