Trading Metrics calculated at close of trading on 28-Feb-2001 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Feb-2001 |
28-Feb-2001 |
Change |
Change % |
Previous Week |
Open |
2,067.15 |
1,983.35 |
-83.80 |
-4.1% |
2,229.91 |
High |
2,081.79 |
2,010.32 |
-71.47 |
-3.4% |
2,235.74 |
Low |
1,963.63 |
1,880.47 |
-83.16 |
-4.2% |
1,935.21 |
Close |
1,964.52 |
1,908.32 |
-56.20 |
-2.9% |
2,056.06 |
Range |
118.16 |
129.85 |
11.69 |
9.9% |
300.53 |
ATR |
124.43 |
124.81 |
0.39 |
0.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 28-Feb-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,322.59 |
2,245.30 |
1,979.74 |
|
R3 |
2,192.74 |
2,115.45 |
1,944.03 |
|
R2 |
2,062.89 |
2,062.89 |
1,932.13 |
|
R1 |
1,985.60 |
1,985.60 |
1,920.22 |
1,959.32 |
PP |
1,933.04 |
1,933.04 |
1,933.04 |
1,919.90 |
S1 |
1,855.75 |
1,855.75 |
1,896.42 |
1,829.47 |
S2 |
1,803.19 |
1,803.19 |
1,884.51 |
|
S3 |
1,673.34 |
1,725.90 |
1,872.61 |
|
S4 |
1,543.49 |
1,596.05 |
1,836.90 |
|
|
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 |
2,103.63 |
1,880.47 |
223.16 |
11.7% |
117.46 |
6.2% |
12% |
False |
True |
|
10 |
2,423.65 |
1,880.47 |
543.18 |
28.5% |
112.86 |
5.9% |
5% |
False |
True |
|
20 |
2,718.51 |
1,880.47 |
838.04 |
43.9% |
108.62 |
5.7% |
3% |
False |
True |
|
40 |
2,771.63 |
1,880.47 |
891.16 |
46.7% |
124.31 |
6.5% |
3% |
False |
True |
|
60 |
2,990.83 |
1,880.47 |
1,110.36 |
58.2% |
131.86 |
6.9% |
3% |
False |
True |
|
80 |
3,369.47 |
1,880.47 |
1,489.00 |
78.0% |
132.40 |
6.9% |
2% |
False |
True |
|
100 |
3,514.96 |
1,880.47 |
1,634.49 |
85.7% |
140.46 |
7.4% |
2% |
False |
True |
|
120 |
3,963.94 |
1,880.47 |
2,083.47 |
109.2% |
141.98 |
7.4% |
1% |
False |
True |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,562.18 |
2.618 |
2,350.27 |
1.618 |
2,220.42 |
1.000 |
2,140.17 |
0.618 |
2,090.57 |
HIGH |
2,010.32 |
0.618 |
1,960.72 |
0.500 |
1,945.40 |
0.382 |
1,930.07 |
LOW |
1,880.47 |
0.618 |
1,800.22 |
1.000 |
1,750.62 |
1.618 |
1,670.37 |
2.618 |
1,540.52 |
4.250 |
1,328.61 |
|
|
Fisher Pivots for day following 28-Feb-2001 |
Pivot |
1 day |
3 day |
R1 |
1,945.40 |
1,992.05 |
PP |
1,933.04 |
1,964.14 |
S1 |
1,920.68 |
1,936.23 |
|