Trading Metrics calculated at close of trading on 01-Mar-2001 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Feb-2001 |
01-Mar-2001 |
Change |
Change % |
Previous Week |
Open |
1,983.35 |
1,879.84 |
-103.51 |
-5.2% |
2,229.91 |
High |
2,010.32 |
1,968.02 |
-42.30 |
-2.1% |
2,235.74 |
Low |
1,880.47 |
1,837.98 |
-42.49 |
-2.3% |
1,935.21 |
Close |
1,908.32 |
1,968.02 |
59.70 |
3.1% |
2,056.06 |
Range |
129.85 |
130.04 |
0.19 |
0.1% |
300.53 |
ATR |
124.81 |
125.19 |
0.37 |
0.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 01-Mar-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,314.79 |
2,271.45 |
2,039.54 |
|
R3 |
2,184.75 |
2,141.41 |
2,003.78 |
|
R2 |
2,054.71 |
2,054.71 |
1,991.86 |
|
R1 |
2,011.37 |
2,011.37 |
1,979.94 |
2,033.04 |
PP |
1,924.67 |
1,924.67 |
1,924.67 |
1,935.51 |
S1 |
1,881.33 |
1,881.33 |
1,956.10 |
1,903.00 |
S2 |
1,794.63 |
1,794.63 |
1,944.18 |
|
S3 |
1,664.59 |
1,751.29 |
1,932.26 |
|
S4 |
1,534.55 |
1,621.25 |
1,896.50 |
|
|
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 |
1,837.98 |
265.65 |
13.5% |
117.52 |
6.0% |
49% |
False |
True |
|
10 |
2,423.65 |
1,837.98 |
585.67 |
29.8% |
112.48 |
5.7% |
22% |
False |
True |
|
20 |
2,627.39 |
1,837.98 |
789.41 |
40.1% |
108.79 |
5.5% |
16% |
False |
True |
|
40 |
2,771.63 |
1,837.98 |
933.65 |
47.4% |
121.51 |
6.2% |
14% |
False |
True |
|
60 |
2,990.83 |
1,837.98 |
1,152.85 |
58.6% |
131.11 |
6.7% |
11% |
False |
True |
|
80 |
3,369.47 |
1,837.98 |
1,531.49 |
77.8% |
133.18 |
6.8% |
8% |
False |
True |
|
100 |
3,514.96 |
1,837.98 |
1,676.98 |
85.2% |
140.76 |
7.2% |
8% |
False |
True |
|
120 |
3,949.15 |
1,837.98 |
2,111.17 |
107.3% |
142.10 |
7.2% |
6% |
False |
True |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,520.69 |
2.618 |
2,308.46 |
1.618 |
2,178.42 |
1.000 |
2,098.06 |
0.618 |
2,048.38 |
HIGH |
1,968.02 |
0.618 |
1,918.34 |
0.500 |
1,903.00 |
0.382 |
1,887.66 |
LOW |
1,837.98 |
0.618 |
1,757.62 |
1.000 |
1,707.94 |
1.618 |
1,627.58 |
2.618 |
1,497.54 |
4.250 |
1,285.31 |
|
|
Fisher Pivots for day following 01-Mar-2001 |
Pivot |
1 day |
3 day |
R1 |
1,946.35 |
1,965.31 |
PP |
1,924.67 |
1,962.60 |
S1 |
1,903.00 |
1,959.89 |
|