Trading Metrics calculated at close of trading on 05-Mar-2001 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Mar-2001 |
05-Mar-2001 |
Change |
Change % |
Previous Week |
Open |
1,886.04 |
1,908.62 |
22.58 |
1.2% |
2,088.03 |
High |
1,988.35 |
1,936.02 |
-52.33 |
-2.6% |
2,103.63 |
Low |
1,866.13 |
1,892.02 |
25.89 |
1.4% |
1,837.98 |
Close |
1,881.34 |
1,916.68 |
35.34 |
1.9% |
1,881.34 |
Range |
122.22 |
44.00 |
-78.22 |
-64.0% |
265.65 |
ATR |
124.98 |
119.95 |
-5.02 |
-4.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 05-Mar-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,046.91 |
2,025.79 |
1,940.88 |
|
R3 |
2,002.91 |
1,981.79 |
1,928.78 |
|
R2 |
1,958.91 |
1,958.91 |
1,924.75 |
|
R1 |
1,937.79 |
1,937.79 |
1,920.71 |
1,948.35 |
PP |
1,914.91 |
1,914.91 |
1,914.91 |
1,920.19 |
S1 |
1,893.79 |
1,893.79 |
1,912.65 |
1,904.35 |
S2 |
1,870.91 |
1,870.91 |
1,908.61 |
|
S3 |
1,826.91 |
1,849.79 |
1,904.58 |
|
S4 |
1,782.91 |
1,805.79 |
1,892.48 |
|
|
Weekly Pivots for week ending 02-Mar-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,737.93 |
2,575.29 |
2,027.45 |
|
R3 |
2,472.28 |
2,309.64 |
1,954.39 |
|
R2 |
2,206.63 |
2,206.63 |
1,930.04 |
|
R1 |
2,043.99 |
2,043.99 |
1,905.69 |
1,992.49 |
PP |
1,940.98 |
1,940.98 |
1,940.98 |
1,915.23 |
S1 |
1,778.34 |
1,778.34 |
1,856.99 |
1,726.84 |
S2 |
1,675.33 |
1,675.33 |
1,832.64 |
|
S3 |
1,409.68 |
1,512.69 |
1,808.29 |
|
S4 |
1,144.03 |
1,247.04 |
1,735.23 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
2,081.79 |
1,837.98 |
243.81 |
12.7% |
108.85 |
5.7% |
32% |
False |
False |
|
10 |
2,235.74 |
1,837.98 |
397.76 |
20.8% |
114.42 |
6.0% |
20% |
False |
False |
|
20 |
2,531.05 |
1,837.98 |
693.07 |
36.2% |
106.23 |
5.5% |
11% |
False |
False |
|
40 |
2,771.63 |
1,837.98 |
933.65 |
48.7% |
111.71 |
5.8% |
8% |
False |
False |
|
60 |
2,990.83 |
1,837.98 |
1,152.85 |
60.1% |
127.91 |
6.7% |
7% |
False |
False |
|
80 |
3,304.38 |
1,837.98 |
1,466.40 |
76.5% |
133.15 |
6.9% |
5% |
False |
False |
|
100 |
3,514.96 |
1,837.98 |
1,676.98 |
87.5% |
138.62 |
7.2% |
5% |
False |
False |
|
120 |
3,834.51 |
1,837.98 |
1,996.53 |
104.2% |
140.99 |
7.4% |
4% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,123.02 |
2.618 |
2,051.21 |
1.618 |
2,007.21 |
1.000 |
1,980.02 |
0.618 |
1,963.21 |
HIGH |
1,936.02 |
0.618 |
1,919.21 |
0.500 |
1,914.02 |
0.382 |
1,908.83 |
LOW |
1,892.02 |
0.618 |
1,864.83 |
1.000 |
1,848.02 |
1.618 |
1,820.83 |
2.618 |
1,776.83 |
4.250 |
1,705.02 |
|
|
Fisher Pivots for day following 05-Mar-2001 |
Pivot |
1 day |
3 day |
R1 |
1,915.79 |
1,915.51 |
PP |
1,914.91 |
1,914.34 |
S1 |
1,914.02 |
1,913.17 |
|