Trading Metrics calculated at close of trading on 06-Mar-2001 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Mar-2001 |
06-Mar-2001 |
Change |
Change % |
Previous Week |
Open |
1,908.62 |
1,983.28 |
74.66 |
3.9% |
2,088.03 |
High |
1,936.02 |
2,029.01 |
92.99 |
4.8% |
2,103.63 |
Low |
1,892.02 |
1,973.87 |
81.85 |
4.3% |
1,837.98 |
Close |
1,916.68 |
1,976.31 |
59.63 |
3.1% |
1,881.34 |
Range |
44.00 |
55.14 |
11.14 |
25.3% |
265.65 |
ATR |
119.95 |
119.41 |
-0.54 |
-0.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 06-Mar-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,158.48 |
2,122.54 |
2,006.64 |
|
R3 |
2,103.34 |
2,067.40 |
1,991.47 |
|
R2 |
2,048.20 |
2,048.20 |
1,986.42 |
|
R1 |
2,012.26 |
2,012.26 |
1,981.36 |
2,002.66 |
PP |
1,993.06 |
1,993.06 |
1,993.06 |
1,988.27 |
S1 |
1,957.12 |
1,957.12 |
1,971.26 |
1,947.52 |
S2 |
1,937.92 |
1,937.92 |
1,966.20 |
|
S3 |
1,882.78 |
1,901.98 |
1,961.15 |
|
S4 |
1,827.64 |
1,846.84 |
1,945.98 |
|
|
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 |
2,029.01 |
1,837.98 |
191.03 |
9.7% |
96.25 |
4.9% |
72% |
True |
False |
|
10 |
2,164.25 |
1,837.98 |
326.27 |
16.5% |
105.82 |
5.4% |
42% |
False |
False |
|
20 |
2,531.05 |
1,837.98 |
693.07 |
35.1% |
105.27 |
5.3% |
20% |
False |
False |
|
40 |
2,771.63 |
1,837.98 |
933.65 |
47.2% |
107.81 |
5.5% |
15% |
False |
False |
|
60 |
2,990.83 |
1,837.98 |
1,152.85 |
58.3% |
126.00 |
6.4% |
12% |
False |
False |
|
80 |
3,296.30 |
1,837.98 |
1,458.32 |
73.8% |
132.75 |
6.7% |
9% |
False |
False |
|
100 |
3,514.96 |
1,837.98 |
1,676.98 |
84.9% |
137.56 |
7.0% |
8% |
False |
False |
|
120 |
3,834.51 |
1,837.98 |
1,996.53 |
101.0% |
140.22 |
7.1% |
7% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,263.36 |
2.618 |
2,173.37 |
1.618 |
2,118.23 |
1.000 |
2,084.15 |
0.618 |
2,063.09 |
HIGH |
2,029.01 |
0.618 |
2,007.95 |
0.500 |
2,001.44 |
0.382 |
1,994.93 |
LOW |
1,973.87 |
0.618 |
1,939.79 |
1.000 |
1,918.73 |
1.618 |
1,884.65 |
2.618 |
1,829.51 |
4.250 |
1,739.53 |
|
|
Fisher Pivots for day following 06-Mar-2001 |
Pivot |
1 day |
3 day |
R1 |
2,001.44 |
1,966.73 |
PP |
1,993.06 |
1,957.15 |
S1 |
1,984.69 |
1,947.57 |
|