Trading Metrics calculated at close of trading on 07-Mar-2001 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Mar-2001 |
07-Mar-2001 |
Change |
Change % |
Previous Week |
Open |
1,983.28 |
2,018.94 |
35.66 |
1.8% |
2,088.03 |
High |
2,029.01 |
2,018.94 |
-10.07 |
-0.5% |
2,103.63 |
Low |
1,973.87 |
1,965.91 |
-7.96 |
-0.4% |
1,837.98 |
Close |
1,976.31 |
1,996.23 |
19.92 |
1.0% |
1,881.34 |
Range |
55.14 |
53.03 |
-2.11 |
-3.8% |
265.65 |
ATR |
119.41 |
114.67 |
-4.74 |
-4.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 07-Mar-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,152.78 |
2,127.54 |
2,025.40 |
|
R3 |
2,099.75 |
2,074.51 |
2,010.81 |
|
R2 |
2,046.72 |
2,046.72 |
2,005.95 |
|
R1 |
2,021.48 |
2,021.48 |
2,001.09 |
2,007.59 |
PP |
1,993.69 |
1,993.69 |
1,993.69 |
1,986.75 |
S1 |
1,968.45 |
1,968.45 |
1,991.37 |
1,954.56 |
S2 |
1,940.66 |
1,940.66 |
1,986.51 |
|
S3 |
1,887.63 |
1,915.42 |
1,981.65 |
|
S4 |
1,834.60 |
1,862.39 |
1,967.06 |
|
|
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 |
9.6% |
80.89 |
4.1% |
83% |
False |
False |
|
10 |
2,103.63 |
1,837.98 |
265.65 |
13.3% |
99.17 |
5.0% |
60% |
False |
False |
|
20 |
2,464.19 |
1,837.98 |
626.21 |
31.4% |
104.21 |
5.2% |
25% |
False |
False |
|
40 |
2,771.63 |
1,837.98 |
933.65 |
46.8% |
105.84 |
5.3% |
17% |
False |
False |
|
60 |
2,990.83 |
1,837.98 |
1,152.85 |
57.8% |
125.00 |
6.3% |
14% |
False |
False |
|
80 |
3,128.37 |
1,837.98 |
1,290.39 |
64.6% |
130.45 |
6.5% |
12% |
False |
False |
|
100 |
3,514.96 |
1,837.98 |
1,676.98 |
84.0% |
136.36 |
6.8% |
9% |
False |
False |
|
120 |
3,834.51 |
1,837.98 |
1,996.53 |
100.0% |
139.48 |
7.0% |
8% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,244.32 |
2.618 |
2,157.77 |
1.618 |
2,104.74 |
1.000 |
2,071.97 |
0.618 |
2,051.71 |
HIGH |
2,018.94 |
0.618 |
1,998.68 |
0.500 |
1,992.43 |
0.382 |
1,986.17 |
LOW |
1,965.91 |
0.618 |
1,933.14 |
1.000 |
1,912.88 |
1.618 |
1,880.11 |
2.618 |
1,827.08 |
4.250 |
1,740.53 |
|
|
Fisher Pivots for day following 07-Mar-2001 |
Pivot |
1 day |
3 day |
R1 |
1,994.96 |
1,984.33 |
PP |
1,993.69 |
1,972.42 |
S1 |
1,992.43 |
1,960.52 |
|