Trading Metrics calculated at close of trading on 08-Mar-2001 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Mar-2001 |
08-Mar-2001 |
Change |
Change % |
Previous Week |
Open |
2,018.94 |
1,982.44 |
-36.50 |
-1.8% |
2,088.03 |
High |
2,018.94 |
1,993.50 |
-25.44 |
-1.3% |
2,103.63 |
Low |
1,965.91 |
1,933.23 |
-32.68 |
-1.7% |
1,837.98 |
Close |
1,996.23 |
1,938.15 |
-58.08 |
-2.9% |
1,881.34 |
Range |
53.03 |
60.27 |
7.24 |
13.7% |
265.65 |
ATR |
114.67 |
110.98 |
-3.69 |
-3.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 08-Mar-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,135.77 |
2,097.23 |
1,971.30 |
|
R3 |
2,075.50 |
2,036.96 |
1,954.72 |
|
R2 |
2,015.23 |
2,015.23 |
1,949.20 |
|
R1 |
1,976.69 |
1,976.69 |
1,943.67 |
1,965.83 |
PP |
1,954.96 |
1,954.96 |
1,954.96 |
1,949.53 |
S1 |
1,916.42 |
1,916.42 |
1,932.63 |
1,905.56 |
S2 |
1,894.69 |
1,894.69 |
1,927.10 |
|
S3 |
1,834.42 |
1,856.15 |
1,921.58 |
|
S4 |
1,774.15 |
1,795.88 |
1,905.00 |
|
|
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 |
1,866.13 |
162.88 |
8.4% |
66.93 |
3.5% |
44% |
False |
False |
|
10 |
2,103.63 |
1,837.98 |
265.65 |
13.7% |
92.23 |
4.8% |
38% |
False |
False |
|
20 |
2,464.19 |
1,837.98 |
626.21 |
32.3% |
102.39 |
5.3% |
16% |
False |
False |
|
40 |
2,771.63 |
1,837.98 |
933.65 |
48.2% |
105.09 |
5.4% |
11% |
False |
False |
|
60 |
2,990.83 |
1,837.98 |
1,152.85 |
59.5% |
124.14 |
6.4% |
9% |
False |
False |
|
80 |
3,128.37 |
1,837.98 |
1,290.39 |
66.6% |
129.22 |
6.7% |
8% |
False |
False |
|
100 |
3,514.96 |
1,837.98 |
1,676.98 |
86.5% |
135.12 |
7.0% |
6% |
False |
False |
|
120 |
3,810.30 |
1,837.98 |
1,972.32 |
101.8% |
138.99 |
7.2% |
5% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,249.65 |
2.618 |
2,151.29 |
1.618 |
2,091.02 |
1.000 |
2,053.77 |
0.618 |
2,030.75 |
HIGH |
1,993.50 |
0.618 |
1,970.48 |
0.500 |
1,963.37 |
0.382 |
1,956.25 |
LOW |
1,933.23 |
0.618 |
1,895.98 |
1.000 |
1,872.96 |
1.618 |
1,835.71 |
2.618 |
1,775.44 |
4.250 |
1,677.08 |
|
|
Fisher Pivots for day following 08-Mar-2001 |
Pivot |
1 day |
3 day |
R1 |
1,963.37 |
1,981.12 |
PP |
1,954.96 |
1,966.80 |
S1 |
1,946.56 |
1,952.47 |
|