Trading Metrics calculated at close of trading on 15-Feb-2000 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Feb-2000 |
15-Feb-2000 |
Change |
Change % |
Previous Week |
Open |
10,476.30 |
10,507.10 |
30.80 |
0.3% |
10,963.80 |
High |
10,549.00 |
10,763.10 |
214.10 |
2.0% |
11,023.10 |
Low |
10,430.80 |
10,494.50 |
63.70 |
0.6% |
10,357.00 |
Close |
10,519.80 |
10,718.10 |
198.30 |
1.9% |
10,425.20 |
Range |
118.20 |
268.60 |
150.40 |
127.2% |
666.10 |
ATR |
187.62 |
193.41 |
5.78 |
3.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 15-Feb-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,464.37 |
11,359.83 |
10,865.83 |
|
R3 |
11,195.77 |
11,091.23 |
10,791.97 |
|
R2 |
10,927.17 |
10,927.17 |
10,767.34 |
|
R1 |
10,822.63 |
10,822.63 |
10,742.72 |
10,874.90 |
PP |
10,658.57 |
10,658.57 |
10,658.57 |
10,684.70 |
S1 |
10,554.03 |
10,554.03 |
10,693.48 |
10,606.30 |
S2 |
10,389.97 |
10,389.97 |
10,668.86 |
|
S3 |
10,121.37 |
10,285.43 |
10,644.24 |
|
S4 |
9,852.77 |
10,016.83 |
10,570.37 |
|
|
Weekly Pivots for week ending 11-Feb-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,600.07 |
12,178.73 |
10,791.56 |
|
R3 |
11,933.97 |
11,512.63 |
10,608.38 |
|
R2 |
11,267.87 |
11,267.87 |
10,547.32 |
|
R1 |
10,846.53 |
10,846.53 |
10,486.26 |
10,724.15 |
PP |
10,601.77 |
10,601.77 |
10,601.77 |
10,540.58 |
S1 |
10,180.43 |
10,180.43 |
10,364.14 |
10,058.05 |
S2 |
9,935.67 |
9,935.67 |
10,303.08 |
|
S3 |
9,269.57 |
9,514.33 |
10,242.02 |
|
S4 |
8,603.47 |
8,848.23 |
10,058.85 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
10,948.80 |
10,357.00 |
591.80 |
5.5% |
210.04 |
2.0% |
61% |
False |
False |
|
10 |
11,118.90 |
10,357.00 |
761.90 |
7.1% |
180.92 |
1.7% |
47% |
False |
False |
|
20 |
11,574.70 |
10,357.00 |
1,217.70 |
11.4% |
205.44 |
1.9% |
30% |
False |
False |
|
40 |
11,750.30 |
10,357.00 |
1,393.30 |
13.0% |
187.83 |
1.8% |
26% |
False |
False |
|
60 |
11,750.30 |
10,357.00 |
1,393.30 |
13.0% |
167.20 |
1.6% |
26% |
False |
False |
|
80 |
11,750.30 |
10,274.00 |
1,476.30 |
13.8% |
162.33 |
1.5% |
30% |
False |
False |
|
100 |
11,750.30 |
9,976.02 |
1,774.28 |
16.6% |
165.66 |
1.5% |
42% |
False |
False |
|
120 |
11,750.30 |
9,976.02 |
1,774.28 |
16.6% |
164.37 |
1.5% |
42% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,904.65 |
2.618 |
11,466.29 |
1.618 |
11,197.69 |
1.000 |
11,031.70 |
0.618 |
10,929.09 |
HIGH |
10,763.10 |
0.618 |
10,660.49 |
0.500 |
10,628.80 |
0.382 |
10,597.11 |
LOW |
10,494.50 |
0.618 |
10,328.51 |
1.000 |
10,225.90 |
1.618 |
10,059.91 |
2.618 |
9,791.31 |
4.250 |
9,352.95 |
|
|
Fisher Pivots for day following 15-Feb-2000 |
Pivot |
1 day |
3 day |
R1 |
10,688.33 |
10,665.42 |
PP |
10,658.57 |
10,612.73 |
S1 |
10,628.80 |
10,560.05 |
|