Trading Metrics calculated at close of trading on 12-Feb-2001 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Feb-2001 |
12-Feb-2001 |
Change |
Change % |
Previous Week |
Open |
10,887.00 |
10,798.40 |
-88.60 |
-0.8% |
10,849.20 |
High |
10,889.20 |
10,953.60 |
64.40 |
0.6% |
11,035.10 |
Low |
10,755.00 |
10,771.70 |
16.70 |
0.2% |
10,755.00 |
Close |
10,781.50 |
10,946.80 |
165.30 |
1.5% |
10,781.50 |
Range |
134.20 |
181.90 |
47.70 |
35.5% |
280.10 |
ATR |
142.54 |
145.35 |
2.81 |
2.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 12-Feb-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,436.40 |
11,373.50 |
11,046.85 |
|
R3 |
11,254.50 |
11,191.60 |
10,996.82 |
|
R2 |
11,072.60 |
11,072.60 |
10,980.15 |
|
R1 |
11,009.70 |
11,009.70 |
10,963.47 |
11,041.15 |
PP |
10,890.70 |
10,890.70 |
10,890.70 |
10,906.43 |
S1 |
10,827.80 |
10,827.80 |
10,930.13 |
10,859.25 |
S2 |
10,708.80 |
10,708.80 |
10,913.45 |
|
S3 |
10,526.90 |
10,645.90 |
10,896.78 |
|
S4 |
10,345.00 |
10,464.00 |
10,846.76 |
|
|
Weekly Pivots for week ending 09-Feb-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,697.50 |
11,519.60 |
10,935.56 |
|
R3 |
11,417.40 |
11,239.50 |
10,858.53 |
|
R2 |
11,137.30 |
11,137.30 |
10,832.85 |
|
R1 |
10,959.40 |
10,959.40 |
10,807.18 |
10,908.30 |
PP |
10,857.20 |
10,857.20 |
10,857.20 |
10,831.65 |
S1 |
10,679.30 |
10,679.30 |
10,755.82 |
10,628.20 |
S2 |
10,577.10 |
10,577.10 |
10,730.15 |
|
S3 |
10,297.00 |
10,399.20 |
10,704.47 |
|
S4 |
10,016.90 |
10,119.10 |
10,627.45 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
11,035.10 |
10,755.00 |
280.10 |
2.6% |
121.08 |
1.1% |
68% |
False |
False |
|
10 |
11,035.10 |
10,683.00 |
352.10 |
3.2% |
136.82 |
1.2% |
75% |
False |
False |
|
20 |
11,035.10 |
10,486.60 |
548.50 |
5.0% |
135.79 |
1.2% |
84% |
False |
False |
|
40 |
11,035.10 |
10,299.20 |
735.90 |
6.7% |
164.61 |
1.5% |
88% |
False |
False |
|
60 |
11,035.10 |
10,292.40 |
742.70 |
6.8% |
169.19 |
1.5% |
88% |
False |
False |
|
80 |
11,035.10 |
9,654.64 |
1,380.46 |
12.6% |
173.23 |
1.6% |
94% |
False |
False |
|
100 |
11,035.10 |
9,654.64 |
1,380.46 |
12.6% |
174.83 |
1.6% |
94% |
False |
False |
|
120 |
11,401.20 |
9,654.64 |
1,746.56 |
16.0% |
165.02 |
1.5% |
74% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,726.68 |
2.618 |
11,429.81 |
1.618 |
11,247.91 |
1.000 |
11,135.50 |
0.618 |
11,066.01 |
HIGH |
10,953.60 |
0.618 |
10,884.11 |
0.500 |
10,862.65 |
0.382 |
10,841.19 |
LOW |
10,771.70 |
0.618 |
10,659.29 |
1.000 |
10,589.80 |
1.618 |
10,477.39 |
2.618 |
10,295.49 |
4.250 |
9,998.63 |
|
|
Fisher Pivots for day following 12-Feb-2001 |
Pivot |
1 day |
3 day |
R1 |
10,918.75 |
10,917.90 |
PP |
10,890.70 |
10,889.00 |
S1 |
10,862.65 |
10,860.10 |
|