Trading Metrics calculated at close of trading on 13-Feb-2001 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Feb-2001 |
13-Feb-2001 |
Change |
Change % |
Previous Week |
Open |
10,798.40 |
10,928.60 |
130.20 |
1.2% |
10,849.20 |
High |
10,953.60 |
11,012.90 |
59.30 |
0.5% |
11,035.10 |
Low |
10,771.70 |
10,894.30 |
122.60 |
1.1% |
10,755.00 |
Close |
10,946.80 |
10,903.30 |
-43.50 |
-0.4% |
10,781.50 |
Range |
181.90 |
118.60 |
-63.30 |
-34.8% |
280.10 |
ATR |
145.35 |
143.44 |
-1.91 |
-1.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 13-Feb-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,292.63 |
11,216.57 |
10,968.53 |
|
R3 |
11,174.03 |
11,097.97 |
10,935.92 |
|
R2 |
11,055.43 |
11,055.43 |
10,925.04 |
|
R1 |
10,979.37 |
10,979.37 |
10,914.17 |
10,958.10 |
PP |
10,936.83 |
10,936.83 |
10,936.83 |
10,926.20 |
S1 |
10,860.77 |
10,860.77 |
10,892.43 |
10,839.50 |
S2 |
10,818.23 |
10,818.23 |
10,881.56 |
|
S3 |
10,699.63 |
10,742.17 |
10,870.69 |
|
S4 |
10,581.03 |
10,623.57 |
10,838.07 |
|
|
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 |
11,012.90 |
10,755.00 |
257.90 |
2.4% |
124.22 |
1.1% |
58% |
True |
False |
|
10 |
11,035.10 |
10,755.00 |
280.10 |
2.6% |
126.90 |
1.2% |
53% |
False |
False |
|
20 |
11,035.10 |
10,509.90 |
525.20 |
4.8% |
132.85 |
1.2% |
75% |
False |
False |
|
40 |
11,035.10 |
10,299.20 |
735.90 |
6.7% |
162.99 |
1.5% |
82% |
False |
False |
|
60 |
11,035.10 |
10,292.40 |
742.70 |
6.8% |
168.44 |
1.5% |
82% |
False |
False |
|
80 |
11,035.10 |
10,014.60 |
1,020.50 |
9.4% |
169.32 |
1.6% |
87% |
False |
False |
|
100 |
11,035.10 |
9,654.64 |
1,380.46 |
12.7% |
173.45 |
1.6% |
90% |
False |
False |
|
120 |
11,401.20 |
9,654.64 |
1,746.56 |
16.0% |
165.10 |
1.5% |
71% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,516.95 |
2.618 |
11,323.39 |
1.618 |
11,204.79 |
1.000 |
11,131.50 |
0.618 |
11,086.19 |
HIGH |
11,012.90 |
0.618 |
10,967.59 |
0.500 |
10,953.60 |
0.382 |
10,939.61 |
LOW |
10,894.30 |
0.618 |
10,821.01 |
1.000 |
10,775.70 |
1.618 |
10,702.41 |
2.618 |
10,583.81 |
4.250 |
10,390.25 |
|
|
Fisher Pivots for day following 13-Feb-2001 |
Pivot |
1 day |
3 day |
R1 |
10,953.60 |
10,896.85 |
PP |
10,936.83 |
10,890.40 |
S1 |
10,920.07 |
10,883.95 |
|