Trading Metrics calculated at close of trading on 14-Feb-2001 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Feb-2001 |
14-Feb-2001 |
Change |
Change % |
Previous Week |
Open |
10,928.60 |
10,909.70 |
-18.90 |
-0.2% |
10,849.20 |
High |
11,012.90 |
10,917.90 |
-95.00 |
-0.9% |
11,035.10 |
Low |
10,894.30 |
10,780.40 |
-113.90 |
-1.0% |
10,755.00 |
Close |
10,903.30 |
10,795.40 |
-107.90 |
-1.0% |
10,781.50 |
Range |
118.60 |
137.50 |
18.90 |
15.9% |
280.10 |
ATR |
143.44 |
143.02 |
-0.42 |
-0.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 14-Feb-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,243.73 |
11,157.07 |
10,871.03 |
|
R3 |
11,106.23 |
11,019.57 |
10,833.21 |
|
R2 |
10,968.73 |
10,968.73 |
10,820.61 |
|
R1 |
10,882.07 |
10,882.07 |
10,808.00 |
10,856.65 |
PP |
10,831.23 |
10,831.23 |
10,831.23 |
10,818.53 |
S1 |
10,744.57 |
10,744.57 |
10,782.80 |
10,719.15 |
S2 |
10,693.73 |
10,693.73 |
10,770.19 |
|
S3 |
10,556.23 |
10,607.07 |
10,757.59 |
|
S4 |
10,418.73 |
10,469.57 |
10,719.78 |
|
|
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% |
133.18 |
1.2% |
16% |
False |
False |
|
10 |
11,035.10 |
10,755.00 |
280.10 |
2.6% |
128.16 |
1.2% |
14% |
False |
False |
|
20 |
11,035.10 |
10,509.90 |
525.20 |
4.9% |
131.70 |
1.2% |
54% |
False |
False |
|
40 |
11,035.10 |
10,299.20 |
735.90 |
6.8% |
160.96 |
1.5% |
67% |
False |
False |
|
60 |
11,035.10 |
10,292.40 |
742.70 |
6.9% |
168.76 |
1.6% |
68% |
False |
False |
|
80 |
11,035.10 |
10,067.50 |
967.60 |
9.0% |
169.43 |
1.6% |
75% |
False |
False |
|
100 |
11,035.10 |
9,654.64 |
1,380.46 |
12.8% |
173.59 |
1.6% |
83% |
False |
False |
|
120 |
11,401.20 |
9,654.64 |
1,746.56 |
16.2% |
165.31 |
1.5% |
65% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,502.28 |
2.618 |
11,277.88 |
1.618 |
11,140.38 |
1.000 |
11,055.40 |
0.618 |
11,002.88 |
HIGH |
10,917.90 |
0.618 |
10,865.38 |
0.500 |
10,849.15 |
0.382 |
10,832.93 |
LOW |
10,780.40 |
0.618 |
10,695.43 |
1.000 |
10,642.90 |
1.618 |
10,557.93 |
2.618 |
10,420.43 |
4.250 |
10,196.03 |
|
|
Fisher Pivots for day following 14-Feb-2001 |
Pivot |
1 day |
3 day |
R1 |
10,849.15 |
10,892.30 |
PP |
10,831.23 |
10,860.00 |
S1 |
10,813.32 |
10,827.70 |
|