Trading Metrics calculated at close of trading on 15-Feb-2001 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Feb-2001 |
15-Feb-2001 |
Change |
Change % |
Previous Week |
Open |
10,909.70 |
10,813.40 |
-96.30 |
-0.9% |
10,849.20 |
High |
10,917.90 |
10,922.60 |
4.70 |
0.0% |
11,035.10 |
Low |
10,780.40 |
10,800.70 |
20.30 |
0.2% |
10,755.00 |
Close |
10,795.40 |
10,891.00 |
95.60 |
0.9% |
10,781.50 |
Range |
137.50 |
121.90 |
-15.60 |
-11.3% |
280.10 |
ATR |
143.02 |
141.89 |
-1.13 |
-0.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 15-Feb-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,237.13 |
11,185.97 |
10,958.05 |
|
R3 |
11,115.23 |
11,064.07 |
10,924.52 |
|
R2 |
10,993.33 |
10,993.33 |
10,913.35 |
|
R1 |
10,942.17 |
10,942.17 |
10,902.17 |
10,967.75 |
PP |
10,871.43 |
10,871.43 |
10,871.43 |
10,884.23 |
S1 |
10,820.27 |
10,820.27 |
10,879.83 |
10,845.85 |
S2 |
10,749.53 |
10,749.53 |
10,868.65 |
|
S3 |
10,627.63 |
10,698.37 |
10,857.48 |
|
S4 |
10,505.73 |
10,576.47 |
10,823.96 |
|
|
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% |
138.82 |
1.3% |
53% |
False |
False |
|
10 |
11,035.10 |
10,755.00 |
280.10 |
2.6% |
128.39 |
1.2% |
49% |
False |
False |
|
20 |
11,035.10 |
10,509.90 |
525.20 |
4.8% |
129.31 |
1.2% |
73% |
False |
False |
|
40 |
11,035.10 |
10,299.20 |
735.90 |
6.8% |
157.84 |
1.4% |
80% |
False |
False |
|
60 |
11,035.10 |
10,292.40 |
742.70 |
6.8% |
167.51 |
1.5% |
81% |
False |
False |
|
80 |
11,035.10 |
10,216.20 |
818.90 |
7.5% |
168.93 |
1.6% |
82% |
False |
False |
|
100 |
11,035.10 |
9,654.64 |
1,380.46 |
12.7% |
172.45 |
1.6% |
90% |
False |
False |
|
120 |
11,401.20 |
9,654.64 |
1,746.56 |
16.0% |
165.68 |
1.5% |
71% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,440.68 |
2.618 |
11,241.73 |
1.618 |
11,119.83 |
1.000 |
11,044.50 |
0.618 |
10,997.93 |
HIGH |
10,922.60 |
0.618 |
10,876.03 |
0.500 |
10,861.65 |
0.382 |
10,847.27 |
LOW |
10,800.70 |
0.618 |
10,725.37 |
1.000 |
10,678.80 |
1.618 |
10,603.47 |
2.618 |
10,481.57 |
4.250 |
10,282.63 |
|
|
Fisher Pivots for day following 15-Feb-2001 |
Pivot |
1 day |
3 day |
R1 |
10,881.22 |
10,896.65 |
PP |
10,871.43 |
10,894.77 |
S1 |
10,861.65 |
10,892.88 |
|