Trading Metrics calculated at close of trading on 16-Feb-2001 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Feb-2001 |
16-Feb-2001 |
Change |
Change % |
Previous Week |
Open |
10,813.40 |
10,801.30 |
-12.10 |
-0.1% |
10,798.40 |
High |
10,922.60 |
10,884.10 |
-38.50 |
-0.4% |
11,012.90 |
Low |
10,800.70 |
10,722.20 |
-78.50 |
-0.7% |
10,722.20 |
Close |
10,891.00 |
10,799.80 |
-91.20 |
-0.8% |
10,799.80 |
Range |
121.90 |
161.90 |
40.00 |
32.8% |
290.70 |
ATR |
141.89 |
143.81 |
1.92 |
1.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 16-Feb-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,287.73 |
11,205.67 |
10,888.85 |
|
R3 |
11,125.83 |
11,043.77 |
10,844.32 |
|
R2 |
10,963.93 |
10,963.93 |
10,829.48 |
|
R1 |
10,881.87 |
10,881.87 |
10,814.64 |
10,841.95 |
PP |
10,802.03 |
10,802.03 |
10,802.03 |
10,782.08 |
S1 |
10,719.97 |
10,719.97 |
10,784.96 |
10,680.05 |
S2 |
10,640.13 |
10,640.13 |
10,770.12 |
|
S3 |
10,478.23 |
10,558.07 |
10,755.28 |
|
S4 |
10,316.33 |
10,396.17 |
10,710.76 |
|
|
Weekly Pivots for week ending 16-Feb-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,717.07 |
11,549.13 |
10,959.69 |
|
R3 |
11,426.37 |
11,258.43 |
10,879.74 |
|
R2 |
11,135.67 |
11,135.67 |
10,853.10 |
|
R1 |
10,967.73 |
10,967.73 |
10,826.45 |
11,051.70 |
PP |
10,844.97 |
10,844.97 |
10,844.97 |
10,886.95 |
S1 |
10,677.03 |
10,677.03 |
10,773.15 |
10,761.00 |
S2 |
10,554.27 |
10,554.27 |
10,746.51 |
|
S3 |
10,263.57 |
10,386.33 |
10,719.86 |
|
S4 |
9,972.87 |
10,095.63 |
10,639.92 |
|
|
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 |
10,722.20 |
290.70 |
2.7% |
144.36 |
1.3% |
27% |
False |
True |
|
10 |
11,035.10 |
10,722.20 |
312.90 |
2.9% |
127.16 |
1.2% |
25% |
False |
True |
|
20 |
11,035.10 |
10,509.90 |
525.20 |
4.9% |
129.72 |
1.2% |
55% |
False |
False |
|
40 |
11,035.10 |
10,299.20 |
735.90 |
6.8% |
156.85 |
1.5% |
68% |
False |
False |
|
60 |
11,035.10 |
10,292.40 |
742.70 |
6.9% |
167.29 |
1.5% |
68% |
False |
False |
|
80 |
11,035.10 |
10,265.10 |
770.00 |
7.1% |
169.14 |
1.6% |
69% |
False |
False |
|
100 |
11,035.10 |
9,654.64 |
1,380.46 |
12.8% |
172.92 |
1.6% |
83% |
False |
False |
|
120 |
11,401.20 |
9,654.64 |
1,746.56 |
16.2% |
166.57 |
1.5% |
66% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,572.18 |
2.618 |
11,307.95 |
1.618 |
11,146.05 |
1.000 |
11,046.00 |
0.618 |
10,984.15 |
HIGH |
10,884.10 |
0.618 |
10,822.25 |
0.500 |
10,803.15 |
0.382 |
10,784.05 |
LOW |
10,722.20 |
0.618 |
10,622.15 |
1.000 |
10,560.30 |
1.618 |
10,460.25 |
2.618 |
10,298.35 |
4.250 |
10,034.13 |
|
|
Fisher Pivots for day following 16-Feb-2001 |
Pivot |
1 day |
3 day |
R1 |
10,803.15 |
10,822.40 |
PP |
10,802.03 |
10,814.87 |
S1 |
10,800.92 |
10,807.33 |
|