Trading Metrics calculated at close of trading on 20-Feb-2001 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Feb-2001 |
20-Feb-2001 |
Change |
Change % |
Previous Week |
Open |
10,801.30 |
10,818.30 |
17.00 |
0.2% |
10,798.40 |
High |
10,884.10 |
10,903.20 |
19.10 |
0.2% |
11,012.90 |
Low |
10,722.20 |
10,727.50 |
5.30 |
0.0% |
10,722.20 |
Close |
10,799.80 |
10,730.90 |
-68.90 |
-0.6% |
10,799.80 |
Range |
161.90 |
175.70 |
13.80 |
8.5% |
290.70 |
ATR |
143.81 |
146.09 |
2.28 |
1.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 20-Feb-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,314.30 |
11,198.30 |
10,827.54 |
|
R3 |
11,138.60 |
11,022.60 |
10,779.22 |
|
R2 |
10,962.90 |
10,962.90 |
10,763.11 |
|
R1 |
10,846.90 |
10,846.90 |
10,747.01 |
10,817.05 |
PP |
10,787.20 |
10,787.20 |
10,787.20 |
10,772.28 |
S1 |
10,671.20 |
10,671.20 |
10,714.79 |
10,641.35 |
S2 |
10,611.50 |
10,611.50 |
10,698.69 |
|
S3 |
10,435.80 |
10,495.50 |
10,682.58 |
|
S4 |
10,260.10 |
10,319.80 |
10,634.27 |
|
|
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% |
143.12 |
1.3% |
3% |
False |
False |
|
10 |
11,035.10 |
10,722.20 |
312.90 |
2.9% |
132.10 |
1.2% |
3% |
False |
False |
|
20 |
11,035.10 |
10,553.80 |
481.30 |
4.5% |
132.28 |
1.2% |
37% |
False |
False |
|
40 |
11,035.10 |
10,299.20 |
735.90 |
6.9% |
154.69 |
1.4% |
59% |
False |
False |
|
60 |
11,035.10 |
10,292.40 |
742.70 |
6.9% |
167.66 |
1.6% |
59% |
False |
False |
|
80 |
11,035.10 |
10,265.10 |
770.00 |
7.2% |
169.26 |
1.6% |
60% |
False |
False |
|
100 |
11,035.10 |
9,654.64 |
1,380.46 |
12.9% |
172.71 |
1.6% |
78% |
False |
False |
|
120 |
11,401.20 |
9,654.64 |
1,746.56 |
16.3% |
166.95 |
1.6% |
62% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,649.93 |
2.618 |
11,363.18 |
1.618 |
11,187.48 |
1.000 |
11,078.90 |
0.618 |
11,011.78 |
HIGH |
10,903.20 |
0.618 |
10,836.08 |
0.500 |
10,815.35 |
0.382 |
10,794.62 |
LOW |
10,727.50 |
0.618 |
10,618.92 |
1.000 |
10,551.80 |
1.618 |
10,443.22 |
2.618 |
10,267.52 |
4.250 |
9,980.78 |
|
|
Fisher Pivots for day following 20-Feb-2001 |
Pivot |
1 day |
3 day |
R1 |
10,815.35 |
10,822.40 |
PP |
10,787.20 |
10,791.90 |
S1 |
10,759.05 |
10,761.40 |
|