Trading Metrics calculated at close of trading on 21-Feb-2001 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Feb-2001 |
21-Feb-2001 |
Change |
Change % |
Previous Week |
Open |
10,818.30 |
10,666.70 |
-151.60 |
-1.4% |
10,798.40 |
High |
10,903.20 |
10,746.20 |
-157.00 |
-1.4% |
11,012.90 |
Low |
10,727.50 |
10,520.30 |
-207.20 |
-1.9% |
10,722.20 |
Close |
10,730.90 |
10,526.60 |
-204.30 |
-1.9% |
10,799.80 |
Range |
175.70 |
225.90 |
50.20 |
28.6% |
290.70 |
ATR |
146.09 |
151.79 |
5.70 |
3.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 21-Feb-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,275.40 |
11,126.90 |
10,650.85 |
|
R3 |
11,049.50 |
10,901.00 |
10,588.72 |
|
R2 |
10,823.60 |
10,823.60 |
10,568.02 |
|
R1 |
10,675.10 |
10,675.10 |
10,547.31 |
10,636.40 |
PP |
10,597.70 |
10,597.70 |
10,597.70 |
10,578.35 |
S1 |
10,449.20 |
10,449.20 |
10,505.89 |
10,410.50 |
S2 |
10,371.80 |
10,371.80 |
10,485.19 |
|
S3 |
10,145.90 |
10,223.30 |
10,464.48 |
|
S4 |
9,920.00 |
9,997.40 |
10,402.36 |
|
|
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 |
10,922.60 |
10,520.30 |
402.30 |
3.8% |
164.58 |
1.6% |
2% |
False |
True |
|
10 |
11,012.90 |
10,520.30 |
492.60 |
4.7% |
144.40 |
1.4% |
1% |
False |
True |
|
20 |
11,035.10 |
10,520.30 |
514.80 |
4.9% |
137.31 |
1.3% |
1% |
False |
True |
|
40 |
11,035.10 |
10,468.00 |
567.10 |
5.4% |
154.80 |
1.5% |
10% |
False |
False |
|
60 |
11,035.10 |
10,292.40 |
742.70 |
7.1% |
169.40 |
1.6% |
32% |
False |
False |
|
80 |
11,035.10 |
10,265.10 |
770.00 |
7.3% |
170.15 |
1.6% |
34% |
False |
False |
|
100 |
11,035.10 |
9,654.64 |
1,380.46 |
13.1% |
173.97 |
1.7% |
63% |
False |
False |
|
120 |
11,401.20 |
9,654.64 |
1,746.56 |
16.6% |
168.33 |
1.6% |
50% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,706.28 |
2.618 |
11,337.61 |
1.618 |
11,111.71 |
1.000 |
10,972.10 |
0.618 |
10,885.81 |
HIGH |
10,746.20 |
0.618 |
10,659.91 |
0.500 |
10,633.25 |
0.382 |
10,606.59 |
LOW |
10,520.30 |
0.618 |
10,380.69 |
1.000 |
10,294.40 |
1.618 |
10,154.79 |
2.618 |
9,928.89 |
4.250 |
9,560.23 |
|
|
Fisher Pivots for day following 21-Feb-2001 |
Pivot |
1 day |
3 day |
R1 |
10,633.25 |
10,711.75 |
PP |
10,597.70 |
10,650.03 |
S1 |
10,562.15 |
10,588.32 |
|