Trading Metrics calculated at close of trading on 22-Feb-2001 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Feb-2001 |
22-Feb-2001 |
Change |
Change % |
Previous Week |
Open |
10,666.70 |
10,555.80 |
-110.90 |
-1.0% |
10,798.40 |
High |
10,746.20 |
10,566.20 |
-180.00 |
-1.7% |
11,012.90 |
Low |
10,520.30 |
10,372.40 |
-147.90 |
-1.4% |
10,722.20 |
Close |
10,526.60 |
10,526.80 |
0.20 |
0.0% |
10,799.80 |
Range |
225.90 |
193.80 |
-32.10 |
-14.2% |
290.70 |
ATR |
151.79 |
154.79 |
3.00 |
2.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 22-Feb-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,069.87 |
10,992.13 |
10,633.39 |
|
R3 |
10,876.07 |
10,798.33 |
10,580.10 |
|
R2 |
10,682.27 |
10,682.27 |
10,562.33 |
|
R1 |
10,604.53 |
10,604.53 |
10,544.57 |
10,546.50 |
PP |
10,488.47 |
10,488.47 |
10,488.47 |
10,459.45 |
S1 |
10,410.73 |
10,410.73 |
10,509.04 |
10,352.70 |
S2 |
10,294.67 |
10,294.67 |
10,491.27 |
|
S3 |
10,100.87 |
10,216.93 |
10,473.51 |
|
S4 |
9,907.07 |
10,023.13 |
10,420.21 |
|
|
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 |
10,372.40 |
550.20 |
5.2% |
175.84 |
1.7% |
28% |
False |
True |
|
10 |
11,012.90 |
10,372.40 |
640.50 |
6.1% |
154.51 |
1.5% |
24% |
False |
True |
|
20 |
11,035.10 |
10,372.40 |
662.70 |
6.3% |
143.97 |
1.4% |
23% |
False |
True |
|
40 |
11,035.10 |
10,372.40 |
662.70 |
6.3% |
155.51 |
1.5% |
23% |
False |
True |
|
60 |
11,035.10 |
10,292.40 |
742.70 |
7.1% |
170.77 |
1.6% |
32% |
False |
False |
|
80 |
11,035.10 |
10,292.40 |
742.70 |
7.1% |
170.20 |
1.6% |
32% |
False |
False |
|
100 |
11,035.10 |
9,654.64 |
1,380.46 |
13.1% |
173.58 |
1.6% |
63% |
False |
False |
|
120 |
11,401.20 |
9,654.64 |
1,746.56 |
16.6% |
169.00 |
1.6% |
50% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,389.85 |
2.618 |
11,073.57 |
1.618 |
10,879.77 |
1.000 |
10,760.00 |
0.618 |
10,685.97 |
HIGH |
10,566.20 |
0.618 |
10,492.17 |
0.500 |
10,469.30 |
0.382 |
10,446.43 |
LOW |
10,372.40 |
0.618 |
10,252.63 |
1.000 |
10,178.60 |
1.618 |
10,058.83 |
2.618 |
9,865.03 |
4.250 |
9,548.75 |
|
|
Fisher Pivots for day following 22-Feb-2001 |
Pivot |
1 day |
3 day |
R1 |
10,507.63 |
10,637.80 |
PP |
10,488.47 |
10,600.80 |
S1 |
10,469.30 |
10,563.80 |
|