Trading Metrics calculated at close of trading on 23-Feb-2001 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Feb-2001 |
23-Feb-2001 |
Change |
Change % |
Previous Week |
Open |
10,555.80 |
10,477.80 |
-78.00 |
-0.7% |
10,818.30 |
High |
10,566.20 |
10,529.30 |
-36.90 |
-0.3% |
10,903.20 |
Low |
10,372.40 |
10,294.00 |
-78.40 |
-0.8% |
10,294.00 |
Close |
10,526.80 |
10,441.90 |
-84.90 |
-0.8% |
10,441.90 |
Range |
193.80 |
235.30 |
41.50 |
21.4% |
609.20 |
ATR |
154.79 |
160.54 |
5.75 |
3.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 23-Feb-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,127.63 |
11,020.07 |
10,571.32 |
|
R3 |
10,892.33 |
10,784.77 |
10,506.61 |
|
R2 |
10,657.03 |
10,657.03 |
10,485.04 |
|
R1 |
10,549.47 |
10,549.47 |
10,463.47 |
10,485.60 |
PP |
10,421.73 |
10,421.73 |
10,421.73 |
10,389.80 |
S1 |
10,314.17 |
10,314.17 |
10,420.33 |
10,250.30 |
S2 |
10,186.43 |
10,186.43 |
10,398.76 |
|
S3 |
9,951.13 |
10,078.87 |
10,377.19 |
|
S4 |
9,715.83 |
9,843.57 |
10,312.49 |
|
|
Weekly Pivots for week ending 23-Feb-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,373.97 |
12,017.13 |
10,776.96 |
|
R3 |
11,764.77 |
11,407.93 |
10,609.43 |
|
R2 |
11,155.57 |
11,155.57 |
10,553.59 |
|
R1 |
10,798.73 |
10,798.73 |
10,497.74 |
10,672.55 |
PP |
10,546.37 |
10,546.37 |
10,546.37 |
10,483.28 |
S1 |
10,189.53 |
10,189.53 |
10,386.06 |
10,063.35 |
S2 |
9,937.17 |
9,937.17 |
10,330.21 |
|
S3 |
9,327.97 |
9,580.33 |
10,274.37 |
|
S4 |
8,718.77 |
8,971.13 |
10,106.84 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
10,903.20 |
10,294.00 |
609.20 |
5.8% |
198.52 |
1.9% |
24% |
False |
True |
|
10 |
11,012.90 |
10,294.00 |
718.90 |
6.9% |
168.67 |
1.6% |
21% |
False |
True |
|
20 |
11,035.10 |
10,294.00 |
741.10 |
7.1% |
148.47 |
1.4% |
20% |
False |
True |
|
40 |
11,035.10 |
10,294.00 |
741.10 |
7.1% |
158.80 |
1.5% |
20% |
False |
True |
|
60 |
11,035.10 |
10,292.40 |
742.70 |
7.1% |
172.24 |
1.6% |
20% |
False |
False |
|
80 |
11,035.10 |
10,292.40 |
742.70 |
7.1% |
170.52 |
1.6% |
20% |
False |
False |
|
100 |
11,035.10 |
9,654.64 |
1,380.46 |
13.2% |
174.22 |
1.7% |
57% |
False |
False |
|
120 |
11,401.20 |
9,654.64 |
1,746.56 |
16.7% |
169.25 |
1.6% |
45% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,529.33 |
2.618 |
11,145.32 |
1.618 |
10,910.02 |
1.000 |
10,764.60 |
0.618 |
10,674.72 |
HIGH |
10,529.30 |
0.618 |
10,439.42 |
0.500 |
10,411.65 |
0.382 |
10,383.88 |
LOW |
10,294.00 |
0.618 |
10,148.58 |
1.000 |
10,058.70 |
1.618 |
9,913.28 |
2.618 |
9,677.98 |
4.250 |
9,293.98 |
|
|
Fisher Pivots for day following 23-Feb-2001 |
Pivot |
1 day |
3 day |
R1 |
10,431.82 |
10,520.10 |
PP |
10,421.73 |
10,494.03 |
S1 |
10,411.65 |
10,467.97 |
|