Trading Metrics calculated at close of trading on 27-Feb-2001 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Feb-2001 |
27-Feb-2001 |
Change |
Change % |
Previous Week |
Open |
10,447.60 |
10,621.30 |
173.70 |
1.7% |
10,818.30 |
High |
10,642.50 |
10,698.40 |
55.90 |
0.5% |
10,903.20 |
Low |
10,421.90 |
10,560.10 |
138.20 |
1.3% |
10,294.00 |
Close |
10,642.50 |
10,636.90 |
-5.60 |
-0.1% |
10,441.90 |
Range |
220.60 |
138.30 |
-82.30 |
-37.3% |
609.20 |
ATR |
164.83 |
162.94 |
-1.90 |
-1.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 27-Feb-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,046.70 |
10,980.10 |
10,712.97 |
|
R3 |
10,908.40 |
10,841.80 |
10,674.93 |
|
R2 |
10,770.10 |
10,770.10 |
10,662.26 |
|
R1 |
10,703.50 |
10,703.50 |
10,649.58 |
10,736.80 |
PP |
10,631.80 |
10,631.80 |
10,631.80 |
10,648.45 |
S1 |
10,565.20 |
10,565.20 |
10,624.22 |
10,598.50 |
S2 |
10,493.50 |
10,493.50 |
10,611.55 |
|
S3 |
10,355.20 |
10,426.90 |
10,598.87 |
|
S4 |
10,216.90 |
10,288.60 |
10,560.84 |
|
|
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 |
10,746.20 |
10,294.00 |
452.20 |
4.3% |
202.78 |
1.9% |
76% |
False |
False |
|
10 |
11,012.90 |
10,294.00 |
718.90 |
6.8% |
172.95 |
1.6% |
48% |
False |
False |
|
20 |
11,035.10 |
10,294.00 |
741.10 |
7.0% |
154.89 |
1.5% |
46% |
False |
False |
|
40 |
11,035.10 |
10,294.00 |
741.10 |
7.0% |
160.01 |
1.5% |
46% |
False |
False |
|
60 |
11,035.10 |
10,292.40 |
742.70 |
7.0% |
173.39 |
1.6% |
46% |
False |
False |
|
80 |
11,035.10 |
10,292.40 |
742.70 |
7.0% |
169.08 |
1.6% |
46% |
False |
False |
|
100 |
11,035.10 |
9,654.64 |
1,380.46 |
13.0% |
175.43 |
1.6% |
71% |
False |
False |
|
120 |
11,401.20 |
9,654.64 |
1,746.56 |
16.4% |
170.48 |
1.6% |
56% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,286.18 |
2.618 |
11,060.47 |
1.618 |
10,922.17 |
1.000 |
10,836.70 |
0.618 |
10,783.87 |
HIGH |
10,698.40 |
0.618 |
10,645.57 |
0.500 |
10,629.25 |
0.382 |
10,612.93 |
LOW |
10,560.10 |
0.618 |
10,474.63 |
1.000 |
10,421.80 |
1.618 |
10,336.33 |
2.618 |
10,198.03 |
4.250 |
9,972.33 |
|
|
Fisher Pivots for day following 27-Feb-2001 |
Pivot |
1 day |
3 day |
R1 |
10,634.35 |
10,590.00 |
PP |
10,631.80 |
10,543.10 |
S1 |
10,629.25 |
10,496.20 |
|