Trading Metrics calculated at close of trading on 28-Feb-2001 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Feb-2001 |
28-Feb-2001 |
Change |
Change % |
Previous Week |
Open |
10,621.30 |
10,666.60 |
45.30 |
0.4% |
10,818.30 |
High |
10,698.40 |
10,684.80 |
-13.60 |
-0.1% |
10,903.20 |
Low |
10,560.10 |
10,423.50 |
-136.60 |
-1.3% |
10,294.00 |
Close |
10,636.90 |
10,495.30 |
-141.60 |
-1.3% |
10,441.90 |
Range |
138.30 |
261.30 |
123.00 |
88.9% |
609.20 |
ATR |
162.94 |
169.96 |
7.03 |
4.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 28-Feb-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,318.43 |
11,168.17 |
10,639.02 |
|
R3 |
11,057.13 |
10,906.87 |
10,567.16 |
|
R2 |
10,795.83 |
10,795.83 |
10,543.21 |
|
R1 |
10,645.57 |
10,645.57 |
10,519.25 |
10,590.05 |
PP |
10,534.53 |
10,534.53 |
10,534.53 |
10,506.78 |
S1 |
10,384.27 |
10,384.27 |
10,471.35 |
10,328.75 |
S2 |
10,273.23 |
10,273.23 |
10,447.40 |
|
S3 |
10,011.93 |
10,122.97 |
10,423.44 |
|
S4 |
9,750.63 |
9,861.67 |
10,351.59 |
|
|
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 |
10,698.40 |
10,294.00 |
404.40 |
3.9% |
209.86 |
2.0% |
50% |
False |
False |
|
10 |
10,922.60 |
10,294.00 |
628.60 |
6.0% |
187.22 |
1.8% |
32% |
False |
False |
|
20 |
11,035.10 |
10,294.00 |
741.10 |
7.1% |
157.06 |
1.5% |
27% |
False |
False |
|
40 |
11,035.10 |
10,294.00 |
741.10 |
7.1% |
162.56 |
1.5% |
27% |
False |
False |
|
60 |
11,035.10 |
10,294.00 |
741.10 |
7.1% |
172.44 |
1.6% |
27% |
False |
False |
|
80 |
11,035.10 |
10,292.40 |
742.70 |
7.1% |
170.40 |
1.6% |
27% |
False |
False |
|
100 |
11,035.10 |
9,654.64 |
1,380.46 |
13.2% |
176.68 |
1.7% |
61% |
False |
False |
|
120 |
11,323.90 |
9,654.64 |
1,669.26 |
15.9% |
171.42 |
1.6% |
50% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,795.33 |
2.618 |
11,368.88 |
1.618 |
11,107.58 |
1.000 |
10,946.10 |
0.618 |
10,846.28 |
HIGH |
10,684.80 |
0.618 |
10,584.98 |
0.500 |
10,554.15 |
0.382 |
10,523.32 |
LOW |
10,423.50 |
0.618 |
10,262.02 |
1.000 |
10,162.20 |
1.618 |
10,000.72 |
2.618 |
9,739.42 |
4.250 |
9,312.98 |
|
|
Fisher Pivots for day following 28-Feb-2001 |
Pivot |
1 day |
3 day |
R1 |
10,554.15 |
10,560.15 |
PP |
10,534.53 |
10,538.53 |
S1 |
10,514.92 |
10,516.92 |
|