Trading Metrics calculated at close of trading on 01-Mar-2001 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Feb-2001 |
01-Mar-2001 |
Change |
Change % |
Previous Week |
Open |
10,666.60 |
10,440.20 |
-226.40 |
-2.1% |
10,818.30 |
High |
10,684.80 |
10,493.30 |
-191.50 |
-1.8% |
10,903.20 |
Low |
10,423.50 |
10,302.90 |
-120.60 |
-1.2% |
10,294.00 |
Close |
10,495.30 |
10,450.10 |
-45.20 |
-0.4% |
10,441.90 |
Range |
261.30 |
190.40 |
-70.90 |
-27.1% |
609.20 |
ATR |
169.96 |
171.56 |
1.60 |
0.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 01-Mar-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,986.63 |
10,908.77 |
10,554.82 |
|
R3 |
10,796.23 |
10,718.37 |
10,502.46 |
|
R2 |
10,605.83 |
10,605.83 |
10,485.01 |
|
R1 |
10,527.97 |
10,527.97 |
10,467.55 |
10,566.90 |
PP |
10,415.43 |
10,415.43 |
10,415.43 |
10,434.90 |
S1 |
10,337.57 |
10,337.57 |
10,432.65 |
10,376.50 |
S2 |
10,225.03 |
10,225.03 |
10,415.19 |
|
S3 |
10,034.63 |
10,147.17 |
10,397.74 |
|
S4 |
9,844.23 |
9,956.77 |
10,345.38 |
|
|
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% |
209.18 |
2.0% |
39% |
False |
False |
|
10 |
10,922.60 |
10,294.00 |
628.60 |
6.0% |
192.51 |
1.8% |
25% |
False |
False |
|
20 |
11,035.10 |
10,294.00 |
741.10 |
7.1% |
160.34 |
1.5% |
21% |
False |
False |
|
40 |
11,035.10 |
10,294.00 |
741.10 |
7.1% |
162.03 |
1.6% |
21% |
False |
False |
|
60 |
11,035.10 |
10,294.00 |
741.10 |
7.1% |
172.69 |
1.7% |
21% |
False |
False |
|
80 |
11,035.10 |
10,292.40 |
742.70 |
7.1% |
171.82 |
1.6% |
21% |
False |
False |
|
100 |
11,035.10 |
9,654.64 |
1,380.46 |
13.2% |
177.38 |
1.7% |
58% |
False |
False |
|
120 |
11,286.10 |
9,654.64 |
1,631.46 |
15.6% |
172.17 |
1.6% |
49% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,302.50 |
2.618 |
10,991.77 |
1.618 |
10,801.37 |
1.000 |
10,683.70 |
0.618 |
10,610.97 |
HIGH |
10,493.30 |
0.618 |
10,420.57 |
0.500 |
10,398.10 |
0.382 |
10,375.63 |
LOW |
10,302.90 |
0.618 |
10,185.23 |
1.000 |
10,112.50 |
1.618 |
9,994.83 |
2.618 |
9,804.43 |
4.250 |
9,493.70 |
|
|
Fisher Pivots for day following 01-Mar-2001 |
Pivot |
1 day |
3 day |
R1 |
10,432.77 |
10,500.65 |
PP |
10,415.43 |
10,483.80 |
S1 |
10,398.10 |
10,466.95 |
|