| Trading Metrics calculated at close of trading on 02-Mar-2001 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Mar-2001 |
02-Mar-2001 |
Change |
Change % |
Previous Week |
| Open |
10,440.20 |
10,375.80 |
-64.40 |
-0.6% |
10,447.60 |
| High |
10,493.30 |
10,579.30 |
86.00 |
0.8% |
10,698.40 |
| Low |
10,302.90 |
10,302.10 |
-0.80 |
0.0% |
10,302.10 |
| Close |
10,450.10 |
10,466.30 |
16.20 |
0.2% |
10,466.30 |
| Range |
190.40 |
277.20 |
86.80 |
45.6% |
396.30 |
| ATR |
171.56 |
179.11 |
7.55 |
4.4% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 02-Mar-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,280.83 |
11,150.77 |
10,618.76 |
|
| R3 |
11,003.63 |
10,873.57 |
10,542.53 |
|
| R2 |
10,726.43 |
10,726.43 |
10,517.12 |
|
| R1 |
10,596.37 |
10,596.37 |
10,491.71 |
10,661.40 |
| PP |
10,449.23 |
10,449.23 |
10,449.23 |
10,481.75 |
| S1 |
10,319.17 |
10,319.17 |
10,440.89 |
10,384.20 |
| S2 |
10,172.03 |
10,172.03 |
10,415.48 |
|
| S3 |
9,894.83 |
10,041.97 |
10,390.07 |
|
| S4 |
9,617.63 |
9,764.77 |
10,313.84 |
|
|
| Weekly Pivots for week ending 02-Mar-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,677.83 |
11,468.37 |
10,684.27 |
|
| R3 |
11,281.53 |
11,072.07 |
10,575.28 |
|
| R2 |
10,885.23 |
10,885.23 |
10,538.96 |
|
| R1 |
10,675.77 |
10,675.77 |
10,502.63 |
10,780.50 |
| PP |
10,488.93 |
10,488.93 |
10,488.93 |
10,541.30 |
| S1 |
10,279.47 |
10,279.47 |
10,429.97 |
10,384.20 |
| S2 |
10,092.63 |
10,092.63 |
10,393.65 |
|
| S3 |
9,696.33 |
9,883.17 |
10,357.32 |
|
| S4 |
9,300.03 |
9,486.87 |
10,248.34 |
|
|
| 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 |
10,302.10 |
396.30 |
3.8% |
217.56 |
2.1% |
41% |
False |
True |
|
| 10 |
10,903.20 |
10,294.00 |
609.20 |
5.8% |
208.04 |
2.0% |
28% |
False |
False |
|
| 20 |
11,035.10 |
10,294.00 |
741.10 |
7.1% |
168.22 |
1.6% |
23% |
False |
False |
|
| 40 |
11,035.10 |
10,294.00 |
741.10 |
7.1% |
158.01 |
1.5% |
23% |
False |
False |
|
| 60 |
11,035.10 |
10,294.00 |
741.10 |
7.1% |
172.55 |
1.6% |
23% |
False |
False |
|
| 80 |
11,035.10 |
10,292.40 |
742.70 |
7.1% |
173.71 |
1.7% |
23% |
False |
False |
|
| 100 |
11,035.10 |
9,654.64 |
1,380.46 |
13.2% |
177.54 |
1.7% |
59% |
False |
False |
|
| 120 |
11,286.10 |
9,654.64 |
1,631.46 |
15.6% |
173.89 |
1.7% |
50% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,757.40 |
|
2.618 |
11,305.01 |
|
1.618 |
11,027.81 |
|
1.000 |
10,856.50 |
|
0.618 |
10,750.61 |
|
HIGH |
10,579.30 |
|
0.618 |
10,473.41 |
|
0.500 |
10,440.70 |
|
0.382 |
10,407.99 |
|
LOW |
10,302.10 |
|
0.618 |
10,130.79 |
|
1.000 |
10,024.90 |
|
1.618 |
9,853.59 |
|
2.618 |
9,576.39 |
|
4.250 |
9,124.00 |
|
|
| Fisher Pivots for day following 02-Mar-2001 |
| Pivot |
1 day |
3 day |
| R1 |
10,457.77 |
10,493.45 |
| PP |
10,449.23 |
10,484.40 |
| S1 |
10,440.70 |
10,475.35 |
|