Trading Metrics calculated at close of trading on 05-Mar-2001 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Mar-2001 |
05-Mar-2001 |
Change |
Change % |
Previous Week |
Open |
10,375.80 |
10,494.30 |
118.50 |
1.1% |
10,447.60 |
High |
10,579.30 |
10,571.60 |
-7.70 |
-0.1% |
10,698.40 |
Low |
10,302.10 |
10,468.50 |
166.40 |
1.6% |
10,302.10 |
Close |
10,466.30 |
10,562.30 |
96.00 |
0.9% |
10,466.30 |
Range |
277.20 |
103.10 |
-174.10 |
-62.8% |
396.30 |
ATR |
179.11 |
173.84 |
-5.27 |
-2.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 05-Mar-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,843.43 |
10,805.97 |
10,619.01 |
|
R3 |
10,740.33 |
10,702.87 |
10,590.65 |
|
R2 |
10,637.23 |
10,637.23 |
10,581.20 |
|
R1 |
10,599.77 |
10,599.77 |
10,571.75 |
10,618.50 |
PP |
10,534.13 |
10,534.13 |
10,534.13 |
10,543.50 |
S1 |
10,496.67 |
10,496.67 |
10,552.85 |
10,515.40 |
S2 |
10,431.03 |
10,431.03 |
10,543.40 |
|
S3 |
10,327.93 |
10,393.57 |
10,533.95 |
|
S4 |
10,224.83 |
10,290.47 |
10,505.60 |
|
|
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% |
194.06 |
1.8% |
66% |
False |
False |
|
10 |
10,903.20 |
10,294.00 |
609.20 |
5.8% |
202.16 |
1.9% |
44% |
False |
False |
|
20 |
11,035.10 |
10,294.00 |
741.10 |
7.0% |
164.66 |
1.6% |
36% |
False |
False |
|
40 |
11,035.10 |
10,294.00 |
741.10 |
7.0% |
157.10 |
1.5% |
36% |
False |
False |
|
60 |
11,035.10 |
10,294.00 |
741.10 |
7.0% |
168.60 |
1.6% |
36% |
False |
False |
|
80 |
11,035.10 |
10,292.40 |
742.70 |
7.0% |
172.54 |
1.6% |
36% |
False |
False |
|
100 |
11,035.10 |
9,654.64 |
1,380.46 |
13.1% |
177.62 |
1.7% |
66% |
False |
False |
|
120 |
11,255.80 |
9,654.64 |
1,601.16 |
15.2% |
173.53 |
1.6% |
57% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,009.78 |
2.618 |
10,841.52 |
1.618 |
10,738.42 |
1.000 |
10,674.70 |
0.618 |
10,635.32 |
HIGH |
10,571.60 |
0.618 |
10,532.22 |
0.500 |
10,520.05 |
0.382 |
10,507.88 |
LOW |
10,468.50 |
0.618 |
10,404.78 |
1.000 |
10,365.40 |
1.618 |
10,301.68 |
2.618 |
10,198.58 |
4.250 |
10,030.33 |
|
|
Fisher Pivots for day following 05-Mar-2001 |
Pivot |
1 day |
3 day |
R1 |
10,548.22 |
10,521.77 |
PP |
10,534.13 |
10,481.23 |
S1 |
10,520.05 |
10,440.70 |
|