Trading Metrics calculated at close of trading on 07-Mar-2001 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Mar-2001 |
07-Mar-2001 |
Change |
Change % |
Previous Week |
Open |
10,657.20 |
10,639.80 |
-17.40 |
-0.2% |
10,447.60 |
High |
10,690.90 |
10,731.50 |
40.60 |
0.4% |
10,698.40 |
Low |
10,570.20 |
10,591.90 |
21.70 |
0.2% |
10,302.10 |
Close |
10,591.20 |
10,729.60 |
138.40 |
1.3% |
10,466.30 |
Range |
120.70 |
139.60 |
18.90 |
15.7% |
396.30 |
ATR |
170.61 |
168.44 |
-2.16 |
-1.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 07-Mar-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,103.13 |
11,055.97 |
10,806.38 |
|
R3 |
10,963.53 |
10,916.37 |
10,767.99 |
|
R2 |
10,823.93 |
10,823.93 |
10,755.19 |
|
R1 |
10,776.77 |
10,776.77 |
10,742.40 |
10,800.35 |
PP |
10,684.33 |
10,684.33 |
10,684.33 |
10,696.13 |
S1 |
10,637.17 |
10,637.17 |
10,716.80 |
10,660.75 |
S2 |
10,544.73 |
10,544.73 |
10,704.01 |
|
S3 |
10,405.13 |
10,497.57 |
10,691.21 |
|
S4 |
10,265.53 |
10,357.97 |
10,652.82 |
|
|
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 |
10,731.50 |
10,302.10 |
429.40 |
4.0% |
166.20 |
1.5% |
100% |
True |
False |
|
10 |
10,731.50 |
10,294.00 |
437.50 |
4.1% |
188.03 |
1.8% |
100% |
True |
False |
|
20 |
11,012.90 |
10,294.00 |
718.90 |
6.7% |
166.22 |
1.5% |
61% |
False |
False |
|
40 |
11,035.10 |
10,294.00 |
741.10 |
6.9% |
151.69 |
1.4% |
59% |
False |
False |
|
60 |
11,035.10 |
10,294.00 |
741.10 |
6.9% |
166.59 |
1.6% |
59% |
False |
False |
|
80 |
11,035.10 |
10,292.40 |
742.70 |
6.9% |
173.68 |
1.6% |
59% |
False |
False |
|
100 |
11,035.10 |
9,654.64 |
1,380.46 |
12.9% |
176.72 |
1.6% |
78% |
False |
False |
|
120 |
11,208.10 |
9,654.64 |
1,553.46 |
14.5% |
173.76 |
1.6% |
69% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,324.80 |
2.618 |
11,096.97 |
1.618 |
10,957.37 |
1.000 |
10,871.10 |
0.618 |
10,817.77 |
HIGH |
10,731.50 |
0.618 |
10,678.17 |
0.500 |
10,661.70 |
0.382 |
10,645.23 |
LOW |
10,591.90 |
0.618 |
10,505.63 |
1.000 |
10,452.30 |
1.618 |
10,366.03 |
2.618 |
10,226.43 |
4.250 |
9,998.60 |
|
|
Fisher Pivots for day following 07-Mar-2001 |
Pivot |
1 day |
3 day |
R1 |
10,706.97 |
10,686.40 |
PP |
10,684.33 |
10,643.20 |
S1 |
10,661.70 |
10,600.00 |
|