Trading Metrics calculated at close of trading on 08-Mar-2001 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Mar-2001 |
08-Mar-2001 |
Change |
Change % |
Previous Week |
Open |
10,639.80 |
10,764.50 |
124.70 |
1.2% |
10,447.60 |
High |
10,731.50 |
10,859.50 |
128.00 |
1.2% |
10,698.40 |
Low |
10,591.90 |
10,711.30 |
119.40 |
1.1% |
10,302.10 |
Close |
10,729.60 |
10,858.30 |
128.70 |
1.2% |
10,466.30 |
Range |
139.60 |
148.20 |
8.60 |
6.2% |
396.30 |
ATR |
168.44 |
167.00 |
-1.45 |
-0.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 08-Mar-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,254.30 |
11,204.50 |
10,939.81 |
|
R3 |
11,106.10 |
11,056.30 |
10,899.06 |
|
R2 |
10,957.90 |
10,957.90 |
10,885.47 |
|
R1 |
10,908.10 |
10,908.10 |
10,871.89 |
10,933.00 |
PP |
10,809.70 |
10,809.70 |
10,809.70 |
10,822.15 |
S1 |
10,759.90 |
10,759.90 |
10,844.72 |
10,784.80 |
S2 |
10,661.50 |
10,661.50 |
10,831.13 |
|
S3 |
10,513.30 |
10,611.70 |
10,817.55 |
|
S4 |
10,365.10 |
10,463.50 |
10,776.79 |
|
|
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 |
10,859.50 |
10,302.10 |
557.40 |
5.1% |
157.76 |
1.5% |
100% |
True |
False |
|
10 |
10,859.50 |
10,294.00 |
565.50 |
5.2% |
183.47 |
1.7% |
100% |
True |
False |
|
20 |
11,012.90 |
10,294.00 |
718.90 |
6.6% |
168.99 |
1.6% |
78% |
False |
False |
|
40 |
11,035.10 |
10,294.00 |
741.10 |
6.8% |
151.66 |
1.4% |
76% |
False |
False |
|
60 |
11,035.10 |
10,294.00 |
741.10 |
6.8% |
166.20 |
1.5% |
76% |
False |
False |
|
80 |
11,035.10 |
10,292.40 |
742.70 |
6.8% |
171.98 |
1.6% |
76% |
False |
False |
|
100 |
11,035.10 |
9,654.64 |
1,380.46 |
12.7% |
173.84 |
1.6% |
87% |
False |
False |
|
120 |
11,110.00 |
9,654.64 |
1,455.36 |
13.4% |
173.84 |
1.6% |
83% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,489.35 |
2.618 |
11,247.49 |
1.618 |
11,099.29 |
1.000 |
11,007.70 |
0.618 |
10,951.09 |
HIGH |
10,859.50 |
0.618 |
10,802.89 |
0.500 |
10,785.40 |
0.382 |
10,767.91 |
LOW |
10,711.30 |
0.618 |
10,619.71 |
1.000 |
10,563.10 |
1.618 |
10,471.51 |
2.618 |
10,323.31 |
4.250 |
10,081.45 |
|
|
Fisher Pivots for day following 08-Mar-2001 |
Pivot |
1 day |
3 day |
R1 |
10,834.00 |
10,810.48 |
PP |
10,809.70 |
10,762.67 |
S1 |
10,785.40 |
10,714.85 |
|