| Trading Metrics calculated at close of trading on 14-Feb-2001 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Feb-2001 |
14-Feb-2001 |
Change |
Change % |
Previous Week |
| Open |
2,315.46 |
2,224.35 |
-91.11 |
-3.9% |
2,447.72 |
| High |
2,367.91 |
2,307.27 |
-60.64 |
-2.6% |
2,531.05 |
| Low |
2,208.01 |
2,173.42 |
-34.59 |
-1.6% |
2,247.52 |
| Close |
2,208.40 |
2,305.82 |
97.42 |
4.4% |
2,261.77 |
| Range |
159.90 |
133.85 |
-26.05 |
-16.3% |
283.53 |
| ATR |
121.03 |
121.95 |
0.92 |
0.8% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 14-Feb-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,663.72 |
2,618.62 |
2,379.44 |
|
| R3 |
2,529.87 |
2,484.77 |
2,342.63 |
|
| R2 |
2,396.02 |
2,396.02 |
2,330.36 |
|
| R1 |
2,350.92 |
2,350.92 |
2,318.09 |
2,373.47 |
| PP |
2,262.17 |
2,262.17 |
2,262.17 |
2,273.45 |
| S1 |
2,217.07 |
2,217.07 |
2,293.55 |
2,239.62 |
| S2 |
2,128.32 |
2,128.32 |
2,281.28 |
|
| S3 |
1,994.47 |
2,083.22 |
2,269.01 |
|
| S4 |
1,860.62 |
1,949.37 |
2,232.20 |
|
|
| Weekly Pivots for week ending 09-Feb-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,197.37 |
3,013.10 |
2,417.71 |
|
| R3 |
2,913.84 |
2,729.57 |
2,339.74 |
|
| R2 |
2,630.31 |
2,630.31 |
2,313.75 |
|
| R1 |
2,446.04 |
2,446.04 |
2,287.76 |
2,396.41 |
| PP |
2,346.78 |
2,346.78 |
2,346.78 |
2,321.97 |
| S1 |
2,162.51 |
2,162.51 |
2,235.78 |
2,112.88 |
| S2 |
2,063.25 |
2,063.25 |
2,209.79 |
|
| S3 |
1,779.72 |
1,878.98 |
2,183.80 |
|
| S4 |
1,496.19 |
1,595.45 |
2,105.83 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,464.19 |
2,173.42 |
290.77 |
12.6% |
117.67 |
5.1% |
46% |
False |
True |
|
| 10 |
2,627.39 |
2,173.42 |
453.97 |
19.7% |
105.10 |
4.6% |
29% |
False |
True |
|
| 20 |
2,771.63 |
2,173.42 |
598.21 |
25.9% |
105.13 |
4.6% |
22% |
False |
True |
|
| 40 |
2,771.63 |
2,087.32 |
684.31 |
29.7% |
132.17 |
5.7% |
32% |
False |
False |
|
| 60 |
3,000.92 |
2,087.32 |
913.60 |
39.6% |
135.48 |
5.9% |
24% |
False |
False |
|
| 80 |
3,514.96 |
2,087.32 |
1,427.64 |
61.9% |
138.45 |
6.0% |
15% |
False |
False |
|
| 100 |
3,774.78 |
2,087.32 |
1,687.46 |
73.2% |
145.20 |
6.3% |
13% |
False |
False |
|
| 120 |
4,147.19 |
2,087.32 |
2,059.87 |
89.3% |
139.99 |
6.1% |
11% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,876.13 |
|
2.618 |
2,657.69 |
|
1.618 |
2,523.84 |
|
1.000 |
2,441.12 |
|
0.618 |
2,389.99 |
|
HIGH |
2,307.27 |
|
0.618 |
2,256.14 |
|
0.500 |
2,240.35 |
|
0.382 |
2,224.55 |
|
LOW |
2,173.42 |
|
0.618 |
2,090.70 |
|
1.000 |
2,039.57 |
|
1.618 |
1,956.85 |
|
2.618 |
1,823.00 |
|
4.250 |
1,604.56 |
|
|
| Fisher Pivots for day following 14-Feb-2001 |
| Pivot |
1 day |
3 day |
| R1 |
2,284.00 |
2,294.10 |
| PP |
2,262.17 |
2,282.38 |
| S1 |
2,240.35 |
2,270.67 |
|