| Trading Metrics calculated at close of trading on 20-Feb-2001 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Feb-2001 |
20-Feb-2001 |
Change |
Change % |
Previous Week |
| Open |
2,228.77 |
2,229.91 |
1.14 |
0.1% |
2,247.20 |
| High |
2,266.36 |
2,235.74 |
-30.62 |
-1.4% |
2,423.65 |
| Low |
2,187.31 |
2,094.58 |
-92.73 |
-4.2% |
2,173.42 |
| Close |
2,212.51 |
2,095.11 |
-117.40 |
-5.3% |
2,212.51 |
| Range |
79.05 |
141.16 |
62.11 |
78.6% |
250.23 |
| ATR |
126.09 |
127.16 |
1.08 |
0.9% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 20-Feb-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,565.29 |
2,471.36 |
2,172.75 |
|
| R3 |
2,424.13 |
2,330.20 |
2,133.93 |
|
| R2 |
2,282.97 |
2,282.97 |
2,120.99 |
|
| R1 |
2,189.04 |
2,189.04 |
2,108.05 |
2,165.43 |
| PP |
2,141.81 |
2,141.81 |
2,141.81 |
2,130.00 |
| S1 |
2,047.88 |
2,047.88 |
2,082.17 |
2,024.27 |
| S2 |
2,000.65 |
2,000.65 |
2,069.23 |
|
| S3 |
1,859.49 |
1,906.72 |
2,056.29 |
|
| S4 |
1,718.33 |
1,765.56 |
2,017.47 |
|
|
| Weekly Pivots for week ending 16-Feb-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,020.55 |
2,866.76 |
2,350.14 |
|
| R3 |
2,770.32 |
2,616.53 |
2,281.32 |
|
| R2 |
2,520.09 |
2,520.09 |
2,258.39 |
|
| R1 |
2,366.30 |
2,366.30 |
2,235.45 |
2,318.08 |
| PP |
2,269.86 |
2,269.86 |
2,269.86 |
2,245.75 |
| S1 |
2,116.07 |
2,116.07 |
2,189.57 |
2,067.85 |
| S2 |
2,019.63 |
2,019.63 |
2,166.63 |
|
| S3 |
1,769.40 |
1,865.84 |
2,143.70 |
|
| S4 |
1,519.17 |
1,615.61 |
2,074.88 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,423.65 |
2,094.58 |
329.07 |
15.7% |
116.34 |
5.6% |
0% |
False |
True |
|
| 10 |
2,531.05 |
2,094.58 |
436.47 |
20.8% |
104.72 |
5.0% |
0% |
False |
True |
|
| 20 |
2,771.63 |
2,094.58 |
677.05 |
32.3% |
103.02 |
4.9% |
0% |
False |
True |
|
| 40 |
2,771.63 |
2,087.32 |
684.31 |
32.7% |
126.77 |
6.1% |
1% |
False |
False |
|
| 60 |
2,990.83 |
2,087.32 |
903.51 |
43.1% |
134.36 |
6.4% |
1% |
False |
False |
|
| 80 |
3,369.47 |
2,087.32 |
1,282.15 |
61.2% |
136.91 |
6.5% |
1% |
False |
False |
|
| 100 |
3,725.75 |
2,087.32 |
1,638.43 |
78.2% |
143.01 |
6.8% |
0% |
False |
False |
|
| 120 |
4,147.19 |
2,087.32 |
2,059.87 |
98.3% |
140.72 |
6.7% |
0% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,835.67 |
|
2.618 |
2,605.30 |
|
1.618 |
2,464.14 |
|
1.000 |
2,376.90 |
|
0.618 |
2,322.98 |
|
HIGH |
2,235.74 |
|
0.618 |
2,181.82 |
|
0.500 |
2,165.16 |
|
0.382 |
2,148.50 |
|
LOW |
2,094.58 |
|
0.618 |
2,007.34 |
|
1.000 |
1,953.42 |
|
1.618 |
1,866.18 |
|
2.618 |
1,725.02 |
|
4.250 |
1,494.65 |
|
|
| Fisher Pivots for day following 20-Feb-2001 |
| Pivot |
1 day |
3 day |
| R1 |
2,165.16 |
2,259.12 |
| PP |
2,141.81 |
2,204.45 |
| S1 |
2,118.46 |
2,149.78 |
|