| Trading Metrics calculated at close of trading on 21-Feb-2001 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Feb-2001 |
21-Feb-2001 |
Change |
Change % |
Previous Week |
| Open |
2,229.91 |
2,056.15 |
-173.76 |
-7.8% |
2,247.20 |
| High |
2,235.74 |
2,164.25 |
-71.49 |
-3.2% |
2,423.65 |
| Low |
2,094.58 |
2,044.74 |
-49.84 |
-2.4% |
2,173.42 |
| Close |
2,095.11 |
2,058.54 |
-36.57 |
-1.7% |
2,212.51 |
| Range |
141.16 |
119.51 |
-21.65 |
-15.3% |
250.23 |
| ATR |
127.16 |
126.62 |
-0.55 |
-0.4% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 21-Feb-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,447.71 |
2,372.63 |
2,124.27 |
|
| R3 |
2,328.20 |
2,253.12 |
2,091.41 |
|
| R2 |
2,208.69 |
2,208.69 |
2,080.45 |
|
| R1 |
2,133.61 |
2,133.61 |
2,069.50 |
2,171.15 |
| PP |
2,089.18 |
2,089.18 |
2,089.18 |
2,107.95 |
| S1 |
2,014.10 |
2,014.10 |
2,047.58 |
2,051.64 |
| S2 |
1,969.67 |
1,969.67 |
2,036.63 |
|
| S3 |
1,850.16 |
1,894.59 |
2,025.67 |
|
| S4 |
1,730.65 |
1,775.08 |
1,992.81 |
|
|
| 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 |
2,044.74 |
378.91 |
18.4% |
108.26 |
5.3% |
4% |
False |
True |
|
| 10 |
2,464.19 |
2,044.74 |
419.45 |
20.4% |
109.26 |
5.3% |
3% |
False |
True |
|
| 20 |
2,771.63 |
2,044.74 |
726.89 |
35.3% |
102.99 |
5.0% |
2% |
False |
True |
|
| 40 |
2,771.63 |
2,044.74 |
726.89 |
35.3% |
125.44 |
6.1% |
2% |
False |
True |
|
| 60 |
2,990.83 |
2,044.74 |
946.09 |
46.0% |
134.03 |
6.5% |
1% |
False |
True |
|
| 80 |
3,369.47 |
2,044.74 |
1,324.73 |
64.4% |
135.95 |
6.6% |
1% |
False |
True |
|
| 100 |
3,725.75 |
2,044.74 |
1,681.01 |
81.7% |
143.05 |
6.9% |
1% |
False |
True |
|
| 120 |
4,147.19 |
2,044.74 |
2,102.45 |
102.1% |
141.32 |
6.9% |
1% |
False |
True |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,672.17 |
|
2.618 |
2,477.13 |
|
1.618 |
2,357.62 |
|
1.000 |
2,283.76 |
|
0.618 |
2,238.11 |
|
HIGH |
2,164.25 |
|
0.618 |
2,118.60 |
|
0.500 |
2,104.50 |
|
0.382 |
2,090.39 |
|
LOW |
2,044.74 |
|
0.618 |
1,970.88 |
|
1.000 |
1,925.23 |
|
1.618 |
1,851.37 |
|
2.618 |
1,731.86 |
|
4.250 |
1,536.82 |
|
|
| Fisher Pivots for day following 21-Feb-2001 |
| Pivot |
1 day |
3 day |
| R1 |
2,104.50 |
2,155.55 |
| PP |
2,089.18 |
2,123.21 |
| S1 |
2,073.86 |
2,090.88 |
|