| Trading Metrics calculated at close of trading on 22-Feb-2001 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Feb-2001 |
22-Feb-2001 |
Change |
Change % |
Previous Week |
| Open |
2,056.15 |
2,058.56 |
2.41 |
0.1% |
2,247.20 |
| High |
2,164.25 |
2,088.60 |
-75.65 |
-3.5% |
2,423.65 |
| Low |
2,044.74 |
1,958.88 |
-85.86 |
-4.2% |
2,173.42 |
| Close |
2,058.54 |
2,032.42 |
-26.12 |
-1.3% |
2,212.51 |
| Range |
119.51 |
129.72 |
10.21 |
8.5% |
250.23 |
| ATR |
126.62 |
126.84 |
0.22 |
0.2% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 22-Feb-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,415.79 |
2,353.83 |
2,103.77 |
|
| R3 |
2,286.07 |
2,224.11 |
2,068.09 |
|
| R2 |
2,156.35 |
2,156.35 |
2,056.20 |
|
| R1 |
2,094.39 |
2,094.39 |
2,044.31 |
2,060.51 |
| PP |
2,026.63 |
2,026.63 |
2,026.63 |
2,009.70 |
| S1 |
1,964.67 |
1,964.67 |
2,020.53 |
1,930.79 |
| S2 |
1,896.91 |
1,896.91 |
2,008.64 |
|
| S3 |
1,767.19 |
1,834.95 |
1,996.75 |
|
| S4 |
1,637.47 |
1,705.23 |
1,961.07 |
|
|
| 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 |
1,958.88 |
464.77 |
22.9% |
107.43 |
5.3% |
16% |
False |
True |
|
| 10 |
2,464.19 |
1,958.88 |
505.31 |
24.9% |
112.55 |
5.5% |
15% |
False |
True |
|
| 20 |
2,718.51 |
1,958.88 |
759.63 |
37.4% |
105.54 |
5.2% |
10% |
False |
True |
|
| 40 |
2,771.63 |
1,958.88 |
812.75 |
40.0% |
125.34 |
6.2% |
9% |
False |
True |
|
| 60 |
2,990.83 |
1,958.88 |
1,031.95 |
50.8% |
134.68 |
6.6% |
7% |
False |
True |
|
| 80 |
3,369.47 |
1,958.88 |
1,410.59 |
69.4% |
134.70 |
6.6% |
5% |
False |
True |
|
| 100 |
3,690.24 |
1,958.88 |
1,731.36 |
85.2% |
142.65 |
7.0% |
4% |
False |
True |
|
| 120 |
4,147.19 |
1,958.88 |
2,188.31 |
107.7% |
141.88 |
7.0% |
3% |
False |
True |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,639.91 |
|
2.618 |
2,428.21 |
|
1.618 |
2,298.49 |
|
1.000 |
2,218.32 |
|
0.618 |
2,168.77 |
|
HIGH |
2,088.60 |
|
0.618 |
2,039.05 |
|
0.500 |
2,023.74 |
|
0.382 |
2,008.43 |
|
LOW |
1,958.88 |
|
0.618 |
1,878.71 |
|
1.000 |
1,829.16 |
|
1.618 |
1,748.99 |
|
2.618 |
1,619.27 |
|
4.250 |
1,407.57 |
|
|
| Fisher Pivots for day following 22-Feb-2001 |
| Pivot |
1 day |
3 day |
| R1 |
2,029.53 |
2,097.31 |
| PP |
2,026.63 |
2,075.68 |
| S1 |
2,023.74 |
2,054.05 |
|