| Trading Metrics calculated at close of trading on 02-Mar-2001 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Mar-2001 |
02-Mar-2001 |
Change |
Change % |
Previous Week |
| Open |
1,879.84 |
1,886.04 |
6.20 |
0.3% |
2,088.03 |
| High |
1,968.02 |
1,988.35 |
20.33 |
1.0% |
2,103.63 |
| Low |
1,837.98 |
1,866.13 |
28.15 |
1.5% |
1,837.98 |
| Close |
1,968.02 |
1,881.34 |
-86.68 |
-4.4% |
1,881.34 |
| Range |
130.04 |
122.22 |
-7.82 |
-6.0% |
265.65 |
| ATR |
125.19 |
124.98 |
-0.21 |
-0.2% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 02-Mar-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,278.60 |
2,202.19 |
1,948.56 |
|
| R3 |
2,156.38 |
2,079.97 |
1,914.95 |
|
| R2 |
2,034.16 |
2,034.16 |
1,903.75 |
|
| R1 |
1,957.75 |
1,957.75 |
1,892.54 |
1,934.85 |
| PP |
1,911.94 |
1,911.94 |
1,911.94 |
1,900.49 |
| S1 |
1,835.53 |
1,835.53 |
1,870.14 |
1,812.63 |
| S2 |
1,789.72 |
1,789.72 |
1,858.93 |
|
| S3 |
1,667.50 |
1,713.31 |
1,847.73 |
|
| S4 |
1,545.28 |
1,591.09 |
1,814.12 |
|
|
| Weekly Pivots for week ending 02-Mar-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,737.93 |
2,575.29 |
2,027.45 |
|
| R3 |
2,472.28 |
2,309.64 |
1,954.39 |
|
| R2 |
2,206.63 |
2,206.63 |
1,930.04 |
|
| R1 |
2,043.99 |
2,043.99 |
1,905.69 |
1,992.49 |
| PP |
1,940.98 |
1,940.98 |
1,940.98 |
1,915.23 |
| S1 |
1,778.34 |
1,778.34 |
1,856.99 |
1,726.84 |
| S2 |
1,675.33 |
1,675.33 |
1,832.64 |
|
| S3 |
1,409.68 |
1,512.69 |
1,808.29 |
|
| S4 |
1,144.03 |
1,247.04 |
1,735.23 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,103.63 |
1,837.98 |
265.65 |
14.1% |
116.72 |
6.2% |
16% |
False |
False |
|
| 10 |
2,266.36 |
1,837.98 |
428.38 |
22.8% |
117.93 |
6.3% |
10% |
False |
False |
|
| 20 |
2,616.40 |
1,837.98 |
778.42 |
41.4% |
111.28 |
5.9% |
6% |
False |
False |
|
| 40 |
2,771.63 |
1,837.98 |
933.65 |
49.6% |
113.48 |
6.0% |
5% |
False |
False |
|
| 60 |
2,990.83 |
1,837.98 |
1,152.85 |
61.3% |
130.83 |
7.0% |
4% |
False |
False |
|
| 80 |
3,369.47 |
1,837.98 |
1,531.49 |
81.4% |
133.65 |
7.1% |
3% |
False |
False |
|
| 100 |
3,514.96 |
1,837.98 |
1,676.98 |
89.1% |
139.93 |
7.4% |
3% |
False |
False |
|
| 120 |
3,852.45 |
1,837.98 |
2,014.47 |
107.1% |
141.97 |
7.5% |
2% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,507.79 |
|
2.618 |
2,308.32 |
|
1.618 |
2,186.10 |
|
1.000 |
2,110.57 |
|
0.618 |
2,063.88 |
|
HIGH |
1,988.35 |
|
0.618 |
1,941.66 |
|
0.500 |
1,927.24 |
|
0.382 |
1,912.82 |
|
LOW |
1,866.13 |
|
0.618 |
1,790.60 |
|
1.000 |
1,743.91 |
|
1.618 |
1,668.38 |
|
2.618 |
1,546.16 |
|
4.250 |
1,346.70 |
|
|
| Fisher Pivots for day following 02-Mar-2001 |
| Pivot |
1 day |
3 day |
| R1 |
1,927.24 |
1,924.15 |
| PP |
1,911.94 |
1,909.88 |
| S1 |
1,896.64 |
1,895.61 |
|