| Trading Metrics calculated at close of trading on 26-Feb-2001 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Feb-2001 |
26-Feb-2001 |
Change |
Change % |
Previous Week |
| Open |
10,477.80 |
10,447.60 |
-30.20 |
-0.3% |
10,818.30 |
| High |
10,529.30 |
10,642.50 |
113.20 |
1.1% |
10,903.20 |
| Low |
10,294.00 |
10,421.90 |
127.90 |
1.2% |
10,294.00 |
| Close |
10,441.90 |
10,642.50 |
200.60 |
1.9% |
10,441.90 |
| Range |
235.30 |
220.60 |
-14.70 |
-6.2% |
609.20 |
| ATR |
160.54 |
164.83 |
4.29 |
2.7% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 26-Feb-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,230.77 |
11,157.23 |
10,763.83 |
|
| R3 |
11,010.17 |
10,936.63 |
10,703.17 |
|
| R2 |
10,789.57 |
10,789.57 |
10,682.94 |
|
| R1 |
10,716.03 |
10,716.03 |
10,662.72 |
10,752.80 |
| PP |
10,568.97 |
10,568.97 |
10,568.97 |
10,587.35 |
| S1 |
10,495.43 |
10,495.43 |
10,622.28 |
10,532.20 |
| S2 |
10,348.37 |
10,348.37 |
10,602.06 |
|
| S3 |
10,127.77 |
10,274.83 |
10,581.84 |
|
| S4 |
9,907.17 |
10,054.23 |
10,521.17 |
|
|
| Weekly Pivots for week ending 23-Feb-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,373.97 |
12,017.13 |
10,776.96 |
|
| R3 |
11,764.77 |
11,407.93 |
10,609.43 |
|
| R2 |
11,155.57 |
11,155.57 |
10,553.59 |
|
| R1 |
10,798.73 |
10,798.73 |
10,497.74 |
10,672.55 |
| PP |
10,546.37 |
10,546.37 |
10,546.37 |
10,483.28 |
| S1 |
10,189.53 |
10,189.53 |
10,386.06 |
10,063.35 |
| S2 |
9,937.17 |
9,937.17 |
10,330.21 |
|
| S3 |
9,327.97 |
9,580.33 |
10,274.37 |
|
| S4 |
8,718.77 |
8,971.13 |
10,106.84 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
10,903.20 |
10,294.00 |
609.20 |
5.7% |
210.26 |
2.0% |
57% |
False |
False |
|
| 10 |
11,012.90 |
10,294.00 |
718.90 |
6.8% |
177.31 |
1.7% |
48% |
False |
False |
|
| 20 |
11,035.10 |
10,294.00 |
741.10 |
7.0% |
153.60 |
1.4% |
47% |
False |
False |
|
| 40 |
11,035.10 |
10,294.00 |
741.10 |
7.0% |
159.72 |
1.5% |
47% |
False |
False |
|
| 60 |
11,035.10 |
10,292.40 |
742.70 |
7.0% |
173.84 |
1.6% |
47% |
False |
False |
|
| 80 |
11,035.10 |
10,292.40 |
742.70 |
7.0% |
169.64 |
1.6% |
47% |
False |
False |
|
| 100 |
11,035.10 |
9,654.64 |
1,380.46 |
13.0% |
175.53 |
1.6% |
72% |
False |
False |
|
| 120 |
11,401.20 |
9,654.64 |
1,746.56 |
16.4% |
170.30 |
1.6% |
57% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,580.05 |
|
2.618 |
11,220.03 |
|
1.618 |
10,999.43 |
|
1.000 |
10,863.10 |
|
0.618 |
10,778.83 |
|
HIGH |
10,642.50 |
|
0.618 |
10,558.23 |
|
0.500 |
10,532.20 |
|
0.382 |
10,506.17 |
|
LOW |
10,421.90 |
|
0.618 |
10,285.57 |
|
1.000 |
10,201.30 |
|
1.618 |
10,064.97 |
|
2.618 |
9,844.37 |
|
4.250 |
9,484.35 |
|
|
| Fisher Pivots for day following 26-Feb-2001 |
| Pivot |
1 day |
3 day |
| R1 |
10,605.73 |
10,584.42 |
| PP |
10,568.97 |
10,526.33 |
| S1 |
10,532.20 |
10,468.25 |
|