| Trading Metrics calculated at close of trading on 06-Mar-2001 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Mar-2001 |
06-Mar-2001 |
Change |
Change % |
Previous Week |
| Open |
10,494.30 |
10,657.20 |
162.90 |
1.6% |
10,447.60 |
| High |
10,571.60 |
10,690.90 |
119.30 |
1.1% |
10,698.40 |
| Low |
10,468.50 |
10,570.20 |
101.70 |
1.0% |
10,302.10 |
| Close |
10,562.30 |
10,591.20 |
28.90 |
0.3% |
10,466.30 |
| Range |
103.10 |
120.70 |
17.60 |
17.1% |
396.30 |
| ATR |
173.84 |
170.61 |
-3.23 |
-1.9% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 06-Mar-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,979.53 |
10,906.07 |
10,657.59 |
|
| R3 |
10,858.83 |
10,785.37 |
10,624.39 |
|
| R2 |
10,738.13 |
10,738.13 |
10,613.33 |
|
| R1 |
10,664.67 |
10,664.67 |
10,602.26 |
10,641.05 |
| PP |
10,617.43 |
10,617.43 |
10,617.43 |
10,605.63 |
| S1 |
10,543.97 |
10,543.97 |
10,580.14 |
10,520.35 |
| S2 |
10,496.73 |
10,496.73 |
10,569.07 |
|
| S3 |
10,376.03 |
10,423.27 |
10,558.01 |
|
| S4 |
10,255.33 |
10,302.57 |
10,524.82 |
|
|
| Weekly Pivots for week ending 02-Mar-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,677.83 |
11,468.37 |
10,684.27 |
|
| R3 |
11,281.53 |
11,072.07 |
10,575.28 |
|
| R2 |
10,885.23 |
10,885.23 |
10,538.96 |
|
| R1 |
10,675.77 |
10,675.77 |
10,502.63 |
10,780.50 |
| PP |
10,488.93 |
10,488.93 |
10,488.93 |
10,541.30 |
| S1 |
10,279.47 |
10,279.47 |
10,429.97 |
10,384.20 |
| S2 |
10,092.63 |
10,092.63 |
10,393.65 |
|
| S3 |
9,696.33 |
9,883.17 |
10,357.32 |
|
| S4 |
9,300.03 |
9,486.87 |
10,248.34 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
10,690.90 |
10,302.10 |
388.80 |
3.7% |
190.54 |
1.8% |
74% |
True |
False |
|
| 10 |
10,746.20 |
10,294.00 |
452.20 |
4.3% |
196.66 |
1.9% |
66% |
False |
False |
|
| 20 |
11,035.10 |
10,294.00 |
741.10 |
7.0% |
164.38 |
1.6% |
40% |
False |
False |
|
| 40 |
11,035.10 |
10,294.00 |
741.10 |
7.0% |
152.82 |
1.4% |
40% |
False |
False |
|
| 60 |
11,035.10 |
10,294.00 |
741.10 |
7.0% |
166.02 |
1.6% |
40% |
False |
False |
|
| 80 |
11,035.10 |
10,292.40 |
742.70 |
7.0% |
173.17 |
1.6% |
40% |
False |
False |
|
| 100 |
11,035.10 |
9,654.64 |
1,380.46 |
13.0% |
177.48 |
1.7% |
68% |
False |
False |
|
| 120 |
11,231.00 |
9,654.64 |
1,576.36 |
14.9% |
173.35 |
1.6% |
59% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,203.88 |
|
2.618 |
11,006.89 |
|
1.618 |
10,886.19 |
|
1.000 |
10,811.60 |
|
0.618 |
10,765.49 |
|
HIGH |
10,690.90 |
|
0.618 |
10,644.79 |
|
0.500 |
10,630.55 |
|
0.382 |
10,616.31 |
|
LOW |
10,570.20 |
|
0.618 |
10,495.61 |
|
1.000 |
10,449.50 |
|
1.618 |
10,374.91 |
|
2.618 |
10,254.21 |
|
4.250 |
10,057.23 |
|
|
| Fisher Pivots for day following 06-Mar-2001 |
| Pivot |
1 day |
3 day |
| R1 |
10,630.55 |
10,559.63 |
| PP |
10,617.43 |
10,528.07 |
| S1 |
10,604.32 |
10,496.50 |
|