| Trading Metrics calculated at close of trading on 07-Feb-2000 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Feb-2000 |
07-Feb-2000 |
Change |
Change % |
Previous Week |
| Open |
3,858.60 |
3,873.43 |
14.83 |
0.4% |
3,438.09 |
| High |
3,929.81 |
3,933.75 |
3.94 |
0.1% |
3,929.81 |
| Low |
3,856.83 |
3,858.89 |
2.06 |
0.1% |
3,349.06 |
| Close |
3,874.37 |
3,933.34 |
58.97 |
1.5% |
3,874.37 |
| Range |
72.98 |
74.86 |
1.88 |
2.6% |
580.75 |
| ATR |
141.41 |
136.65 |
-4.75 |
-3.4% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 07-Feb-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,133.24 |
4,108.15 |
3,974.51 |
|
| R3 |
4,058.38 |
4,033.29 |
3,953.93 |
|
| R2 |
3,983.52 |
3,983.52 |
3,947.06 |
|
| R1 |
3,958.43 |
3,958.43 |
3,940.20 |
3,970.98 |
| PP |
3,908.66 |
3,908.66 |
3,908.66 |
3,914.93 |
| S1 |
3,883.57 |
3,883.57 |
3,926.48 |
3,896.12 |
| S2 |
3,833.80 |
3,833.80 |
3,919.62 |
|
| S3 |
3,758.94 |
3,808.71 |
3,912.75 |
|
| S4 |
3,684.08 |
3,733.85 |
3,892.17 |
|
|
| Weekly Pivots for week ending 04-Feb-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,460.00 |
5,247.93 |
4,193.78 |
|
| R3 |
4,879.25 |
4,667.18 |
4,034.08 |
|
| R2 |
4,298.50 |
4,298.50 |
3,980.84 |
|
| R1 |
4,086.43 |
4,086.43 |
3,927.61 |
4,192.47 |
| PP |
3,717.75 |
3,717.75 |
3,717.75 |
3,770.76 |
| S1 |
3,505.68 |
3,505.68 |
3,821.13 |
3,611.72 |
| S2 |
3,137.00 |
3,137.00 |
3,767.90 |
|
| S3 |
2,556.25 |
2,924.93 |
3,714.66 |
|
| S4 |
1,975.50 |
2,344.18 |
3,554.96 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,933.75 |
3,544.93 |
388.82 |
9.9% |
110.20 |
2.8% |
100% |
True |
False |
|
| 10 |
3,933.75 |
3,349.06 |
584.69 |
14.9% |
147.94 |
3.8% |
100% |
True |
False |
|
| 20 |
3,933.75 |
3,349.06 |
584.69 |
14.9% |
139.68 |
3.6% |
100% |
True |
False |
|
| 40 |
3,933.75 |
3,121.32 |
812.43 |
20.7% |
126.23 |
3.2% |
100% |
True |
False |
|
| 60 |
3,933.75 |
2,775.96 |
1,157.79 |
29.4% |
109.31 |
2.8% |
100% |
True |
False |
|
| 80 |
3,933.75 |
2,299.95 |
1,633.80 |
41.5% |
98.31 |
2.5% |
100% |
True |
False |
|
| 100 |
3,933.75 |
2,299.95 |
1,633.80 |
41.5% |
91.45 |
2.3% |
100% |
True |
False |
|
| 120 |
3,933.75 |
2,270.96 |
1,662.79 |
42.3% |
85.39 |
2.2% |
100% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,251.91 |
|
2.618 |
4,129.73 |
|
1.618 |
4,054.87 |
|
1.000 |
4,008.61 |
|
0.618 |
3,980.01 |
|
HIGH |
3,933.75 |
|
0.618 |
3,905.15 |
|
0.500 |
3,896.32 |
|
0.382 |
3,887.49 |
|
LOW |
3,858.89 |
|
0.618 |
3,812.63 |
|
1.000 |
3,784.03 |
|
1.618 |
3,737.77 |
|
2.618 |
3,662.91 |
|
4.250 |
3,540.74 |
|
|
| Fisher Pivots for day following 07-Feb-2000 |
| Pivot |
1 day |
3 day |
| R1 |
3,921.00 |
3,895.22 |
| PP |
3,908.66 |
3,857.11 |
| S1 |
3,896.32 |
3,818.99 |
|