| Trading Metrics calculated at close of trading on 09-Feb-2001 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Feb-2001 |
09-Feb-2001 |
Change |
Change % |
Previous Week |
| Open |
2,436.48 |
2,333.01 |
-103.47 |
-4.2% |
2,447.72 |
| High |
2,464.19 |
2,342.42 |
-121.77 |
-4.9% |
2,531.05 |
| Low |
2,355.15 |
2,247.52 |
-107.63 |
-4.6% |
2,247.52 |
| Close |
2,355.67 |
2,261.77 |
-93.90 |
-4.0% |
2,261.77 |
| Range |
109.04 |
94.90 |
-14.14 |
-13.0% |
283.53 |
| ATR |
121.07 |
120.15 |
-0.92 |
-0.8% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 09-Feb-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,568.60 |
2,510.09 |
2,313.97 |
|
| R3 |
2,473.70 |
2,415.19 |
2,287.87 |
|
| R2 |
2,378.80 |
2,378.80 |
2,279.17 |
|
| R1 |
2,320.29 |
2,320.29 |
2,270.47 |
2,302.10 |
| PP |
2,283.90 |
2,283.90 |
2,283.90 |
2,274.81 |
| S1 |
2,225.39 |
2,225.39 |
2,253.07 |
2,207.20 |
| S2 |
2,189.00 |
2,189.00 |
2,244.37 |
|
| S3 |
2,094.10 |
2,130.49 |
2,235.67 |
|
| S4 |
1,999.20 |
2,035.59 |
2,209.58 |
|
|
| Weekly Pivots for week ending 09-Feb-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,197.37 |
3,013.10 |
2,417.71 |
|
| R3 |
2,913.84 |
2,729.57 |
2,339.74 |
|
| R2 |
2,630.31 |
2,630.31 |
2,313.75 |
|
| R1 |
2,446.04 |
2,446.04 |
2,287.76 |
2,396.41 |
| PP |
2,346.78 |
2,346.78 |
2,346.78 |
2,321.97 |
| S1 |
2,162.51 |
2,162.51 |
2,235.78 |
2,112.88 |
| S2 |
2,063.25 |
2,063.25 |
2,209.79 |
|
| S3 |
1,779.72 |
1,878.98 |
2,183.80 |
|
| S4 |
1,496.19 |
1,595.45 |
2,105.83 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,531.05 |
2,247.52 |
283.53 |
12.5% |
89.84 |
4.0% |
5% |
False |
True |
|
| 10 |
2,718.51 |
2,247.52 |
470.99 |
20.8% |
96.57 |
4.3% |
3% |
False |
True |
|
| 20 |
2,771.63 |
2,247.52 |
524.11 |
23.2% |
100.31 |
4.4% |
3% |
False |
True |
|
| 40 |
2,941.34 |
2,087.32 |
854.02 |
37.8% |
134.16 |
5.9% |
20% |
False |
False |
|
| 60 |
3,128.37 |
2,087.32 |
1,041.05 |
46.0% |
135.75 |
6.0% |
17% |
False |
False |
|
| 80 |
3,514.96 |
2,087.32 |
1,427.64 |
63.1% |
141.09 |
6.2% |
12% |
False |
False |
|
| 100 |
3,810.30 |
2,087.32 |
1,722.98 |
76.2% |
145.52 |
6.4% |
10% |
False |
False |
|
| 120 |
4,147.19 |
2,087.32 |
2,059.87 |
91.1% |
139.32 |
6.2% |
8% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,745.75 |
|
2.618 |
2,590.87 |
|
1.618 |
2,495.97 |
|
1.000 |
2,437.32 |
|
0.618 |
2,401.07 |
|
HIGH |
2,342.42 |
|
0.618 |
2,306.17 |
|
0.500 |
2,294.97 |
|
0.382 |
2,283.77 |
|
LOW |
2,247.52 |
|
0.618 |
2,188.87 |
|
1.000 |
2,152.62 |
|
1.618 |
2,093.97 |
|
2.618 |
1,999.07 |
|
4.250 |
1,844.20 |
|
|
| Fisher Pivots for day following 09-Feb-2001 |
| Pivot |
1 day |
3 day |
| R1 |
2,294.97 |
2,355.86 |
| PP |
2,283.90 |
2,324.49 |
| S1 |
2,272.84 |
2,293.13 |
|