| Trading Metrics calculated at close of trading on 03-Feb-2000 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Feb-2000 |
03-Feb-2000 |
Change |
Change % |
Previous Week |
| Open |
11,069.90 |
11,054.10 |
-15.80 |
-0.1% |
11,332.80 |
| High |
11,118.90 |
11,079.50 |
-39.40 |
-0.4% |
11,366.50 |
| Low |
10,987.10 |
10,842.30 |
-144.80 |
-1.3% |
10,735.80 |
| Close |
11,003.20 |
11,013.40 |
10.20 |
0.1% |
10,738.90 |
| Range |
131.80 |
237.20 |
105.40 |
80.0% |
630.70 |
| ATR |
194.67 |
197.71 |
3.04 |
1.6% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 03-Feb-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,690.00 |
11,588.90 |
11,143.86 |
|
| R3 |
11,452.80 |
11,351.70 |
11,078.63 |
|
| R2 |
11,215.60 |
11,215.60 |
11,056.89 |
|
| R1 |
11,114.50 |
11,114.50 |
11,035.14 |
11,046.45 |
| PP |
10,978.40 |
10,978.40 |
10,978.40 |
10,944.38 |
| S1 |
10,877.30 |
10,877.30 |
10,991.66 |
10,809.25 |
| S2 |
10,741.20 |
10,741.20 |
10,969.91 |
|
| S3 |
10,504.00 |
10,640.10 |
10,948.17 |
|
| S4 |
10,266.80 |
10,402.90 |
10,882.94 |
|
|
| Weekly Pivots for week ending 28-Jan-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,839.17 |
12,419.73 |
11,085.79 |
|
| R3 |
12,208.47 |
11,789.03 |
10,912.34 |
|
| R2 |
11,577.77 |
11,577.77 |
10,854.53 |
|
| R1 |
11,158.33 |
11,158.33 |
10,796.71 |
11,052.70 |
| PP |
10,947.07 |
10,947.07 |
10,947.07 |
10,894.25 |
| S1 |
10,527.63 |
10,527.63 |
10,681.09 |
10,422.00 |
| S2 |
10,316.37 |
10,316.37 |
10,623.27 |
|
| S3 |
9,685.67 |
9,896.93 |
10,565.46 |
|
| S4 |
9,054.97 |
9,266.23 |
10,392.02 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,118.90 |
10,701.60 |
417.30 |
3.8% |
215.70 |
2.0% |
75% |
False |
False |
|
| 10 |
11,387.60 |
10,701.60 |
686.00 |
6.2% |
226.62 |
2.1% |
45% |
False |
False |
|
| 20 |
11,750.30 |
10,701.60 |
1,048.70 |
9.5% |
199.46 |
1.8% |
30% |
False |
False |
|
| 40 |
11,750.30 |
10,701.60 |
1,048.70 |
9.5% |
176.54 |
1.6% |
30% |
False |
False |
|
| 60 |
11,750.30 |
10,536.30 |
1,214.00 |
11.0% |
161.88 |
1.5% |
39% |
False |
False |
|
| 80 |
11,750.30 |
9,976.02 |
1,774.28 |
16.1% |
165.81 |
1.5% |
58% |
False |
False |
|
| 100 |
11,750.30 |
9,976.02 |
1,774.28 |
16.1% |
164.90 |
1.5% |
58% |
False |
False |
|
| 120 |
11,750.30 |
9,976.02 |
1,774.28 |
16.1% |
161.52 |
1.5% |
58% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,087.60 |
|
2.618 |
11,700.49 |
|
1.618 |
11,463.29 |
|
1.000 |
11,316.70 |
|
0.618 |
11,226.09 |
|
HIGH |
11,079.50 |
|
0.618 |
10,988.89 |
|
0.500 |
10,960.90 |
|
0.382 |
10,932.91 |
|
LOW |
10,842.30 |
|
0.618 |
10,695.71 |
|
1.000 |
10,605.10 |
|
1.618 |
10,458.51 |
|
2.618 |
10,221.31 |
|
4.250 |
9,834.20 |
|
|
| Fisher Pivots for day following 03-Feb-2000 |
| Pivot |
1 day |
3 day |
| R1 |
10,995.90 |
11,002.47 |
| PP |
10,978.40 |
10,991.53 |
| S1 |
10,960.90 |
10,980.60 |
|