| Trading Metrics calculated at close of trading on 05-Feb-2001 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Feb-2001 |
05-Feb-2001 |
Change |
Change % |
Previous Week |
| Open |
10,978.30 |
10,849.20 |
-129.10 |
-1.2% |
10,632.90 |
| High |
11,022.80 |
10,977.70 |
-45.10 |
-0.4% |
11,022.80 |
| Low |
10,848.60 |
10,851.40 |
2.80 |
0.0% |
10,612.50 |
| Close |
10,864.10 |
10,965.90 |
101.80 |
0.9% |
10,864.10 |
| Range |
174.20 |
126.30 |
-47.90 |
-27.5% |
410.30 |
| ATR |
157.08 |
154.88 |
-2.20 |
-1.4% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 05-Feb-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,310.57 |
11,264.53 |
11,035.37 |
|
| R3 |
11,184.27 |
11,138.23 |
11,000.63 |
|
| R2 |
11,057.97 |
11,057.97 |
10,989.06 |
|
| R1 |
11,011.93 |
11,011.93 |
10,977.48 |
11,034.95 |
| PP |
10,931.67 |
10,931.67 |
10,931.67 |
10,943.18 |
| S1 |
10,885.63 |
10,885.63 |
10,954.32 |
10,908.65 |
| S2 |
10,805.37 |
10,805.37 |
10,942.75 |
|
| S3 |
10,679.07 |
10,759.33 |
10,931.17 |
|
| S4 |
10,552.77 |
10,633.03 |
10,896.44 |
|
|
| Weekly Pivots for week ending 02-Feb-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,064.03 |
11,874.37 |
11,089.77 |
|
| R3 |
11,653.73 |
11,464.07 |
10,976.93 |
|
| R2 |
11,243.43 |
11,243.43 |
10,939.32 |
|
| R1 |
11,053.77 |
11,053.77 |
10,901.71 |
11,148.60 |
| PP |
10,833.13 |
10,833.13 |
10,833.13 |
10,880.55 |
| S1 |
10,643.47 |
10,643.47 |
10,826.49 |
10,738.30 |
| S2 |
10,422.83 |
10,422.83 |
10,788.88 |
|
| S3 |
10,012.53 |
10,233.17 |
10,751.27 |
|
| S4 |
9,602.23 |
9,822.87 |
10,638.44 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,022.80 |
10,683.00 |
339.80 |
3.1% |
152.56 |
1.4% |
83% |
False |
False |
|
| 10 |
11,022.80 |
10,553.80 |
469.00 |
4.3% |
132.45 |
1.2% |
88% |
False |
False |
|
| 20 |
11,022.80 |
10,468.00 |
554.80 |
5.1% |
141.27 |
1.3% |
90% |
False |
False |
|
| 40 |
11,028.00 |
10,299.20 |
728.80 |
6.6% |
166.84 |
1.5% |
91% |
False |
False |
|
| 60 |
11,028.00 |
10,292.40 |
735.60 |
6.7% |
176.10 |
1.6% |
92% |
False |
False |
|
| 80 |
11,028.00 |
9,654.64 |
1,373.36 |
12.5% |
180.76 |
1.6% |
95% |
False |
False |
|
| 100 |
11,231.00 |
9,654.64 |
1,576.36 |
14.4% |
175.14 |
1.6% |
83% |
False |
False |
|
| 120 |
11,401.20 |
9,654.64 |
1,746.56 |
15.9% |
164.30 |
1.5% |
75% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,514.48 |
|
2.618 |
11,308.35 |
|
1.618 |
11,182.05 |
|
1.000 |
11,104.00 |
|
0.618 |
11,055.75 |
|
HIGH |
10,977.70 |
|
0.618 |
10,929.45 |
|
0.500 |
10,914.55 |
|
0.382 |
10,899.65 |
|
LOW |
10,851.40 |
|
0.618 |
10,773.35 |
|
1.000 |
10,725.10 |
|
1.618 |
10,647.05 |
|
2.618 |
10,520.75 |
|
4.250 |
10,314.63 |
|
|
| Fisher Pivots for day following 05-Feb-2001 |
| Pivot |
1 day |
3 day |
| R1 |
10,948.78 |
10,955.83 |
| PP |
10,931.67 |
10,945.77 |
| S1 |
10,914.55 |
10,935.70 |
|