| Trading Metrics calculated at close of trading on 08-Feb-2001 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Feb-2001 |
08-Feb-2001 |
Change |
Change % |
Previous Week |
| Open |
10,938.20 |
10,956.30 |
18.10 |
0.2% |
10,632.90 |
| High |
11,004.00 |
10,965.20 |
-38.80 |
-0.4% |
11,022.80 |
| Low |
10,911.30 |
10,871.50 |
-39.80 |
-0.4% |
10,612.50 |
| Close |
10,946.70 |
10,880.50 |
-66.20 |
-0.6% |
10,864.10 |
| Range |
92.70 |
93.70 |
1.00 |
1.1% |
410.30 |
| ATR |
146.99 |
143.18 |
-3.81 |
-2.6% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 08-Feb-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,186.83 |
11,127.37 |
10,932.04 |
|
| R3 |
11,093.13 |
11,033.67 |
10,906.27 |
|
| R2 |
10,999.43 |
10,999.43 |
10,897.68 |
|
| R1 |
10,939.97 |
10,939.97 |
10,889.09 |
10,922.85 |
| PP |
10,905.73 |
10,905.73 |
10,905.73 |
10,897.18 |
| S1 |
10,846.27 |
10,846.27 |
10,871.91 |
10,829.15 |
| S2 |
10,812.03 |
10,812.03 |
10,863.32 |
|
| S3 |
10,718.33 |
10,752.57 |
10,854.73 |
|
| S4 |
10,624.63 |
10,658.87 |
10,828.97 |
|
|
| 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 |
11,035.10 |
10,848.60 |
186.50 |
1.7% |
117.96 |
1.1% |
17% |
False |
False |
|
| 10 |
11,035.10 |
10,612.50 |
422.60 |
3.9% |
128.26 |
1.2% |
63% |
False |
False |
|
| 20 |
11,035.10 |
10,468.00 |
567.10 |
5.2% |
132.05 |
1.2% |
73% |
False |
False |
|
| 40 |
11,035.10 |
10,299.20 |
735.90 |
6.8% |
164.09 |
1.5% |
79% |
False |
False |
|
| 60 |
11,035.10 |
10,292.40 |
742.70 |
6.8% |
171.02 |
1.6% |
79% |
False |
False |
|
| 80 |
11,035.10 |
9,654.64 |
1,380.46 |
12.7% |
173.80 |
1.6% |
89% |
False |
False |
|
| 100 |
11,035.10 |
9,654.64 |
1,380.46 |
12.7% |
173.81 |
1.6% |
89% |
False |
False |
|
| 120 |
11,401.20 |
9,654.64 |
1,746.56 |
16.1% |
163.68 |
1.5% |
70% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,363.43 |
|
2.618 |
11,210.51 |
|
1.618 |
11,116.81 |
|
1.000 |
11,058.90 |
|
0.618 |
11,023.11 |
|
HIGH |
10,965.20 |
|
0.618 |
10,929.41 |
|
0.500 |
10,918.35 |
|
0.382 |
10,907.29 |
|
LOW |
10,871.50 |
|
0.618 |
10,813.59 |
|
1.000 |
10,777.80 |
|
1.618 |
10,719.89 |
|
2.618 |
10,626.19 |
|
4.250 |
10,473.28 |
|
|
| Fisher Pivots for day following 08-Feb-2001 |
| Pivot |
1 day |
3 day |
| R1 |
10,918.35 |
10,953.30 |
| PP |
10,905.73 |
10,929.03 |
| S1 |
10,893.12 |
10,904.77 |
|