| Trading Metrics calculated at close of trading on 06-Feb-2002 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Feb-2002 |
06-Feb-2002 |
Change |
Change % |
Previous Week |
| Open |
9,684.74 |
9,682.04 |
-2.70 |
0.0% |
9,843.05 |
| High |
9,773.72 |
9,733.10 |
-40.62 |
-0.4% |
9,943.94 |
| Low |
9,603.99 |
9,608.21 |
4.22 |
0.0% |
9,529.46 |
| Close |
9,685.43 |
9,653.39 |
-32.04 |
-0.3% |
9,907.26 |
| Range |
169.73 |
124.89 |
-44.84 |
-26.4% |
414.48 |
| ATR |
148.36 |
146.69 |
-1.68 |
-1.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 06-Feb-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,039.57 |
9,971.37 |
9,722.08 |
|
| R3 |
9,914.68 |
9,846.48 |
9,687.73 |
|
| R2 |
9,789.79 |
9,789.79 |
9,676.29 |
|
| R1 |
9,721.59 |
9,721.59 |
9,664.84 |
9,693.25 |
| PP |
9,664.90 |
9,664.90 |
9,664.90 |
9,650.73 |
| S1 |
9,596.70 |
9,596.70 |
9,641.94 |
9,568.36 |
| S2 |
9,540.01 |
9,540.01 |
9,630.49 |
|
| S3 |
9,415.12 |
9,471.81 |
9,619.05 |
|
| S4 |
9,290.23 |
9,346.92 |
9,584.70 |
|
|
| Weekly Pivots for week ending 01-Feb-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,036.99 |
10,886.61 |
10,135.22 |
|
| R3 |
10,622.51 |
10,472.13 |
10,021.24 |
|
| R2 |
10,208.03 |
10,208.03 |
9,983.25 |
|
| R1 |
10,057.65 |
10,057.65 |
9,945.25 |
10,132.84 |
| PP |
9,793.55 |
9,793.55 |
9,793.55 |
9,831.15 |
| S1 |
9,643.17 |
9,643.17 |
9,869.27 |
9,718.36 |
| S2 |
9,379.07 |
9,379.07 |
9,831.27 |
|
| S3 |
8,964.59 |
9,228.69 |
9,793.28 |
|
| S4 |
8,550.11 |
8,814.21 |
9,679.30 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
9,943.94 |
9,603.99 |
339.95 |
3.5% |
153.02 |
1.6% |
15% |
False |
False |
|
| 10 |
9,943.94 |
9,529.46 |
414.48 |
4.3% |
166.42 |
1.7% |
30% |
False |
False |
|
| 20 |
10,270.90 |
9,529.46 |
741.44 |
7.7% |
147.39 |
1.5% |
17% |
False |
False |
|
| 40 |
10,300.20 |
9,529.46 |
770.74 |
8.0% |
130.51 |
1.4% |
16% |
False |
False |
|
| 60 |
10,300.20 |
9,408.58 |
891.62 |
9.2% |
130.81 |
1.4% |
27% |
False |
False |
|
| 80 |
10,300.20 |
9,014.46 |
1,285.74 |
13.3% |
142.60 |
1.5% |
50% |
False |
False |
|
| 100 |
10,300.20 |
8,062.34 |
2,237.86 |
23.2% |
163.72 |
1.7% |
71% |
False |
False |
|
| 120 |
10,478.80 |
8,062.34 |
2,416.46 |
25.0% |
165.01 |
1.7% |
66% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,263.88 |
|
2.618 |
10,060.06 |
|
1.618 |
9,935.17 |
|
1.000 |
9,857.99 |
|
0.618 |
9,810.28 |
|
HIGH |
9,733.10 |
|
0.618 |
9,685.39 |
|
0.500 |
9,670.66 |
|
0.382 |
9,655.92 |
|
LOW |
9,608.21 |
|
0.618 |
9,531.03 |
|
1.000 |
9,483.32 |
|
1.618 |
9,406.14 |
|
2.618 |
9,281.25 |
|
4.250 |
9,077.43 |
|
|
| Fisher Pivots for day following 06-Feb-2002 |
| Pivot |
1 day |
3 day |
| R1 |
9,670.66 |
9,754.73 |
| PP |
9,664.90 |
9,720.95 |
| S1 |
9,659.15 |
9,687.17 |
|