| Trading Metrics calculated at close of trading on 08-Feb-2002 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Feb-2002 |
08-Feb-2002 |
Change |
Change % |
Previous Week |
| Open |
9,650.97 |
9,627.65 |
-23.32 |
-0.2% |
9,905.46 |
| High |
9,743.05 |
9,745.56 |
2.51 |
0.0% |
9,905.46 |
| Low |
9,624.12 |
9,580.32 |
-43.80 |
-0.5% |
9,580.32 |
| Close |
9,625.44 |
9,744.24 |
118.80 |
1.2% |
9,744.24 |
| Range |
118.93 |
165.24 |
46.31 |
38.9% |
325.14 |
| ATR |
144.70 |
146.17 |
1.47 |
1.0% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 08-Feb-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,185.76 |
10,130.24 |
9,835.12 |
|
| R3 |
10,020.52 |
9,965.00 |
9,789.68 |
|
| R2 |
9,855.28 |
9,855.28 |
9,774.53 |
|
| R1 |
9,799.76 |
9,799.76 |
9,759.39 |
9,827.52 |
| PP |
9,690.04 |
9,690.04 |
9,690.04 |
9,703.92 |
| S1 |
9,634.52 |
9,634.52 |
9,729.09 |
9,662.28 |
| S2 |
9,524.80 |
9,524.80 |
9,713.95 |
|
| S3 |
9,359.56 |
9,469.28 |
9,698.80 |
|
| S4 |
9,194.32 |
9,304.04 |
9,653.36 |
|
|
| Weekly Pivots for week ending 08-Feb-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,718.76 |
10,556.64 |
9,923.07 |
|
| R3 |
10,393.62 |
10,231.50 |
9,833.65 |
|
| R2 |
10,068.48 |
10,068.48 |
9,803.85 |
|
| R1 |
9,906.36 |
9,906.36 |
9,774.04 |
9,824.85 |
| PP |
9,743.34 |
9,743.34 |
9,743.34 |
9,702.59 |
| S1 |
9,581.22 |
9,581.22 |
9,714.44 |
9,499.71 |
| S2 |
9,418.20 |
9,418.20 |
9,684.63 |
|
| S3 |
9,093.06 |
9,256.08 |
9,654.83 |
|
| S4 |
8,767.92 |
8,930.94 |
9,565.41 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
9,905.46 |
9,580.32 |
325.14 |
3.3% |
161.34 |
1.7% |
50% |
False |
True |
|
| 10 |
9,943.94 |
9,529.46 |
414.48 |
4.3% |
168.29 |
1.7% |
52% |
False |
False |
|
| 20 |
10,098.40 |
9,529.46 |
568.94 |
5.8% |
148.04 |
1.5% |
38% |
False |
False |
|
| 40 |
10,300.20 |
9,529.46 |
770.74 |
7.9% |
130.04 |
1.3% |
28% |
False |
False |
|
| 60 |
10,300.20 |
9,529.46 |
770.74 |
7.9% |
130.41 |
1.3% |
28% |
False |
False |
|
| 80 |
10,300.20 |
9,014.46 |
1,285.74 |
13.2% |
142.05 |
1.5% |
57% |
False |
False |
|
| 100 |
10,300.20 |
8,062.34 |
2,237.86 |
23.0% |
157.81 |
1.6% |
75% |
False |
False |
|
| 120 |
10,478.80 |
8,062.34 |
2,416.46 |
24.8% |
164.75 |
1.7% |
70% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,447.83 |
|
2.618 |
10,178.16 |
|
1.618 |
10,012.92 |
|
1.000 |
9,910.80 |
|
0.618 |
9,847.68 |
|
HIGH |
9,745.56 |
|
0.618 |
9,682.44 |
|
0.500 |
9,662.94 |
|
0.382 |
9,643.44 |
|
LOW |
9,580.32 |
|
0.618 |
9,478.20 |
|
1.000 |
9,415.08 |
|
1.618 |
9,312.96 |
|
2.618 |
9,147.72 |
|
4.250 |
8,878.05 |
|
|
| Fisher Pivots for day following 08-Feb-2002 |
| Pivot |
1 day |
3 day |
| R1 |
9,717.14 |
9,717.14 |
| PP |
9,690.04 |
9,690.04 |
| S1 |
9,662.94 |
9,662.94 |
|