| Trading Metrics calculated at close of trading on 01-Feb-1999 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jan-1999 |
01-Feb-1999 |
Change |
Change % |
Previous Week |
| Open |
2,104.59 |
2,127.19 |
22.60 |
1.1% |
1,964.21 |
| High |
2,128.19 |
2,150.83 |
22.64 |
1.1% |
2,128.19 |
| Low |
2,074.01 |
2,114.53 |
40.52 |
2.0% |
1,951.29 |
| Close |
2,127.19 |
2,130.93 |
3.74 |
0.2% |
2,127.19 |
| Range |
54.18 |
36.30 |
-17.88 |
-33.0% |
176.90 |
| ATR |
58.65 |
57.05 |
-1.60 |
-2.7% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 01-Feb-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,241.00 |
2,222.26 |
2,150.90 |
|
| R3 |
2,204.70 |
2,185.96 |
2,140.91 |
|
| R2 |
2,168.40 |
2,168.40 |
2,137.59 |
|
| R1 |
2,149.66 |
2,149.66 |
2,134.26 |
2,159.03 |
| PP |
2,132.10 |
2,132.10 |
2,132.10 |
2,136.78 |
| S1 |
2,113.36 |
2,113.36 |
2,127.60 |
2,122.73 |
| S2 |
2,095.80 |
2,095.80 |
2,124.28 |
|
| S3 |
2,059.50 |
2,077.06 |
2,120.95 |
|
| S4 |
2,023.20 |
2,040.76 |
2,110.97 |
|
|
| Weekly Pivots for week ending 29-Jan-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,599.59 |
2,540.29 |
2,224.49 |
|
| R3 |
2,422.69 |
2,363.39 |
2,175.84 |
|
| R2 |
2,245.79 |
2,245.79 |
2,159.62 |
|
| R1 |
2,186.49 |
2,186.49 |
2,143.41 |
2,216.14 |
| PP |
2,068.89 |
2,068.89 |
2,068.89 |
2,083.72 |
| S1 |
2,009.59 |
2,009.59 |
2,110.97 |
2,039.24 |
| S2 |
1,891.99 |
1,891.99 |
2,094.76 |
|
| S3 |
1,715.09 |
1,832.69 |
2,078.54 |
|
| S4 |
1,538.19 |
1,655.79 |
2,029.90 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,150.83 |
2,004.14 |
146.69 |
6.9% |
57.32 |
2.7% |
86% |
True |
False |
|
| 10 |
2,150.83 |
1,926.70 |
224.13 |
10.5% |
58.99 |
2.8% |
91% |
True |
False |
|
| 20 |
2,150.83 |
1,833.43 |
317.40 |
14.9% |
62.28 |
2.9% |
94% |
True |
False |
|
| 40 |
2,150.83 |
1,573.82 |
577.01 |
27.1% |
52.28 |
2.5% |
97% |
True |
False |
|
| 60 |
2,150.83 |
1,401.73 |
749.10 |
35.2% |
46.93 |
2.2% |
97% |
True |
False |
|
| 80 |
2,150.83 |
1,063.27 |
1,087.56 |
51.0% |
46.44 |
2.2% |
98% |
True |
False |
|
| 100 |
2,150.83 |
1,063.27 |
1,087.56 |
51.0% |
46.96 |
2.2% |
98% |
True |
False |
|
| 120 |
2,150.83 |
1,063.27 |
1,087.56 |
51.0% |
47.45 |
2.2% |
98% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,305.11 |
|
2.618 |
2,245.86 |
|
1.618 |
2,209.56 |
|
1.000 |
2,187.13 |
|
0.618 |
2,173.26 |
|
HIGH |
2,150.83 |
|
0.618 |
2,136.96 |
|
0.500 |
2,132.68 |
|
0.382 |
2,128.40 |
|
LOW |
2,114.53 |
|
0.618 |
2,092.10 |
|
1.000 |
2,078.23 |
|
1.618 |
2,055.80 |
|
2.618 |
2,019.50 |
|
4.250 |
1,960.26 |
|
|
| Fisher Pivots for day following 01-Feb-1999 |
| Pivot |
1 day |
3 day |
| R1 |
2,132.68 |
2,117.49 |
| PP |
2,132.10 |
2,104.04 |
| S1 |
2,131.51 |
2,090.60 |
|