Trading Metrics calculated at close of trading on 02-Feb-1999 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Feb-1999 |
02-Feb-1999 |
Change |
Change % |
Previous Week |
Open |
2,127.19 |
2,130.93 |
3.74 |
0.2% |
1,964.21 |
High |
2,150.83 |
2,133.40 |
-17.43 |
-0.8% |
2,128.19 |
Low |
2,114.53 |
2,065.74 |
-48.79 |
-2.3% |
1,951.29 |
Close |
2,130.93 |
2,078.69 |
-52.24 |
-2.5% |
2,127.19 |
Range |
36.30 |
67.66 |
31.36 |
86.4% |
176.90 |
ATR |
57.05 |
57.81 |
0.76 |
1.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 02-Feb-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,295.59 |
2,254.80 |
2,115.90 |
|
R3 |
2,227.93 |
2,187.14 |
2,097.30 |
|
R2 |
2,160.27 |
2,160.27 |
2,091.09 |
|
R1 |
2,119.48 |
2,119.48 |
2,084.89 |
2,106.05 |
PP |
2,092.61 |
2,092.61 |
2,092.61 |
2,085.89 |
S1 |
2,051.82 |
2,051.82 |
2,072.49 |
2,038.39 |
S2 |
2,024.95 |
2,024.95 |
2,066.29 |
|
S3 |
1,957.29 |
1,984.16 |
2,060.08 |
|
S4 |
1,889.63 |
1,916.50 |
2,041.48 |
|
|
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 |
2,030.08 |
120.75 |
5.8% |
58.97 |
2.8% |
40% |
False |
False |
|
10 |
2,150.83 |
1,926.70 |
224.13 |
10.8% |
60.51 |
2.9% |
68% |
False |
False |
|
20 |
2,150.83 |
1,838.65 |
312.18 |
15.0% |
63.60 |
3.1% |
77% |
False |
False |
|
40 |
2,150.83 |
1,574.83 |
576.00 |
27.7% |
52.28 |
2.5% |
87% |
False |
False |
|
60 |
2,150.83 |
1,422.89 |
727.94 |
35.0% |
47.46 |
2.3% |
90% |
False |
False |
|
80 |
2,150.83 |
1,063.27 |
1,087.56 |
52.3% |
46.47 |
2.2% |
93% |
False |
False |
|
100 |
2,150.83 |
1,063.27 |
1,087.56 |
52.3% |
47.05 |
2.3% |
93% |
False |
False |
|
120 |
2,150.83 |
1,063.27 |
1,087.56 |
52.3% |
47.63 |
2.3% |
93% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,420.96 |
2.618 |
2,310.53 |
1.618 |
2,242.87 |
1.000 |
2,201.06 |
0.618 |
2,175.21 |
HIGH |
2,133.40 |
0.618 |
2,107.55 |
0.500 |
2,099.57 |
0.382 |
2,091.59 |
LOW |
2,065.74 |
0.618 |
2,023.93 |
1.000 |
1,998.08 |
1.618 |
1,956.27 |
2.618 |
1,888.61 |
4.250 |
1,778.19 |
|
|
Fisher Pivots for day following 02-Feb-1999 |
Pivot |
1 day |
3 day |
R1 |
2,099.57 |
2,108.29 |
PP |
2,092.61 |
2,098.42 |
S1 |
2,085.65 |
2,088.56 |
|