| Trading Metrics calculated at close of trading on 03-Feb-1999 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Feb-1999 |
03-Feb-1999 |
Change |
Change % |
Previous Week |
| Open |
2,130.93 |
2,078.69 |
-52.24 |
-2.5% |
1,964.21 |
| High |
2,133.40 |
2,120.10 |
-13.30 |
-0.6% |
2,128.19 |
| Low |
2,065.74 |
2,064.34 |
-1.40 |
-0.1% |
1,951.29 |
| Close |
2,078.69 |
2,119.94 |
41.25 |
2.0% |
2,127.19 |
| Range |
67.66 |
55.76 |
-11.90 |
-17.6% |
176.90 |
| ATR |
57.81 |
57.67 |
-0.15 |
-0.3% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 03-Feb-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,268.74 |
2,250.10 |
2,150.61 |
|
| R3 |
2,212.98 |
2,194.34 |
2,135.27 |
|
| R2 |
2,157.22 |
2,157.22 |
2,130.16 |
|
| R1 |
2,138.58 |
2,138.58 |
2,125.05 |
2,147.90 |
| PP |
2,101.46 |
2,101.46 |
2,101.46 |
2,106.12 |
| S1 |
2,082.82 |
2,082.82 |
2,114.83 |
2,092.14 |
| S2 |
2,045.70 |
2,045.70 |
2,109.72 |
|
| S3 |
1,989.94 |
2,027.06 |
2,104.61 |
|
| S4 |
1,934.18 |
1,971.30 |
2,089.27 |
|
|
| 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 |
2,030.36 |
120.47 |
5.7% |
57.84 |
2.7% |
74% |
False |
False |
|
| 10 |
2,150.83 |
1,926.70 |
224.13 |
10.6% |
59.74 |
2.8% |
86% |
False |
False |
|
| 20 |
2,150.83 |
1,838.65 |
312.18 |
14.7% |
63.75 |
3.0% |
90% |
False |
False |
|
| 40 |
2,150.83 |
1,607.53 |
543.30 |
25.6% |
52.30 |
2.5% |
94% |
False |
False |
|
| 60 |
2,150.83 |
1,438.93 |
711.90 |
33.6% |
48.01 |
2.3% |
96% |
False |
False |
|
| 80 |
2,150.83 |
1,128.88 |
1,021.95 |
48.2% |
46.15 |
2.2% |
97% |
False |
False |
|
| 100 |
2,150.83 |
1,063.27 |
1,087.56 |
51.3% |
47.15 |
2.2% |
97% |
False |
False |
|
| 120 |
2,150.83 |
1,063.27 |
1,087.56 |
51.3% |
47.86 |
2.3% |
97% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,357.08 |
|
2.618 |
2,266.08 |
|
1.618 |
2,210.32 |
|
1.000 |
2,175.86 |
|
0.618 |
2,154.56 |
|
HIGH |
2,120.10 |
|
0.618 |
2,098.80 |
|
0.500 |
2,092.22 |
|
0.382 |
2,085.64 |
|
LOW |
2,064.34 |
|
0.618 |
2,029.88 |
|
1.000 |
2,008.58 |
|
1.618 |
1,974.12 |
|
2.618 |
1,918.36 |
|
4.250 |
1,827.36 |
|
|
| Fisher Pivots for day following 03-Feb-1999 |
| Pivot |
1 day |
3 day |
| R1 |
2,110.70 |
2,115.82 |
| PP |
2,101.46 |
2,111.70 |
| S1 |
2,092.22 |
2,107.59 |
|