Trading Metrics calculated at close of trading on 03-Feb-2000 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Feb-2000 |
03-Feb-2000 |
Change |
Change % |
Previous Week |
Open |
3,700.20 |
3,726.13 |
25.93 |
0.7% |
3,888.33 |
High |
3,785.36 |
3,857.34 |
71.98 |
1.9% |
3,905.10 |
Low |
3,693.95 |
3,704.23 |
10.28 |
0.3% |
3,409.59 |
Close |
3,724.46 |
3,851.16 |
126.70 |
3.4% |
3,446.13 |
Range |
91.41 |
153.11 |
61.70 |
67.5% |
495.51 |
ATR |
145.71 |
146.23 |
0.53 |
0.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 03-Feb-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,263.57 |
4,210.48 |
3,935.37 |
|
R3 |
4,110.46 |
4,057.37 |
3,893.27 |
|
R2 |
3,957.35 |
3,957.35 |
3,879.23 |
|
R1 |
3,904.26 |
3,904.26 |
3,865.20 |
3,930.81 |
PP |
3,804.24 |
3,804.24 |
3,804.24 |
3,817.52 |
S1 |
3,751.15 |
3,751.15 |
3,837.12 |
3,777.70 |
S2 |
3,651.13 |
3,651.13 |
3,823.09 |
|
S3 |
3,498.02 |
3,598.04 |
3,809.05 |
|
S4 |
3,344.91 |
3,444.93 |
3,766.95 |
|
|
Weekly Pivots for week ending 28-Jan-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,073.47 |
4,755.31 |
3,718.66 |
|
R3 |
4,577.96 |
4,259.80 |
3,582.40 |
|
R2 |
4,082.45 |
4,082.45 |
3,536.97 |
|
R1 |
3,764.29 |
3,764.29 |
3,491.55 |
3,675.62 |
PP |
3,586.94 |
3,586.94 |
3,586.94 |
3,542.60 |
S1 |
3,268.78 |
3,268.78 |
3,400.71 |
3,180.11 |
S2 |
3,091.43 |
3,091.43 |
3,355.29 |
|
S3 |
2,595.92 |
2,773.27 |
3,309.86 |
|
S4 |
2,100.41 |
2,277.76 |
3,173.60 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,857.34 |
3,349.06 |
508.28 |
13.2% |
166.54 |
4.3% |
99% |
True |
False |
|
10 |
3,905.10 |
3,349.06 |
556.04 |
14.4% |
166.10 |
4.3% |
90% |
False |
False |
|
20 |
3,905.10 |
3,314.75 |
590.35 |
15.3% |
152.01 |
3.9% |
91% |
False |
False |
|
40 |
3,905.10 |
3,093.98 |
811.12 |
21.1% |
127.28 |
3.3% |
93% |
False |
False |
|
60 |
3,905.10 |
2,741.17 |
1,163.93 |
30.2% |
109.16 |
2.8% |
95% |
False |
False |
|
80 |
3,905.10 |
2,299.95 |
1,605.15 |
41.7% |
98.47 |
2.6% |
97% |
False |
False |
|
100 |
3,905.10 |
2,299.95 |
1,605.15 |
41.7% |
91.18 |
2.4% |
97% |
False |
False |
|
120 |
3,905.10 |
2,270.96 |
1,634.14 |
42.4% |
84.91 |
2.2% |
97% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,508.06 |
2.618 |
4,258.18 |
1.618 |
4,105.07 |
1.000 |
4,010.45 |
0.618 |
3,951.96 |
HIGH |
3,857.34 |
0.618 |
3,798.85 |
0.500 |
3,780.79 |
0.382 |
3,762.72 |
LOW |
3,704.23 |
0.618 |
3,609.61 |
1.000 |
3,551.12 |
1.618 |
3,456.50 |
2.618 |
3,303.39 |
4.250 |
3,053.51 |
|
|
Fisher Pivots for day following 03-Feb-2000 |
Pivot |
1 day |
3 day |
R1 |
3,827.70 |
3,801.15 |
PP |
3,804.24 |
3,751.14 |
S1 |
3,780.79 |
3,701.14 |
|