| Trading Metrics calculated at close of trading on 01-Feb-2001 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jan-2001 |
01-Feb-2001 |
Change |
Change % |
Previous Week |
| Open |
2,695.03 |
2,586.24 |
-108.79 |
-4.0% |
2,639.61 |
| High |
2,718.51 |
2,627.39 |
-91.12 |
-3.4% |
2,771.63 |
| Low |
2,591.92 |
2,554.94 |
-36.98 |
-1.4% |
2,526.55 |
| Close |
2,593.00 |
2,607.16 |
14.16 |
0.5% |
2,631.78 |
| Range |
126.59 |
72.45 |
-54.14 |
-42.8% |
245.08 |
| ATR |
132.62 |
128.32 |
-4.30 |
-3.2% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 01-Feb-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,813.85 |
2,782.95 |
2,647.01 |
|
| R3 |
2,741.40 |
2,710.50 |
2,627.08 |
|
| R2 |
2,668.95 |
2,668.95 |
2,620.44 |
|
| R1 |
2,638.05 |
2,638.05 |
2,613.80 |
2,653.50 |
| PP |
2,596.50 |
2,596.50 |
2,596.50 |
2,604.22 |
| S1 |
2,565.60 |
2,565.60 |
2,600.52 |
2,581.05 |
| S2 |
2,524.05 |
2,524.05 |
2,593.88 |
|
| S3 |
2,451.60 |
2,493.15 |
2,587.24 |
|
| S4 |
2,379.15 |
2,420.70 |
2,567.31 |
|
|
| Weekly Pivots for week ending 26-Jan-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,378.56 |
3,250.25 |
2,766.57 |
|
| R3 |
3,133.48 |
3,005.17 |
2,699.18 |
|
| R2 |
2,888.40 |
2,888.40 |
2,676.71 |
|
| R1 |
2,760.09 |
2,760.09 |
2,654.25 |
2,701.71 |
| PP |
2,643.32 |
2,643.32 |
2,643.32 |
2,614.13 |
| S1 |
2,515.01 |
2,515.01 |
2,609.31 |
2,456.63 |
| S2 |
2,398.24 |
2,398.24 |
2,586.85 |
|
| S3 |
2,153.16 |
2,269.93 |
2,564.38 |
|
| S4 |
1,908.08 |
2,024.85 |
2,496.99 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,718.51 |
2,526.55 |
191.96 |
7.4% |
96.05 |
3.7% |
42% |
False |
False |
|
| 10 |
2,771.63 |
2,526.55 |
245.08 |
9.4% |
98.53 |
3.8% |
33% |
False |
False |
|
| 20 |
2,771.63 |
2,151.16 |
620.47 |
23.8% |
115.69 |
4.4% |
73% |
False |
False |
|
| 40 |
2,990.83 |
2,087.32 |
903.51 |
34.7% |
140.60 |
5.4% |
58% |
False |
False |
|
| 60 |
3,369.47 |
2,087.32 |
1,282.15 |
49.2% |
141.11 |
5.4% |
41% |
False |
False |
|
| 80 |
3,514.96 |
2,087.32 |
1,427.64 |
54.8% |
147.09 |
5.6% |
36% |
False |
False |
|
| 100 |
3,852.45 |
2,087.32 |
1,765.13 |
67.7% |
148.11 |
5.7% |
29% |
False |
False |
|
| 120 |
4,147.19 |
2,087.32 |
2,059.87 |
79.0% |
139.18 |
5.3% |
25% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,935.30 |
|
2.618 |
2,817.06 |
|
1.618 |
2,744.61 |
|
1.000 |
2,699.84 |
|
0.618 |
2,672.16 |
|
HIGH |
2,627.39 |
|
0.618 |
2,599.71 |
|
0.500 |
2,591.17 |
|
0.382 |
2,582.62 |
|
LOW |
2,554.94 |
|
0.618 |
2,510.17 |
|
1.000 |
2,482.49 |
|
1.618 |
2,437.72 |
|
2.618 |
2,365.27 |
|
4.250 |
2,247.03 |
|
|
| Fisher Pivots for day following 01-Feb-2001 |
| Pivot |
1 day |
3 day |
| R1 |
2,601.83 |
2,636.73 |
| PP |
2,596.50 |
2,626.87 |
| S1 |
2,591.17 |
2,617.02 |
|