| Trading Metrics calculated at close of trading on 02-Feb-2001 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Feb-2001 |
02-Feb-2001 |
Change |
Change % |
Previous Week |
| Open |
2,586.24 |
2,605.64 |
19.40 |
0.8% |
2,601.67 |
| High |
2,627.39 |
2,616.40 |
-10.99 |
-0.4% |
2,718.51 |
| Low |
2,554.94 |
2,471.51 |
-83.43 |
-3.3% |
2,471.51 |
| Close |
2,607.16 |
2,472.18 |
-134.98 |
-5.2% |
2,472.18 |
| Range |
72.45 |
144.89 |
72.44 |
100.0% |
247.00 |
| ATR |
128.32 |
129.50 |
1.18 |
0.9% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 02-Feb-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,954.70 |
2,858.33 |
2,551.87 |
|
| R3 |
2,809.81 |
2,713.44 |
2,512.02 |
|
| R2 |
2,664.92 |
2,664.92 |
2,498.74 |
|
| R1 |
2,568.55 |
2,568.55 |
2,485.46 |
2,544.29 |
| PP |
2,520.03 |
2,520.03 |
2,520.03 |
2,507.90 |
| S1 |
2,423.66 |
2,423.66 |
2,458.90 |
2,399.40 |
| S2 |
2,375.14 |
2,375.14 |
2,445.62 |
|
| S3 |
2,230.25 |
2,278.77 |
2,432.34 |
|
| S4 |
2,085.36 |
2,133.88 |
2,392.49 |
|
|
| Weekly Pivots for week ending 02-Feb-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,295.07 |
3,130.62 |
2,608.03 |
|
| R3 |
3,048.07 |
2,883.62 |
2,540.11 |
|
| R2 |
2,801.07 |
2,801.07 |
2,517.46 |
|
| R1 |
2,636.62 |
2,636.62 |
2,494.82 |
2,595.35 |
| PP |
2,554.07 |
2,554.07 |
2,554.07 |
2,533.43 |
| S1 |
2,389.62 |
2,389.62 |
2,449.54 |
2,348.35 |
| S2 |
2,307.07 |
2,307.07 |
2,426.90 |
|
| S3 |
2,060.07 |
2,142.62 |
2,404.26 |
|
| S4 |
1,813.07 |
1,895.62 |
2,336.33 |
|
|
| 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 |
2,471.51 |
247.00 |
10.0% |
103.30 |
4.2% |
0% |
False |
True |
|
| 10 |
2,771.63 |
2,471.51 |
300.12 |
12.1% |
102.31 |
4.1% |
0% |
False |
True |
|
| 20 |
2,771.63 |
2,151.16 |
620.47 |
25.1% |
117.18 |
4.7% |
52% |
False |
False |
|
| 40 |
2,990.83 |
2,087.32 |
903.51 |
36.5% |
138.74 |
5.6% |
43% |
False |
False |
|
| 60 |
3,304.38 |
2,087.32 |
1,217.06 |
49.2% |
142.13 |
5.7% |
32% |
False |
False |
|
| 80 |
3,514.96 |
2,087.32 |
1,427.64 |
57.7% |
146.72 |
5.9% |
27% |
False |
False |
|
| 100 |
3,834.51 |
2,087.32 |
1,747.19 |
70.7% |
147.94 |
6.0% |
22% |
False |
False |
|
| 120 |
4,147.19 |
2,087.32 |
2,059.87 |
83.3% |
139.35 |
5.6% |
19% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,232.18 |
|
2.618 |
2,995.72 |
|
1.618 |
2,850.83 |
|
1.000 |
2,761.29 |
|
0.618 |
2,705.94 |
|
HIGH |
2,616.40 |
|
0.618 |
2,561.05 |
|
0.500 |
2,543.96 |
|
0.382 |
2,526.86 |
|
LOW |
2,471.51 |
|
0.618 |
2,381.97 |
|
1.000 |
2,326.62 |
|
1.618 |
2,237.08 |
|
2.618 |
2,092.19 |
|
4.250 |
1,855.73 |
|
|
| Fisher Pivots for day following 02-Feb-2001 |
| Pivot |
1 day |
3 day |
| R1 |
2,543.96 |
2,595.01 |
| PP |
2,520.03 |
2,554.07 |
| S1 |
2,496.11 |
2,513.12 |
|