| Trading Metrics calculated at close of trading on 05-Feb-2001 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Feb-2001 |
05-Feb-2001 |
Change |
Change % |
Previous Week |
| Open |
2,605.64 |
2,447.72 |
-157.92 |
-6.1% |
2,601.67 |
| High |
2,616.40 |
2,483.58 |
-132.82 |
-5.1% |
2,718.51 |
| Low |
2,471.51 |
2,409.20 |
-62.31 |
-2.5% |
2,471.51 |
| Close |
2,472.18 |
2,467.30 |
-4.88 |
-0.2% |
2,472.18 |
| Range |
144.89 |
74.38 |
-70.51 |
-48.7% |
247.00 |
| ATR |
129.50 |
125.57 |
-3.94 |
-3.0% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 05-Feb-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,676.50 |
2,646.28 |
2,508.21 |
|
| R3 |
2,602.12 |
2,571.90 |
2,487.75 |
|
| R2 |
2,527.74 |
2,527.74 |
2,480.94 |
|
| R1 |
2,497.52 |
2,497.52 |
2,474.12 |
2,512.63 |
| PP |
2,453.36 |
2,453.36 |
2,453.36 |
2,460.92 |
| S1 |
2,423.14 |
2,423.14 |
2,460.48 |
2,438.25 |
| S2 |
2,378.98 |
2,378.98 |
2,453.66 |
|
| S3 |
2,304.60 |
2,348.76 |
2,446.85 |
|
| S4 |
2,230.22 |
2,274.38 |
2,426.39 |
|
|
| 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 |
2,409.20 |
309.31 |
12.5% |
94.60 |
3.8% |
19% |
False |
True |
|
| 10 |
2,771.63 |
2,409.20 |
362.43 |
14.7% |
101.32 |
4.1% |
16% |
False |
True |
|
| 20 |
2,771.63 |
2,151.16 |
620.47 |
25.1% |
110.35 |
4.5% |
51% |
False |
False |
|
| 40 |
2,990.83 |
2,087.32 |
903.51 |
36.6% |
136.36 |
5.5% |
42% |
False |
False |
|
| 60 |
3,296.30 |
2,087.32 |
1,208.98 |
49.0% |
141.92 |
5.8% |
31% |
False |
False |
|
| 80 |
3,514.96 |
2,087.32 |
1,427.64 |
57.9% |
145.63 |
5.9% |
27% |
False |
False |
|
| 100 |
3,834.51 |
2,087.32 |
1,747.19 |
70.8% |
147.21 |
6.0% |
22% |
False |
False |
|
| 120 |
4,147.19 |
2,087.32 |
2,059.87 |
83.5% |
139.10 |
5.6% |
18% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,799.70 |
|
2.618 |
2,678.31 |
|
1.618 |
2,603.93 |
|
1.000 |
2,557.96 |
|
0.618 |
2,529.55 |
|
HIGH |
2,483.58 |
|
0.618 |
2,455.17 |
|
0.500 |
2,446.39 |
|
0.382 |
2,437.61 |
|
LOW |
2,409.20 |
|
0.618 |
2,363.23 |
|
1.000 |
2,334.82 |
|
1.618 |
2,288.85 |
|
2.618 |
2,214.47 |
|
4.250 |
2,093.09 |
|
|
| Fisher Pivots for day following 05-Feb-2001 |
| Pivot |
1 day |
3 day |
| R1 |
2,460.33 |
2,518.30 |
| PP |
2,453.36 |
2,501.30 |
| S1 |
2,446.39 |
2,484.30 |
|