| Trading Metrics calculated at close of trading on 06-Feb-2001 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Feb-2001 |
06-Feb-2001 |
Change |
Change % |
Previous Week |
| Open |
2,447.72 |
2,463.50 |
15.78 |
0.6% |
2,601.67 |
| High |
2,483.58 |
2,531.05 |
47.47 |
1.9% |
2,718.51 |
| Low |
2,409.20 |
2,456.89 |
47.69 |
2.0% |
2,471.51 |
| Close |
2,467.30 |
2,473.24 |
5.94 |
0.2% |
2,472.18 |
| Range |
74.38 |
74.16 |
-0.22 |
-0.3% |
247.00 |
| ATR |
125.57 |
121.90 |
-3.67 |
-2.9% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 06-Feb-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,709.54 |
2,665.55 |
2,514.03 |
|
| R3 |
2,635.38 |
2,591.39 |
2,493.63 |
|
| R2 |
2,561.22 |
2,561.22 |
2,486.84 |
|
| R1 |
2,517.23 |
2,517.23 |
2,480.04 |
2,539.23 |
| PP |
2,487.06 |
2,487.06 |
2,487.06 |
2,498.06 |
| S1 |
2,443.07 |
2,443.07 |
2,466.44 |
2,465.07 |
| S2 |
2,412.90 |
2,412.90 |
2,459.64 |
|
| S3 |
2,338.74 |
2,368.91 |
2,452.85 |
|
| S4 |
2,264.58 |
2,294.75 |
2,432.45 |
|
|
| 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% |
98.49 |
4.0% |
21% |
False |
False |
|
| 10 |
2,771.63 |
2,409.20 |
362.43 |
14.7% |
96.73 |
3.9% |
18% |
False |
False |
|
| 20 |
2,771.63 |
2,237.45 |
534.18 |
21.6% |
107.47 |
4.3% |
44% |
False |
False |
|
| 40 |
2,990.83 |
2,087.32 |
903.51 |
36.5% |
135.39 |
5.5% |
43% |
False |
False |
|
| 60 |
3,128.37 |
2,087.32 |
1,041.05 |
42.1% |
139.19 |
5.6% |
37% |
False |
False |
|
| 80 |
3,514.96 |
2,087.32 |
1,427.64 |
57.7% |
144.39 |
5.8% |
27% |
False |
False |
|
| 100 |
3,834.51 |
2,087.32 |
1,747.19 |
70.6% |
146.54 |
5.9% |
22% |
False |
False |
|
| 120 |
4,147.19 |
2,087.32 |
2,059.87 |
83.3% |
139.13 |
5.6% |
19% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,846.23 |
|
2.618 |
2,725.20 |
|
1.618 |
2,651.04 |
|
1.000 |
2,605.21 |
|
0.618 |
2,576.88 |
|
HIGH |
2,531.05 |
|
0.618 |
2,502.72 |
|
0.500 |
2,493.97 |
|
0.382 |
2,485.22 |
|
LOW |
2,456.89 |
|
0.618 |
2,411.06 |
|
1.000 |
2,382.73 |
|
1.618 |
2,336.90 |
|
2.618 |
2,262.74 |
|
4.250 |
2,141.71 |
|
|
| Fisher Pivots for day following 06-Feb-2001 |
| Pivot |
1 day |
3 day |
| R1 |
2,493.97 |
2,512.80 |
| PP |
2,487.06 |
2,499.61 |
| S1 |
2,480.15 |
2,486.43 |
|