| Trading Metrics calculated at close of trading on 07-Feb-2001 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Feb-2001 |
07-Feb-2001 |
Change |
Change % |
Previous Week |
| Open |
2,463.50 |
2,421.64 |
-41.86 |
-1.7% |
2,601.67 |
| High |
2,531.05 |
2,446.66 |
-84.39 |
-3.3% |
2,718.51 |
| Low |
2,456.89 |
2,349.92 |
-106.97 |
-4.4% |
2,471.51 |
| Close |
2,473.24 |
2,409.66 |
-63.58 |
-2.6% |
2,472.18 |
| Range |
74.16 |
96.74 |
22.58 |
30.4% |
247.00 |
| ATR |
121.90 |
122.00 |
0.10 |
0.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 07-Feb-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,692.30 |
2,647.72 |
2,462.87 |
|
| R3 |
2,595.56 |
2,550.98 |
2,436.26 |
|
| R2 |
2,498.82 |
2,498.82 |
2,427.40 |
|
| R1 |
2,454.24 |
2,454.24 |
2,418.53 |
2,428.16 |
| PP |
2,402.08 |
2,402.08 |
2,402.08 |
2,389.04 |
| S1 |
2,357.50 |
2,357.50 |
2,400.79 |
2,331.42 |
| S2 |
2,305.34 |
2,305.34 |
2,391.92 |
|
| S3 |
2,208.60 |
2,260.76 |
2,383.06 |
|
| S4 |
2,111.86 |
2,164.02 |
2,356.45 |
|
|
| 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 |
2,627.39 |
2,349.92 |
277.47 |
11.5% |
92.52 |
3.8% |
22% |
False |
True |
|
| 10 |
2,718.51 |
2,349.92 |
368.59 |
15.3% |
98.52 |
4.1% |
16% |
False |
True |
|
| 20 |
2,771.63 |
2,237.45 |
534.18 |
22.2% |
107.79 |
4.5% |
32% |
False |
False |
|
| 40 |
2,990.83 |
2,087.32 |
903.51 |
37.5% |
135.01 |
5.6% |
36% |
False |
False |
|
| 60 |
3,128.37 |
2,087.32 |
1,041.05 |
43.2% |
138.16 |
5.7% |
31% |
False |
False |
|
| 80 |
3,514.96 |
2,087.32 |
1,427.64 |
59.2% |
143.31 |
5.9% |
23% |
False |
False |
|
| 100 |
3,810.30 |
2,087.32 |
1,722.98 |
71.5% |
146.32 |
6.1% |
19% |
False |
False |
|
| 120 |
4,147.19 |
2,087.32 |
2,059.87 |
85.5% |
139.22 |
5.8% |
16% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,857.81 |
|
2.618 |
2,699.93 |
|
1.618 |
2,603.19 |
|
1.000 |
2,543.40 |
|
0.618 |
2,506.45 |
|
HIGH |
2,446.66 |
|
0.618 |
2,409.71 |
|
0.500 |
2,398.29 |
|
0.382 |
2,386.87 |
|
LOW |
2,349.92 |
|
0.618 |
2,290.13 |
|
1.000 |
2,253.18 |
|
1.618 |
2,193.39 |
|
2.618 |
2,096.65 |
|
4.250 |
1,938.78 |
|
|
| Fisher Pivots for day following 07-Feb-2001 |
| Pivot |
1 day |
3 day |
| R1 |
2,405.87 |
2,440.49 |
| PP |
2,402.08 |
2,430.21 |
| S1 |
2,398.29 |
2,419.94 |
|