| Trading Metrics calculated at close of trading on 08-Feb-2001 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Feb-2001 |
08-Feb-2001 |
Change |
Change % |
Previous Week |
| Open |
2,421.64 |
2,436.48 |
14.84 |
0.6% |
2,601.67 |
| High |
2,446.66 |
2,464.19 |
17.53 |
0.7% |
2,718.51 |
| Low |
2,349.92 |
2,355.15 |
5.23 |
0.2% |
2,471.51 |
| Close |
2,409.66 |
2,355.67 |
-53.99 |
-2.2% |
2,472.18 |
| Range |
96.74 |
109.04 |
12.30 |
12.7% |
247.00 |
| ATR |
122.00 |
121.07 |
-0.93 |
-0.8% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 08-Feb-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,718.79 |
2,646.27 |
2,415.64 |
|
| R3 |
2,609.75 |
2,537.23 |
2,385.66 |
|
| R2 |
2,500.71 |
2,500.71 |
2,375.66 |
|
| R1 |
2,428.19 |
2,428.19 |
2,365.67 |
2,409.93 |
| PP |
2,391.67 |
2,391.67 |
2,391.67 |
2,382.54 |
| S1 |
2,319.15 |
2,319.15 |
2,345.67 |
2,300.89 |
| S2 |
2,282.63 |
2,282.63 |
2,335.68 |
|
| S3 |
2,173.59 |
2,210.11 |
2,325.68 |
|
| S4 |
2,064.55 |
2,101.07 |
2,295.70 |
|
|
| 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 |
2,616.40 |
2,349.92 |
266.48 |
11.3% |
99.84 |
4.2% |
2% |
False |
False |
|
| 10 |
2,718.51 |
2,349.92 |
368.59 |
15.6% |
97.95 |
4.2% |
2% |
False |
False |
|
| 20 |
2,771.63 |
2,349.92 |
421.71 |
17.9% |
104.24 |
4.4% |
1% |
False |
False |
|
| 40 |
2,958.29 |
2,087.32 |
870.97 |
37.0% |
134.19 |
5.7% |
31% |
False |
False |
|
| 60 |
3,128.37 |
2,087.32 |
1,041.05 |
44.2% |
137.95 |
5.9% |
26% |
False |
False |
|
| 80 |
3,514.96 |
2,087.32 |
1,427.64 |
60.6% |
141.07 |
6.0% |
19% |
False |
False |
|
| 100 |
3,810.30 |
2,087.32 |
1,722.98 |
73.1% |
146.32 |
6.2% |
16% |
False |
False |
|
| 120 |
4,147.19 |
2,087.32 |
2,059.87 |
87.4% |
139.10 |
5.9% |
13% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,927.61 |
|
2.618 |
2,749.66 |
|
1.618 |
2,640.62 |
|
1.000 |
2,573.23 |
|
0.618 |
2,531.58 |
|
HIGH |
2,464.19 |
|
0.618 |
2,422.54 |
|
0.500 |
2,409.67 |
|
0.382 |
2,396.80 |
|
LOW |
2,355.15 |
|
0.618 |
2,287.76 |
|
1.000 |
2,246.11 |
|
1.618 |
2,178.72 |
|
2.618 |
2,069.68 |
|
4.250 |
1,891.73 |
|
|
| Fisher Pivots for day following 08-Feb-2001 |
| Pivot |
1 day |
3 day |
| R1 |
2,409.67 |
2,440.49 |
| PP |
2,391.67 |
2,412.21 |
| S1 |
2,373.67 |
2,383.94 |
|