| Trading Metrics calculated at close of trading on 12-Feb-2001 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Feb-2001 |
12-Feb-2001 |
Change |
Change % |
Previous Week |
| Open |
2,333.01 |
2,247.20 |
-85.81 |
-3.7% |
2,447.72 |
| High |
2,342.42 |
2,319.90 |
-22.52 |
-1.0% |
2,531.05 |
| Low |
2,247.52 |
2,229.23 |
-18.29 |
-0.8% |
2,247.52 |
| Close |
2,261.77 |
2,286.85 |
25.08 |
1.1% |
2,261.77 |
| Range |
94.90 |
90.67 |
-4.23 |
-4.5% |
283.53 |
| ATR |
120.15 |
118.04 |
-2.11 |
-1.8% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 12-Feb-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,550.67 |
2,509.43 |
2,336.72 |
|
| R3 |
2,460.00 |
2,418.76 |
2,311.78 |
|
| R2 |
2,369.33 |
2,369.33 |
2,303.47 |
|
| R1 |
2,328.09 |
2,328.09 |
2,295.16 |
2,348.71 |
| PP |
2,278.66 |
2,278.66 |
2,278.66 |
2,288.97 |
| S1 |
2,237.42 |
2,237.42 |
2,278.54 |
2,258.04 |
| S2 |
2,187.99 |
2,187.99 |
2,270.23 |
|
| S3 |
2,097.32 |
2,146.75 |
2,261.92 |
|
| S4 |
2,006.65 |
2,056.08 |
2,236.98 |
|
|
| Weekly Pivots for week ending 09-Feb-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,197.37 |
3,013.10 |
2,417.71 |
|
| R3 |
2,913.84 |
2,729.57 |
2,339.74 |
|
| R2 |
2,630.31 |
2,630.31 |
2,313.75 |
|
| R1 |
2,446.04 |
2,446.04 |
2,287.76 |
2,396.41 |
| PP |
2,346.78 |
2,346.78 |
2,346.78 |
2,321.97 |
| S1 |
2,162.51 |
2,162.51 |
2,235.78 |
2,112.88 |
| S2 |
2,063.25 |
2,063.25 |
2,209.79 |
|
| S3 |
1,779.72 |
1,878.98 |
2,183.80 |
|
| S4 |
1,496.19 |
1,595.45 |
2,105.83 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,531.05 |
2,229.23 |
301.82 |
13.2% |
93.10 |
4.1% |
19% |
False |
True |
|
| 10 |
2,718.51 |
2,229.23 |
489.28 |
21.4% |
93.85 |
4.1% |
12% |
False |
True |
|
| 20 |
2,771.63 |
2,229.23 |
542.40 |
23.7% |
98.82 |
4.3% |
11% |
False |
True |
|
| 40 |
2,788.81 |
2,087.32 |
701.49 |
30.7% |
131.43 |
5.7% |
28% |
False |
False |
|
| 60 |
3,128.37 |
2,087.32 |
1,041.05 |
45.5% |
135.31 |
5.9% |
19% |
False |
False |
|
| 80 |
3,514.96 |
2,087.32 |
1,427.64 |
62.4% |
139.74 |
6.1% |
14% |
False |
False |
|
| 100 |
3,810.30 |
2,087.32 |
1,722.98 |
75.3% |
144.74 |
6.3% |
12% |
False |
False |
|
| 120 |
4,147.19 |
2,087.32 |
2,059.87 |
90.1% |
139.29 |
6.1% |
10% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,705.25 |
|
2.618 |
2,557.27 |
|
1.618 |
2,466.60 |
|
1.000 |
2,410.57 |
|
0.618 |
2,375.93 |
|
HIGH |
2,319.90 |
|
0.618 |
2,285.26 |
|
0.500 |
2,274.57 |
|
0.382 |
2,263.87 |
|
LOW |
2,229.23 |
|
0.618 |
2,173.20 |
|
1.000 |
2,138.56 |
|
1.618 |
2,082.53 |
|
2.618 |
1,991.86 |
|
4.250 |
1,843.88 |
|
|
| Fisher Pivots for day following 12-Feb-2001 |
| Pivot |
1 day |
3 day |
| R1 |
2,282.76 |
2,346.71 |
| PP |
2,278.66 |
2,326.76 |
| S1 |
2,274.57 |
2,306.80 |
|