Trading Metrics calculated at close of trading on 01-Feb-2000 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jan-2000 |
01-Feb-2000 |
Change |
Change % |
Previous Week |
Open |
10,731.70 |
10,952.30 |
220.60 |
2.1% |
11,332.80 |
High |
10,956.70 |
11,073.30 |
116.60 |
1.1% |
11,366.50 |
Low |
10,701.60 |
10,908.00 |
206.40 |
1.9% |
10,735.80 |
Close |
10,940.50 |
11,041.00 |
100.50 |
0.9% |
10,738.90 |
Range |
255.10 |
165.30 |
-89.80 |
-35.2% |
630.70 |
ATR |
202.14 |
199.51 |
-2.63 |
-1.3% |
0.00 |
Volume |
|
|
|
|
|
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Daily Pivots for day following 01-Feb-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,503.33 |
11,437.47 |
11,131.92 |
|
R3 |
11,338.03 |
11,272.17 |
11,086.46 |
|
R2 |
11,172.73 |
11,172.73 |
11,071.31 |
|
R1 |
11,106.87 |
11,106.87 |
11,056.15 |
11,139.80 |
PP |
11,007.43 |
11,007.43 |
11,007.43 |
11,023.90 |
S1 |
10,941.57 |
10,941.57 |
11,025.85 |
10,974.50 |
S2 |
10,842.13 |
10,842.13 |
11,010.70 |
|
S3 |
10,676.83 |
10,776.27 |
10,995.54 |
|
S4 |
10,511.53 |
10,610.97 |
10,950.09 |
|
|
Weekly Pivots for week ending 28-Jan-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,839.17 |
12,419.73 |
11,085.79 |
|
R3 |
12,208.47 |
11,789.03 |
10,912.34 |
|
R2 |
11,577.77 |
11,577.77 |
10,854.53 |
|
R1 |
11,158.33 |
11,158.33 |
10,796.71 |
11,052.70 |
PP |
10,947.07 |
10,947.07 |
10,947.07 |
10,894.25 |
S1 |
10,527.63 |
10,527.63 |
10,681.09 |
10,422.00 |
S2 |
10,316.37 |
10,316.37 |
10,623.27 |
|
S3 |
9,685.67 |
9,896.93 |
10,565.46 |
|
S4 |
9,054.97 |
9,266.23 |
10,392.02 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
11,164.10 |
10,701.60 |
462.50 |
4.2% |
217.32 |
2.0% |
73% |
False |
False |
|
10 |
11,574.70 |
10,701.60 |
873.10 |
7.9% |
229.96 |
2.1% |
39% |
False |
False |
|
20 |
11,750.30 |
10,701.60 |
1,048.70 |
9.5% |
213.01 |
1.9% |
32% |
False |
False |
|
40 |
11,750.30 |
10,701.60 |
1,048.70 |
9.5% |
173.59 |
1.6% |
32% |
False |
False |
|
60 |
11,750.30 |
10,536.30 |
1,214.00 |
11.0% |
161.23 |
1.5% |
42% |
False |
False |
|
80 |
11,750.30 |
9,976.02 |
1,774.28 |
16.1% |
164.12 |
1.5% |
60% |
False |
False |
|
100 |
11,750.30 |
9,976.02 |
1,774.28 |
16.1% |
163.00 |
1.5% |
60% |
False |
False |
|
120 |
11,750.30 |
9,976.02 |
1,774.28 |
16.1% |
161.07 |
1.5% |
60% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,775.83 |
2.618 |
11,506.06 |
1.618 |
11,340.76 |
1.000 |
11,238.60 |
0.618 |
11,175.46 |
HIGH |
11,073.30 |
0.618 |
11,010.16 |
0.500 |
10,990.65 |
0.382 |
10,971.14 |
LOW |
10,908.00 |
0.618 |
10,805.84 |
1.000 |
10,742.70 |
1.618 |
10,640.54 |
2.618 |
10,475.24 |
4.250 |
10,205.48 |
|
|
Fisher Pivots for day following 01-Feb-2000 |
Pivot |
1 day |
3 day |
R1 |
11,024.22 |
10,989.82 |
PP |
11,007.43 |
10,938.63 |
S1 |
10,990.65 |
10,887.45 |
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