Trading Metrics calculated at close of trading on 02-Feb-2000 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Feb-2000 |
02-Feb-2000 |
Change |
Change % |
Previous Week |
Open |
10,952.30 |
11,069.90 |
117.60 |
1.1% |
11,332.80 |
High |
11,073.30 |
11,118.90 |
45.60 |
0.4% |
11,366.50 |
Low |
10,908.00 |
10,987.10 |
79.10 |
0.7% |
10,735.80 |
Close |
11,041.00 |
11,003.20 |
-37.80 |
-0.3% |
10,738.90 |
Range |
165.30 |
131.80 |
-33.50 |
-20.3% |
630.70 |
ATR |
199.51 |
194.67 |
-4.84 |
-2.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 02-Feb-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,431.80 |
11,349.30 |
11,075.69 |
|
R3 |
11,300.00 |
11,217.50 |
11,039.45 |
|
R2 |
11,168.20 |
11,168.20 |
11,027.36 |
|
R1 |
11,085.70 |
11,085.70 |
11,015.28 |
11,061.05 |
PP |
11,036.40 |
11,036.40 |
11,036.40 |
11,024.08 |
S1 |
10,953.90 |
10,953.90 |
10,991.12 |
10,929.25 |
S2 |
10,904.60 |
10,904.60 |
10,979.04 |
|
S3 |
10,772.80 |
10,822.10 |
10,966.96 |
|
S4 |
10,641.00 |
10,690.30 |
10,930.71 |
|
|
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% |
218.00 |
2.0% |
65% |
False |
False |
|
10 |
11,558.70 |
10,701.60 |
857.10 |
7.8% |
231.27 |
2.1% |
35% |
False |
False |
|
20 |
11,750.30 |
10,701.60 |
1,048.70 |
9.5% |
201.42 |
1.8% |
29% |
False |
False |
|
40 |
11,750.30 |
10,701.60 |
1,048.70 |
9.5% |
174.28 |
1.6% |
29% |
False |
False |
|
60 |
11,750.30 |
10,536.30 |
1,214.00 |
11.0% |
160.02 |
1.5% |
38% |
False |
False |
|
80 |
11,750.30 |
9,976.02 |
1,774.28 |
16.1% |
163.90 |
1.5% |
58% |
False |
False |
|
100 |
11,750.30 |
9,976.02 |
1,774.28 |
16.1% |
163.13 |
1.5% |
58% |
False |
False |
|
120 |
11,750.30 |
9,976.02 |
1,774.28 |
16.1% |
161.17 |
1.5% |
58% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,679.05 |
2.618 |
11,463.95 |
1.618 |
11,332.15 |
1.000 |
11,250.70 |
0.618 |
11,200.35 |
HIGH |
11,118.90 |
0.618 |
11,068.55 |
0.500 |
11,053.00 |
0.382 |
11,037.45 |
LOW |
10,987.10 |
0.618 |
10,905.65 |
1.000 |
10,855.30 |
1.618 |
10,773.85 |
2.618 |
10,642.05 |
4.250 |
10,426.95 |
|
|
Fisher Pivots for day following 02-Feb-2000 |
Pivot |
1 day |
3 day |
R1 |
11,053.00 |
10,972.22 |
PP |
11,036.40 |
10,941.23 |
S1 |
11,019.80 |
10,910.25 |
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