Trading Metrics calculated at close of trading on 04-Feb-2000 |
Day Change Summary |
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Previous |
Current |
|
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|
|
03-Feb-2000 |
04-Feb-2000 |
Change |
Change % |
Previous Week |
Open |
11,054.10 |
11,070.20 |
16.10 |
0.1% |
10,731.70 |
High |
11,079.50 |
11,089.50 |
10.00 |
0.1% |
11,118.90 |
Low |
10,842.30 |
10,943.00 |
100.70 |
0.9% |
10,701.60 |
Close |
11,013.40 |
10,963.80 |
-49.60 |
-0.5% |
10,963.80 |
Range |
237.20 |
146.50 |
-90.70 |
-38.2% |
417.30 |
ATR |
197.71 |
194.05 |
-3.66 |
-1.9% |
0.00 |
Volume |
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|
|
|
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Daily Pivots for day following 04-Feb-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,438.27 |
11,347.53 |
11,044.38 |
|
R3 |
11,291.77 |
11,201.03 |
11,004.09 |
|
R2 |
11,145.27 |
11,145.27 |
10,990.66 |
|
R1 |
11,054.53 |
11,054.53 |
10,977.23 |
11,026.65 |
PP |
10,998.77 |
10,998.77 |
10,998.77 |
10,984.83 |
S1 |
10,908.03 |
10,908.03 |
10,950.37 |
10,880.15 |
S2 |
10,852.27 |
10,852.27 |
10,936.94 |
|
S3 |
10,705.77 |
10,761.53 |
10,923.51 |
|
S4 |
10,559.27 |
10,615.03 |
10,883.23 |
|
|
Weekly Pivots for week ending 04-Feb-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,180.00 |
11,989.20 |
11,193.32 |
|
R3 |
11,762.70 |
11,571.90 |
11,078.56 |
|
R2 |
11,345.40 |
11,345.40 |
11,040.31 |
|
R1 |
11,154.60 |
11,154.60 |
11,002.05 |
11,250.00 |
PP |
10,928.10 |
10,928.10 |
10,928.10 |
10,975.80 |
S1 |
10,737.30 |
10,737.30 |
10,925.55 |
10,832.70 |
S2 |
10,510.80 |
10,510.80 |
10,887.30 |
|
S3 |
10,093.50 |
10,320.00 |
10,849.04 |
|
S4 |
9,676.20 |
9,902.70 |
10,734.29 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
11,118.90 |
10,701.60 |
417.30 |
3.8% |
187.18 |
1.7% |
63% |
False |
False |
|
10 |
11,366.50 |
10,701.60 |
664.90 |
6.1% |
224.73 |
2.0% |
39% |
False |
False |
|
20 |
11,750.30 |
10,701.60 |
1,048.70 |
9.6% |
196.04 |
1.8% |
25% |
False |
False |
|
40 |
11,750.30 |
10,701.60 |
1,048.70 |
9.6% |
177.61 |
1.6% |
25% |
False |
False |
|
60 |
11,750.30 |
10,536.30 |
1,214.00 |
11.1% |
161.32 |
1.5% |
35% |
False |
False |
|
80 |
11,750.30 |
9,976.02 |
1,774.28 |
16.2% |
164.74 |
1.5% |
56% |
False |
False |
|
100 |
11,750.30 |
9,976.02 |
1,774.28 |
16.2% |
164.94 |
1.5% |
56% |
False |
False |
|
120 |
11,750.30 |
9,976.02 |
1,774.28 |
16.2% |
161.94 |
1.5% |
56% |
False |
False |
|
|
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Fibonacci Retracements and Extensions |
4.250 |
11,712.13 |
2.618 |
11,473.04 |
1.618 |
11,326.54 |
1.000 |
11,236.00 |
0.618 |
11,180.04 |
HIGH |
11,089.50 |
0.618 |
11,033.54 |
0.500 |
11,016.25 |
0.382 |
10,998.96 |
LOW |
10,943.00 |
0.618 |
10,852.46 |
1.000 |
10,796.50 |
1.618 |
10,705.96 |
2.618 |
10,559.46 |
4.250 |
10,320.38 |
|
|
Fisher Pivots for day following 04-Feb-2000 |
Pivot |
1 day |
3 day |
R1 |
11,016.25 |
10,980.60 |
PP |
10,998.77 |
10,975.00 |
S1 |
10,981.28 |
10,969.40 |
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