Trading Metrics calculated at close of trading on 01-Feb-2001 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jan-2001 |
01-Feb-2001 |
Change |
Change % |
Previous Week |
Open |
10,894.80 |
10,893.00 |
-1.80 |
0.0% |
10,581.10 |
High |
10,957.50 |
10,983.80 |
26.30 |
0.2% |
10,778.70 |
Low |
10,832.60 |
10,864.20 |
31.60 |
0.3% |
10,509.90 |
Close |
10,887.40 |
10,983.60 |
96.20 |
0.9% |
10,660.00 |
Range |
124.90 |
119.60 |
-5.30 |
-4.2% |
268.80 |
ATR |
158.54 |
155.76 |
-2.78 |
-1.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 01-Feb-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,302.67 |
11,262.73 |
11,049.38 |
|
R3 |
11,183.07 |
11,143.13 |
11,016.49 |
|
R2 |
11,063.47 |
11,063.47 |
11,005.53 |
|
R1 |
11,023.53 |
11,023.53 |
10,994.56 |
11,043.50 |
PP |
10,943.87 |
10,943.87 |
10,943.87 |
10,953.85 |
S1 |
10,903.93 |
10,903.93 |
10,972.64 |
10,923.90 |
S2 |
10,824.27 |
10,824.27 |
10,961.67 |
|
S3 |
10,704.67 |
10,784.33 |
10,950.71 |
|
S4 |
10,585.07 |
10,664.73 |
10,917.82 |
|
|
Weekly Pivots for week ending 26-Jan-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,455.93 |
11,326.77 |
10,807.84 |
|
R3 |
11,187.13 |
11,057.97 |
10,733.92 |
|
R2 |
10,918.33 |
10,918.33 |
10,709.28 |
|
R1 |
10,789.17 |
10,789.17 |
10,684.64 |
10,853.75 |
PP |
10,649.53 |
10,649.53 |
10,649.53 |
10,681.83 |
S1 |
10,520.37 |
10,520.37 |
10,635.36 |
10,584.95 |
S2 |
10,380.73 |
10,380.73 |
10,610.72 |
|
S3 |
10,111.93 |
10,251.57 |
10,586.08 |
|
S4 |
9,843.13 |
9,982.77 |
10,512.16 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
10,983.80 |
10,612.50 |
371.30 |
3.4% |
138.56 |
1.3% |
100% |
True |
False |
|
10 |
10,983.80 |
10,509.90 |
473.90 |
4.3% |
130.22 |
1.2% |
100% |
True |
False |
|
20 |
11,028.00 |
10,468.00 |
560.00 |
5.1% |
147.80 |
1.3% |
92% |
False |
False |
|
40 |
11,028.00 |
10,299.20 |
728.80 |
6.6% |
174.72 |
1.6% |
94% |
False |
False |
|
60 |
11,028.00 |
10,292.40 |
735.60 |
6.7% |
175.54 |
1.6% |
94% |
False |
False |
|
80 |
11,028.00 |
9,654.64 |
1,373.36 |
12.5% |
179.88 |
1.6% |
97% |
False |
False |
|
100 |
11,286.10 |
9,654.64 |
1,631.46 |
14.9% |
175.03 |
1.6% |
81% |
False |
False |
|
120 |
11,401.20 |
9,654.64 |
1,746.56 |
15.9% |
164.60 |
1.5% |
76% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,492.10 |
2.618 |
11,296.91 |
1.618 |
11,177.31 |
1.000 |
11,103.40 |
0.618 |
11,057.71 |
HIGH |
10,983.80 |
0.618 |
10,938.11 |
0.500 |
10,924.00 |
0.382 |
10,909.89 |
LOW |
10,864.20 |
0.618 |
10,790.29 |
1.000 |
10,744.60 |
1.618 |
10,670.69 |
2.618 |
10,551.09 |
4.250 |
10,355.90 |
|
|
Fisher Pivots for day following 01-Feb-2001 |
Pivot |
1 day |
3 day |
R1 |
10,963.73 |
10,933.53 |
PP |
10,943.87 |
10,883.47 |
S1 |
10,924.00 |
10,833.40 |
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