Trading Metrics calculated at close of trading on 02-Feb-2001 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Feb-2001 |
02-Feb-2001 |
Change |
Change % |
Previous Week |
Open |
10,893.00 |
10,978.30 |
85.30 |
0.8% |
10,632.90 |
High |
10,983.80 |
11,022.80 |
39.00 |
0.4% |
11,022.80 |
Low |
10,864.20 |
10,848.60 |
-15.60 |
-0.1% |
10,612.50 |
Close |
10,983.60 |
10,864.10 |
-119.50 |
-1.1% |
10,864.10 |
Range |
119.60 |
174.20 |
54.60 |
45.7% |
410.30 |
ATR |
155.76 |
157.08 |
1.32 |
0.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 02-Feb-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,434.43 |
11,323.47 |
10,959.91 |
|
R3 |
11,260.23 |
11,149.27 |
10,912.01 |
|
R2 |
11,086.03 |
11,086.03 |
10,896.04 |
|
R1 |
10,975.07 |
10,975.07 |
10,880.07 |
10,943.45 |
PP |
10,911.83 |
10,911.83 |
10,911.83 |
10,896.03 |
S1 |
10,800.87 |
10,800.87 |
10,848.13 |
10,769.25 |
S2 |
10,737.63 |
10,737.63 |
10,832.16 |
|
S3 |
10,563.43 |
10,626.67 |
10,816.20 |
|
S4 |
10,389.23 |
10,452.47 |
10,768.29 |
|
|
Weekly Pivots for week ending 02-Feb-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,064.03 |
11,874.37 |
11,089.77 |
|
R3 |
11,653.73 |
11,464.07 |
10,976.93 |
|
R2 |
11,243.43 |
11,243.43 |
10,939.32 |
|
R1 |
11,053.77 |
11,053.77 |
10,901.71 |
11,148.60 |
PP |
10,833.13 |
10,833.13 |
10,833.13 |
10,880.55 |
S1 |
10,643.47 |
10,643.47 |
10,826.49 |
10,738.30 |
S2 |
10,422.83 |
10,422.83 |
10,788.88 |
|
S3 |
10,012.53 |
10,233.17 |
10,751.27 |
|
S4 |
9,602.23 |
9,822.87 |
10,638.44 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
11,022.80 |
10,612.50 |
410.30 |
3.8% |
149.82 |
1.4% |
61% |
True |
False |
|
10 |
11,022.80 |
10,509.90 |
512.90 |
4.7% |
132.27 |
1.2% |
69% |
True |
False |
|
20 |
11,022.80 |
10,468.00 |
554.80 |
5.1% |
149.53 |
1.4% |
71% |
True |
False |
|
40 |
11,028.00 |
10,299.20 |
728.80 |
6.7% |
170.57 |
1.6% |
78% |
False |
False |
|
60 |
11,028.00 |
10,292.40 |
735.60 |
6.8% |
175.17 |
1.6% |
78% |
False |
False |
|
80 |
11,028.00 |
9,654.64 |
1,373.36 |
12.6% |
180.86 |
1.7% |
88% |
False |
False |
|
100 |
11,255.80 |
9,654.64 |
1,601.16 |
14.7% |
175.30 |
1.6% |
76% |
False |
False |
|
120 |
11,401.20 |
9,654.64 |
1,746.56 |
16.1% |
164.68 |
1.5% |
69% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,763.15 |
2.618 |
11,478.86 |
1.618 |
11,304.66 |
1.000 |
11,197.00 |
0.618 |
11,130.46 |
HIGH |
11,022.80 |
0.618 |
10,956.26 |
0.500 |
10,935.70 |
0.382 |
10,915.14 |
LOW |
10,848.60 |
0.618 |
10,740.94 |
1.000 |
10,674.40 |
1.618 |
10,566.74 |
2.618 |
10,392.54 |
4.250 |
10,108.25 |
|
|
Fisher Pivots for day following 02-Feb-2001 |
Pivot |
1 day |
3 day |
R1 |
10,935.70 |
10,927.70 |
PP |
10,911.83 |
10,906.50 |
S1 |
10,887.97 |
10,885.30 |
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