Trading Metrics calculated at close of trading on 06-Feb-2001 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Feb-2001 |
06-Feb-2001 |
Change |
Change % |
Previous Week |
Open |
10,849.20 |
10,971.20 |
122.00 |
1.1% |
10,632.90 |
High |
10,977.70 |
11,035.10 |
57.40 |
0.5% |
11,022.80 |
Low |
10,851.40 |
10,932.20 |
80.80 |
0.7% |
10,612.50 |
Close |
10,965.90 |
10,957.40 |
-8.50 |
-0.1% |
10,864.10 |
Range |
126.30 |
102.90 |
-23.40 |
-18.5% |
410.30 |
ATR |
154.88 |
151.17 |
-3.71 |
-2.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 06-Feb-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,283.60 |
11,223.40 |
11,014.00 |
|
R3 |
11,180.70 |
11,120.50 |
10,985.70 |
|
R2 |
11,077.80 |
11,077.80 |
10,976.27 |
|
R1 |
11,017.60 |
11,017.60 |
10,966.83 |
10,996.25 |
PP |
10,974.90 |
10,974.90 |
10,974.90 |
10,964.23 |
S1 |
10,914.70 |
10,914.70 |
10,947.97 |
10,893.35 |
S2 |
10,872.00 |
10,872.00 |
10,938.54 |
|
S3 |
10,769.10 |
10,811.80 |
10,929.10 |
|
S4 |
10,666.20 |
10,708.90 |
10,900.81 |
|
|
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 |
11,035.10 |
10,832.60 |
202.50 |
1.8% |
129.58 |
1.2% |
62% |
True |
False |
|
10 |
11,035.10 |
10,612.50 |
422.60 |
3.9% |
130.21 |
1.2% |
82% |
True |
False |
|
20 |
11,035.10 |
10,468.00 |
567.10 |
5.2% |
137.17 |
1.3% |
86% |
True |
False |
|
40 |
11,035.10 |
10,299.20 |
735.90 |
6.7% |
166.77 |
1.5% |
89% |
True |
False |
|
60 |
11,035.10 |
10,292.40 |
742.70 |
6.8% |
176.16 |
1.6% |
90% |
True |
False |
|
80 |
11,035.10 |
9,654.64 |
1,380.46 |
12.6% |
179.35 |
1.6% |
94% |
True |
False |
|
100 |
11,208.10 |
9,654.64 |
1,553.46 |
14.2% |
175.27 |
1.6% |
84% |
False |
False |
|
120 |
11,401.20 |
9,654.64 |
1,746.56 |
15.9% |
164.08 |
1.5% |
75% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,472.43 |
2.618 |
11,304.49 |
1.618 |
11,201.59 |
1.000 |
11,138.00 |
0.618 |
11,098.69 |
HIGH |
11,035.10 |
0.618 |
10,995.79 |
0.500 |
10,983.65 |
0.382 |
10,971.51 |
LOW |
10,932.20 |
0.618 |
10,868.61 |
1.000 |
10,829.30 |
1.618 |
10,765.71 |
2.618 |
10,662.81 |
4.250 |
10,494.88 |
|
|
Fisher Pivots for day following 06-Feb-2001 |
Pivot |
1 day |
3 day |
R1 |
10,983.65 |
10,952.22 |
PP |
10,974.90 |
10,947.03 |
S1 |
10,966.15 |
10,941.85 |
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