Trading Metrics calculated at close of trading on 07-Feb-2001 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Feb-2001 |
07-Feb-2001 |
Change |
Change % |
Previous Week |
Open |
10,971.20 |
10,938.20 |
-33.00 |
-0.3% |
10,632.90 |
High |
11,035.10 |
11,004.00 |
-31.10 |
-0.3% |
11,022.80 |
Low |
10,932.20 |
10,911.30 |
-20.90 |
-0.2% |
10,612.50 |
Close |
10,957.40 |
10,946.70 |
-10.70 |
-0.1% |
10,864.10 |
Range |
102.90 |
92.70 |
-10.20 |
-9.9% |
410.30 |
ATR |
151.17 |
146.99 |
-4.18 |
-2.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 07-Feb-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,232.10 |
11,182.10 |
10,997.69 |
|
R3 |
11,139.40 |
11,089.40 |
10,972.19 |
|
R2 |
11,046.70 |
11,046.70 |
10,963.70 |
|
R1 |
10,996.70 |
10,996.70 |
10,955.20 |
11,021.70 |
PP |
10,954.00 |
10,954.00 |
10,954.00 |
10,966.50 |
S1 |
10,904.00 |
10,904.00 |
10,938.20 |
10,929.00 |
S2 |
10,861.30 |
10,861.30 |
10,929.71 |
|
S3 |
10,768.60 |
10,811.30 |
10,921.21 |
|
S4 |
10,675.90 |
10,718.60 |
10,895.72 |
|
|
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 |
10,848.60 |
186.50 |
1.7% |
123.14 |
1.1% |
53% |
False |
False |
|
10 |
11,035.10 |
10,612.50 |
422.60 |
3.9% |
133.42 |
1.2% |
79% |
False |
False |
|
20 |
11,035.10 |
10,468.00 |
567.10 |
5.2% |
134.32 |
1.2% |
84% |
False |
False |
|
40 |
11,035.10 |
10,299.20 |
735.90 |
6.7% |
164.80 |
1.5% |
88% |
False |
False |
|
60 |
11,035.10 |
10,292.40 |
742.70 |
6.8% |
172.98 |
1.6% |
88% |
False |
False |
|
80 |
11,035.10 |
9,654.64 |
1,380.46 |
12.6% |
175.05 |
1.6% |
94% |
False |
False |
|
100 |
11,110.00 |
9,654.64 |
1,455.36 |
13.3% |
174.81 |
1.6% |
89% |
False |
False |
|
120 |
11,401.20 |
9,654.64 |
1,746.56 |
16.0% |
163.79 |
1.5% |
74% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,397.98 |
2.618 |
11,246.69 |
1.618 |
11,153.99 |
1.000 |
11,096.70 |
0.618 |
11,061.29 |
HIGH |
11,004.00 |
0.618 |
10,968.59 |
0.500 |
10,957.65 |
0.382 |
10,946.71 |
LOW |
10,911.30 |
0.618 |
10,854.01 |
1.000 |
10,818.60 |
1.618 |
10,761.31 |
2.618 |
10,668.61 |
4.250 |
10,517.33 |
|
|
Fisher Pivots for day following 07-Feb-2001 |
Pivot |
1 day |
3 day |
R1 |
10,957.65 |
10,945.55 |
PP |
10,954.00 |
10,944.40 |
S1 |
10,950.35 |
10,943.25 |
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