Trading Metrics calculated at close of trading on 09-Feb-2001 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Feb-2001 |
09-Feb-2001 |
Change |
Change % |
Previous Week |
Open |
10,956.30 |
10,887.00 |
-69.30 |
-0.6% |
10,849.20 |
High |
10,965.20 |
10,889.20 |
-76.00 |
-0.7% |
11,035.10 |
Low |
10,871.50 |
10,755.00 |
-116.50 |
-1.1% |
10,755.00 |
Close |
10,880.50 |
10,781.50 |
-99.00 |
-0.9% |
10,781.50 |
Range |
93.70 |
134.20 |
40.50 |
43.2% |
280.10 |
ATR |
143.18 |
142.54 |
-0.64 |
-0.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 09-Feb-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,211.17 |
11,130.53 |
10,855.31 |
|
R3 |
11,076.97 |
10,996.33 |
10,818.41 |
|
R2 |
10,942.77 |
10,942.77 |
10,806.10 |
|
R1 |
10,862.13 |
10,862.13 |
10,793.80 |
10,835.35 |
PP |
10,808.57 |
10,808.57 |
10,808.57 |
10,795.18 |
S1 |
10,727.93 |
10,727.93 |
10,769.20 |
10,701.15 |
S2 |
10,674.37 |
10,674.37 |
10,756.90 |
|
S3 |
10,540.17 |
10,593.73 |
10,744.60 |
|
S4 |
10,405.97 |
10,459.53 |
10,707.69 |
|
|
Weekly Pivots for week ending 09-Feb-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,697.50 |
11,519.60 |
10,935.56 |
|
R3 |
11,417.40 |
11,239.50 |
10,858.53 |
|
R2 |
11,137.30 |
11,137.30 |
10,832.85 |
|
R1 |
10,959.40 |
10,959.40 |
10,807.18 |
10,908.30 |
PP |
10,857.20 |
10,857.20 |
10,857.20 |
10,831.65 |
S1 |
10,679.30 |
10,679.30 |
10,755.82 |
10,628.20 |
S2 |
10,577.10 |
10,577.10 |
10,730.15 |
|
S3 |
10,297.00 |
10,399.20 |
10,704.47 |
|
S4 |
10,016.90 |
10,119.10 |
10,627.45 |
|
|
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 |
10,755.00 |
280.10 |
2.6% |
109.96 |
1.0% |
9% |
False |
True |
|
10 |
11,035.10 |
10,612.50 |
422.60 |
3.9% |
129.89 |
1.2% |
40% |
False |
False |
|
20 |
11,035.10 |
10,468.00 |
567.10 |
5.3% |
134.49 |
1.2% |
55% |
False |
False |
|
40 |
11,035.10 |
10,299.20 |
735.90 |
6.8% |
163.63 |
1.5% |
66% |
False |
False |
|
60 |
11,035.10 |
10,292.40 |
742.70 |
6.9% |
169.49 |
1.6% |
66% |
False |
False |
|
80 |
11,035.10 |
9,654.64 |
1,380.46 |
12.8% |
174.29 |
1.6% |
82% |
False |
False |
|
100 |
11,035.10 |
9,654.64 |
1,380.46 |
12.8% |
173.78 |
1.6% |
82% |
False |
False |
|
120 |
11,401.20 |
9,654.64 |
1,746.56 |
16.2% |
164.16 |
1.5% |
65% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,459.55 |
2.618 |
11,240.54 |
1.618 |
11,106.34 |
1.000 |
11,023.40 |
0.618 |
10,972.14 |
HIGH |
10,889.20 |
0.618 |
10,837.94 |
0.500 |
10,822.10 |
0.382 |
10,806.26 |
LOW |
10,755.00 |
0.618 |
10,672.06 |
1.000 |
10,620.80 |
1.618 |
10,537.86 |
2.618 |
10,403.66 |
4.250 |
10,184.65 |
|
|
Fisher Pivots for day following 09-Feb-2001 |
Pivot |
1 day |
3 day |
R1 |
10,822.10 |
10,879.50 |
PP |
10,808.57 |
10,846.83 |
S1 |
10,795.03 |
10,814.17 |
|