| Trading Metrics calculated at close of trading on 01-Feb-2002 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jan-2002 |
01-Feb-2002 |
Change |
Change % |
Previous Week |
| Open |
9,763.20 |
9,923.04 |
159.84 |
1.6% |
9,843.05 |
| High |
9,922.49 |
9,943.94 |
21.45 |
0.2% |
9,943.94 |
| Low |
9,763.20 |
9,860.69 |
97.49 |
1.0% |
9,529.46 |
| Close |
9,920.00 |
9,907.26 |
-12.74 |
-0.1% |
9,907.26 |
| Range |
159.29 |
83.25 |
-76.04 |
-47.7% |
414.48 |
| ATR |
144.73 |
140.34 |
-4.39 |
-3.0% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 01-Feb-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,153.71 |
10,113.74 |
9,953.05 |
|
| R3 |
10,070.46 |
10,030.49 |
9,930.15 |
|
| R2 |
9,987.21 |
9,987.21 |
9,922.52 |
|
| R1 |
9,947.24 |
9,947.24 |
9,914.89 |
9,925.60 |
| PP |
9,903.96 |
9,903.96 |
9,903.96 |
9,893.15 |
| S1 |
9,863.99 |
9,863.99 |
9,899.63 |
9,842.35 |
| S2 |
9,820.71 |
9,820.71 |
9,892.00 |
|
| S3 |
9,737.46 |
9,780.74 |
9,884.37 |
|
| S4 |
9,654.21 |
9,697.49 |
9,861.47 |
|
|
| Weekly Pivots for week ending 01-Feb-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,036.99 |
10,886.61 |
10,135.22 |
|
| R3 |
10,622.51 |
10,472.13 |
10,021.24 |
|
| R2 |
10,208.03 |
10,208.03 |
9,983.25 |
|
| R1 |
10,057.65 |
10,057.65 |
9,945.25 |
10,132.84 |
| PP |
9,793.55 |
9,793.55 |
9,793.55 |
9,831.15 |
| S1 |
9,643.17 |
9,643.17 |
9,869.27 |
9,718.36 |
| S2 |
9,379.07 |
9,379.07 |
9,831.27 |
|
| S3 |
8,964.59 |
9,228.69 |
9,793.28 |
|
| S4 |
8,550.11 |
8,814.21 |
9,679.30 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
9,943.94 |
9,529.46 |
414.48 |
4.2% |
175.23 |
1.8% |
91% |
True |
False |
|
| 10 |
9,943.94 |
9,529.46 |
414.48 |
4.2% |
147.33 |
1.5% |
91% |
True |
False |
|
| 20 |
10,300.20 |
9,529.46 |
770.74 |
7.8% |
136.80 |
1.4% |
49% |
False |
False |
|
| 40 |
10,300.20 |
9,529.46 |
770.74 |
7.8% |
128.38 |
1.3% |
49% |
False |
False |
|
| 60 |
10,300.20 |
9,386.51 |
913.69 |
9.2% |
130.42 |
1.3% |
57% |
False |
False |
|
| 80 |
10,300.20 |
9,000.14 |
1,300.06 |
13.1% |
142.64 |
1.4% |
70% |
False |
False |
|
| 100 |
10,300.20 |
8,062.34 |
2,237.86 |
22.6% |
165.16 |
1.7% |
82% |
False |
False |
|
| 120 |
10,479.60 |
8,062.34 |
2,417.26 |
24.4% |
164.11 |
1.7% |
76% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,297.75 |
|
2.618 |
10,161.89 |
|
1.618 |
10,078.64 |
|
1.000 |
10,027.19 |
|
0.618 |
9,995.39 |
|
HIGH |
9,943.94 |
|
0.618 |
9,912.14 |
|
0.500 |
9,902.32 |
|
0.382 |
9,892.49 |
|
LOW |
9,860.69 |
|
0.618 |
9,809.24 |
|
1.000 |
9,777.44 |
|
1.618 |
9,725.99 |
|
2.618 |
9,642.74 |
|
4.250 |
9,506.88 |
|
|
| Fisher Pivots for day following 01-Feb-2002 |
| Pivot |
1 day |
3 day |
| R1 |
9,905.61 |
9,850.41 |
| PP |
9,903.96 |
9,793.55 |
| S1 |
9,902.32 |
9,736.70 |
|