Trading Metrics calculated at close of trading on 04-Feb-2002 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Feb-2002 |
04-Feb-2002 |
Change |
Change % |
Previous Week |
Open |
9,923.04 |
9,905.46 |
-17.58 |
-0.2% |
9,843.05 |
High |
9,943.94 |
9,905.46 |
-38.48 |
-0.4% |
9,943.94 |
Low |
9,860.69 |
9,677.54 |
-183.15 |
-1.9% |
9,529.46 |
Close |
9,907.26 |
9,687.09 |
-220.17 |
-2.2% |
9,907.26 |
Range |
83.25 |
227.92 |
144.67 |
173.8% |
414.48 |
ATR |
140.34 |
146.72 |
6.38 |
4.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 04-Feb-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,440.46 |
10,291.69 |
9,812.45 |
|
R3 |
10,212.54 |
10,063.77 |
9,749.77 |
|
R2 |
9,984.62 |
9,984.62 |
9,728.88 |
|
R1 |
9,835.85 |
9,835.85 |
9,707.98 |
9,796.28 |
PP |
9,756.70 |
9,756.70 |
9,756.70 |
9,736.91 |
S1 |
9,607.93 |
9,607.93 |
9,666.20 |
9,568.36 |
S2 |
9,528.78 |
9,528.78 |
9,645.30 |
|
S3 |
9,300.86 |
9,380.01 |
9,624.41 |
|
S4 |
9,072.94 |
9,152.09 |
9,561.73 |
|
|
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 |
4.3% |
201.62 |
2.1% |
38% |
False |
False |
|
10 |
9,943.94 |
9,529.46 |
414.48 |
4.3% |
160.87 |
1.7% |
38% |
False |
False |
|
20 |
10,300.20 |
9,529.46 |
770.74 |
8.0% |
142.75 |
1.5% |
20% |
False |
False |
|
40 |
10,300.20 |
9,529.46 |
770.74 |
8.0% |
127.81 |
1.3% |
20% |
False |
False |
|
60 |
10,300.20 |
9,408.58 |
891.62 |
9.2% |
130.65 |
1.3% |
31% |
False |
False |
|
80 |
10,300.20 |
9,000.14 |
1,300.06 |
13.4% |
144.45 |
1.5% |
53% |
False |
False |
|
100 |
10,300.20 |
8,062.34 |
2,237.86 |
23.1% |
165.63 |
1.7% |
73% |
False |
False |
|
120 |
10,479.60 |
8,062.34 |
2,417.26 |
25.0% |
165.20 |
1.7% |
67% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,874.12 |
2.618 |
10,502.15 |
1.618 |
10,274.23 |
1.000 |
10,133.38 |
0.618 |
10,046.31 |
HIGH |
9,905.46 |
0.618 |
9,818.39 |
0.500 |
9,791.50 |
0.382 |
9,764.61 |
LOW |
9,677.54 |
0.618 |
9,536.69 |
1.000 |
9,449.62 |
1.618 |
9,308.77 |
2.618 |
9,080.85 |
4.250 |
8,708.88 |
|
|
Fisher Pivots for day following 04-Feb-2002 |
Pivot |
1 day |
3 day |
R1 |
9,791.50 |
9,810.74 |
PP |
9,756.70 |
9,769.52 |
S1 |
9,721.89 |
9,728.31 |
|