Trading Metrics calculated at close of trading on 05-Feb-2002 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Feb-2002 |
05-Feb-2002 |
Change |
Change % |
Previous Week |
Open |
9,905.46 |
9,684.74 |
-220.72 |
-2.2% |
9,843.05 |
High |
9,905.46 |
9,773.72 |
-131.74 |
-1.3% |
9,943.94 |
Low |
9,677.54 |
9,603.99 |
-73.55 |
-0.8% |
9,529.46 |
Close |
9,687.09 |
9,685.43 |
-1.66 |
0.0% |
9,907.26 |
Range |
227.92 |
169.73 |
-58.19 |
-25.5% |
414.48 |
ATR |
146.72 |
148.36 |
1.64 |
1.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 05-Feb-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,196.90 |
10,110.90 |
9,778.78 |
|
R3 |
10,027.17 |
9,941.17 |
9,732.11 |
|
R2 |
9,857.44 |
9,857.44 |
9,716.55 |
|
R1 |
9,771.44 |
9,771.44 |
9,700.99 |
9,814.44 |
PP |
9,687.71 |
9,687.71 |
9,687.71 |
9,709.22 |
S1 |
9,601.71 |
9,601.71 |
9,669.87 |
9,644.71 |
S2 |
9,517.98 |
9,517.98 |
9,654.31 |
|
S3 |
9,348.25 |
9,431.98 |
9,638.75 |
|
S4 |
9,178.52 |
9,262.25 |
9,592.08 |
|
|
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% |
177.26 |
1.8% |
38% |
False |
False |
|
10 |
9,943.94 |
9,529.46 |
414.48 |
4.3% |
163.22 |
1.7% |
38% |
False |
False |
|
20 |
10,270.90 |
9,529.46 |
741.44 |
7.7% |
145.63 |
1.5% |
21% |
False |
False |
|
40 |
10,300.20 |
9,529.46 |
770.74 |
8.0% |
129.81 |
1.3% |
20% |
False |
False |
|
60 |
10,300.20 |
9,408.58 |
891.62 |
9.2% |
131.45 |
1.4% |
31% |
False |
False |
|
80 |
10,300.20 |
9,014.46 |
1,285.74 |
13.3% |
143.41 |
1.5% |
52% |
False |
False |
|
100 |
10,300.20 |
8,062.34 |
2,237.86 |
23.1% |
165.31 |
1.7% |
73% |
False |
False |
|
120 |
10,478.80 |
8,062.34 |
2,416.46 |
24.9% |
164.85 |
1.7% |
67% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,495.07 |
2.618 |
10,218.07 |
1.618 |
10,048.34 |
1.000 |
9,943.45 |
0.618 |
9,878.61 |
HIGH |
9,773.72 |
0.618 |
9,708.88 |
0.500 |
9,688.86 |
0.382 |
9,668.83 |
LOW |
9,603.99 |
0.618 |
9,499.10 |
1.000 |
9,434.26 |
1.618 |
9,329.37 |
2.618 |
9,159.64 |
4.250 |
8,882.64 |
|
|
Fisher Pivots for day following 05-Feb-2002 |
Pivot |
1 day |
3 day |
R1 |
9,688.86 |
9,773.97 |
PP |
9,687.71 |
9,744.45 |
S1 |
9,686.57 |
9,714.94 |
|