| Trading Metrics calculated at close of trading on 07-Feb-2002 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Feb-2002 |
07-Feb-2002 |
Change |
Change % |
Previous Week |
| Open |
9,682.04 |
9,650.97 |
-31.07 |
-0.3% |
9,843.05 |
| High |
9,733.10 |
9,743.05 |
9.95 |
0.1% |
9,943.94 |
| Low |
9,608.21 |
9,624.12 |
15.91 |
0.2% |
9,529.46 |
| Close |
9,653.39 |
9,625.44 |
-27.95 |
-0.3% |
9,907.26 |
| Range |
124.89 |
118.93 |
-5.96 |
-4.8% |
414.48 |
| ATR |
146.69 |
144.70 |
-1.98 |
-1.4% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 07-Feb-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,020.99 |
9,942.15 |
9,690.85 |
|
| R3 |
9,902.06 |
9,823.22 |
9,658.15 |
|
| R2 |
9,783.13 |
9,783.13 |
9,647.24 |
|
| R1 |
9,704.29 |
9,704.29 |
9,636.34 |
9,684.25 |
| PP |
9,664.20 |
9,664.20 |
9,664.20 |
9,654.18 |
| S1 |
9,585.36 |
9,585.36 |
9,614.54 |
9,565.32 |
| S2 |
9,545.27 |
9,545.27 |
9,603.64 |
|
| S3 |
9,426.34 |
9,466.43 |
9,592.73 |
|
| S4 |
9,307.41 |
9,347.50 |
9,560.03 |
|
|
| 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 |
9,603.99 |
339.95 |
3.5% |
144.94 |
1.5% |
6% |
False |
False |
|
| 10 |
9,943.94 |
9,529.46 |
414.48 |
4.3% |
166.04 |
1.7% |
23% |
False |
False |
|
| 20 |
10,101.80 |
9,529.46 |
572.34 |
5.9% |
143.26 |
1.5% |
17% |
False |
False |
|
| 40 |
10,300.20 |
9,529.46 |
770.74 |
8.0% |
129.63 |
1.3% |
12% |
False |
False |
|
| 60 |
10,300.20 |
9,408.58 |
891.62 |
9.3% |
130.95 |
1.4% |
24% |
False |
False |
|
| 80 |
10,300.20 |
9,014.46 |
1,285.74 |
13.4% |
141.40 |
1.5% |
48% |
False |
False |
|
| 100 |
10,300.20 |
8,062.34 |
2,237.86 |
23.2% |
163.12 |
1.7% |
70% |
False |
False |
|
| 120 |
10,478.80 |
8,062.34 |
2,416.46 |
25.1% |
164.03 |
1.7% |
65% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,248.50 |
|
2.618 |
10,054.41 |
|
1.618 |
9,935.48 |
|
1.000 |
9,861.98 |
|
0.618 |
9,816.55 |
|
HIGH |
9,743.05 |
|
0.618 |
9,697.62 |
|
0.500 |
9,683.59 |
|
0.382 |
9,669.55 |
|
LOW |
9,624.12 |
|
0.618 |
9,550.62 |
|
1.000 |
9,505.19 |
|
1.618 |
9,431.69 |
|
2.618 |
9,312.76 |
|
4.250 |
9,118.67 |
|
|
| Fisher Pivots for day following 07-Feb-2002 |
| Pivot |
1 day |
3 day |
| R1 |
9,683.59 |
9,688.86 |
| PP |
9,664.20 |
9,667.72 |
| S1 |
9,644.82 |
9,646.58 |
|