Trading Metrics calculated at close of trading on 02-Jan-2001 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Dec-2000 |
02-Jan-2001 |
Change |
Change % |
Previous Week |
Open |
2,465.37 |
2,341.28 |
-124.09 |
-5.0% |
2,435.51 |
High |
2,491.25 |
2,347.70 |
-143.55 |
-5.8% |
2,505.65 |
Low |
2,328.86 |
2,105.49 |
-223.37 |
-9.6% |
2,328.86 |
Close |
2,341.70 |
2,128.78 |
-212.92 |
-9.1% |
2,341.70 |
Range |
162.39 |
242.21 |
79.82 |
49.2% |
176.79 |
ATR |
158.63 |
164.60 |
5.97 |
3.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 02-Jan-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,920.62 |
2,766.91 |
2,262.00 |
|
R3 |
2,678.41 |
2,524.70 |
2,195.39 |
|
R2 |
2,436.20 |
2,436.20 |
2,173.19 |
|
R1 |
2,282.49 |
2,282.49 |
2,150.98 |
2,238.24 |
PP |
2,193.99 |
2,193.99 |
2,193.99 |
2,171.87 |
S1 |
2,040.28 |
2,040.28 |
2,106.58 |
1,996.03 |
S2 |
1,951.78 |
1,951.78 |
2,084.37 |
|
S3 |
1,709.57 |
1,798.07 |
2,062.17 |
|
S4 |
1,467.36 |
1,555.86 |
1,995.56 |
|
|
Weekly Pivots for week ending 29-Dec-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,922.44 |
2,808.86 |
2,438.93 |
|
R3 |
2,745.65 |
2,632.07 |
2,390.32 |
|
R2 |
2,568.86 |
2,568.86 |
2,374.11 |
|
R1 |
2,455.28 |
2,455.28 |
2,357.91 |
2,423.68 |
PP |
2,392.07 |
2,392.07 |
2,392.07 |
2,376.27 |
S1 |
2,278.49 |
2,278.49 |
2,325.49 |
2,246.89 |
S2 |
2,215.28 |
2,215.28 |
2,309.29 |
|
S3 |
2,038.49 |
2,101.70 |
2,293.08 |
|
S4 |
1,861.70 |
1,924.91 |
2,244.47 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
2,505.65 |
2,105.49 |
400.16 |
18.8% |
148.16 |
7.0% |
6% |
False |
True |
|
10 |
2,639.00 |
2,105.49 |
533.51 |
25.1% |
155.14 |
7.3% |
4% |
False |
True |
|
20 |
2,990.83 |
2,105.49 |
885.34 |
41.6% |
150.32 |
7.1% |
3% |
False |
True |
|
40 |
3,369.47 |
2,105.49 |
1,263.98 |
59.4% |
144.86 |
6.8% |
2% |
False |
True |
|
60 |
3,514.96 |
2,105.49 |
1,409.47 |
66.2% |
153.59 |
7.2% |
2% |
False |
True |
|
80 |
3,949.15 |
2,105.49 |
1,843.66 |
86.6% |
152.40 |
7.2% |
1% |
False |
True |
|
100 |
4,147.19 |
2,105.49 |
2,041.70 |
95.9% |
140.40 |
6.6% |
1% |
False |
True |
|
120 |
4,147.19 |
2,105.49 |
2,041.70 |
95.9% |
139.09 |
6.5% |
1% |
False |
True |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,377.09 |
2.618 |
2,981.81 |
1.618 |
2,739.60 |
1.000 |
2,589.91 |
0.618 |
2,497.39 |
HIGH |
2,347.70 |
0.618 |
2,255.18 |
0.500 |
2,226.60 |
0.382 |
2,198.01 |
LOW |
2,105.49 |
0.618 |
1,955.80 |
1.000 |
1,863.28 |
1.618 |
1,713.59 |
2.618 |
1,471.38 |
4.250 |
1,076.10 |
|
|
Fisher Pivots for day following 02-Jan-2001 |
Pivot |
1 day |
3 day |
R1 |
2,226.60 |
2,305.57 |
PP |
2,193.99 |
2,246.64 |
S1 |
2,161.39 |
2,187.71 |
|