Trading Metrics calculated at close of trading on 03-Jan-2001 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jan-2001 |
03-Jan-2001 |
Change |
Change % |
Previous Week |
Open |
2,341.28 |
2,087.32 |
-253.96 |
-10.8% |
2,435.51 |
High |
2,347.70 |
2,530.53 |
182.83 |
7.8% |
2,505.65 |
Low |
2,105.49 |
2,087.32 |
-18.17 |
-0.9% |
2,328.86 |
Close |
2,128.78 |
2,528.38 |
399.60 |
18.8% |
2,341.70 |
Range |
242.21 |
443.21 |
201.00 |
83.0% |
176.79 |
ATR |
164.60 |
184.50 |
19.90 |
12.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 03-Jan-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,711.71 |
3,563.25 |
2,772.15 |
|
R3 |
3,268.50 |
3,120.04 |
2,650.26 |
|
R2 |
2,825.29 |
2,825.29 |
2,609.64 |
|
R1 |
2,676.83 |
2,676.83 |
2,569.01 |
2,751.06 |
PP |
2,382.08 |
2,382.08 |
2,382.08 |
2,419.19 |
S1 |
2,233.62 |
2,233.62 |
2,487.75 |
2,307.85 |
S2 |
1,938.87 |
1,938.87 |
2,447.12 |
|
S3 |
1,495.66 |
1,790.41 |
2,406.50 |
|
S4 |
1,052.45 |
1,347.20 |
2,284.61 |
|
|
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 |
2,530.53 |
2,087.32 |
443.21 |
17.5% |
207.86 |
8.2% |
100% |
True |
True |
|
10 |
2,635.22 |
2,087.32 |
547.90 |
21.7% |
186.67 |
7.4% |
81% |
False |
True |
|
20 |
2,990.83 |
2,087.32 |
903.51 |
35.7% |
165.52 |
6.5% |
49% |
False |
True |
|
40 |
3,369.47 |
2,087.32 |
1,282.15 |
50.7% |
153.81 |
6.1% |
34% |
False |
True |
|
60 |
3,514.96 |
2,087.32 |
1,427.64 |
56.5% |
157.55 |
6.2% |
31% |
False |
True |
|
80 |
3,852.45 |
2,087.32 |
1,765.13 |
69.8% |
156.22 |
6.2% |
25% |
False |
True |
|
100 |
4,147.19 |
2,087.32 |
2,059.87 |
81.5% |
143.87 |
5.7% |
21% |
False |
True |
|
120 |
4,147.19 |
2,087.32 |
2,059.87 |
81.5% |
142.02 |
5.6% |
21% |
False |
True |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,414.17 |
2.618 |
3,690.85 |
1.618 |
3,247.64 |
1.000 |
2,973.74 |
0.618 |
2,804.43 |
HIGH |
2,530.53 |
0.618 |
2,361.22 |
0.500 |
2,308.93 |
0.382 |
2,256.63 |
LOW |
2,087.32 |
0.618 |
1,813.42 |
1.000 |
1,644.11 |
1.618 |
1,370.21 |
2.618 |
927.00 |
4.250 |
203.68 |
|
|
Fisher Pivots for day following 03-Jan-2001 |
Pivot |
1 day |
3 day |
R1 |
2,455.23 |
2,455.23 |
PP |
2,382.08 |
2,382.08 |
S1 |
2,308.93 |
2,308.93 |
|