Trading Metrics calculated at close of trading on 04-Jan-2001 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jan-2001 |
04-Jan-2001 |
Change |
Change % |
Previous Week |
Open |
2,087.32 |
2,485.52 |
398.20 |
19.1% |
2,435.51 |
High |
2,530.53 |
2,547.04 |
16.51 |
0.7% |
2,505.65 |
Low |
2,087.32 |
2,432.04 |
344.72 |
16.5% |
2,328.86 |
Close |
2,528.38 |
2,460.04 |
-68.34 |
-2.7% |
2,341.70 |
Range |
443.21 |
115.00 |
-328.21 |
-74.1% |
176.79 |
ATR |
184.50 |
179.53 |
-4.96 |
-2.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 04-Jan-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,824.71 |
2,757.37 |
2,523.29 |
|
R3 |
2,709.71 |
2,642.37 |
2,491.67 |
|
R2 |
2,594.71 |
2,594.71 |
2,481.12 |
|
R1 |
2,527.37 |
2,527.37 |
2,470.58 |
2,503.54 |
PP |
2,479.71 |
2,479.71 |
2,479.71 |
2,467.79 |
S1 |
2,412.37 |
2,412.37 |
2,449.50 |
2,388.54 |
S2 |
2,364.71 |
2,364.71 |
2,438.96 |
|
S3 |
2,249.71 |
2,297.37 |
2,428.42 |
|
S4 |
2,134.71 |
2,182.37 |
2,396.79 |
|
|
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 |
2,547.04 |
2,087.32 |
459.72 |
18.7% |
209.62 |
8.5% |
81% |
True |
False |
|
10 |
2,547.04 |
2,087.32 |
459.72 |
18.7% |
174.43 |
7.1% |
81% |
True |
False |
|
20 |
2,990.83 |
2,087.32 |
903.51 |
36.7% |
160.30 |
6.5% |
41% |
False |
False |
|
40 |
3,304.38 |
2,087.32 |
1,217.06 |
49.5% |
154.60 |
6.3% |
31% |
False |
False |
|
60 |
3,514.96 |
2,087.32 |
1,427.64 |
58.0% |
156.56 |
6.4% |
26% |
False |
False |
|
80 |
3,834.51 |
2,087.32 |
1,747.19 |
71.0% |
155.63 |
6.3% |
21% |
False |
False |
|
100 |
4,147.19 |
2,087.32 |
2,059.87 |
83.7% |
143.78 |
5.8% |
18% |
False |
False |
|
120 |
4,147.19 |
2,087.32 |
2,059.87 |
83.7% |
142.23 |
5.8% |
18% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,035.79 |
2.618 |
2,848.11 |
1.618 |
2,733.11 |
1.000 |
2,662.04 |
0.618 |
2,618.11 |
HIGH |
2,547.04 |
0.618 |
2,503.11 |
0.500 |
2,489.54 |
0.382 |
2,475.97 |
LOW |
2,432.04 |
0.618 |
2,360.97 |
1.000 |
2,317.04 |
1.618 |
2,245.97 |
2.618 |
2,130.97 |
4.250 |
1,943.29 |
|
|
Fisher Pivots for day following 04-Jan-2001 |
Pivot |
1 day |
3 day |
R1 |
2,489.54 |
2,412.42 |
PP |
2,479.71 |
2,364.80 |
S1 |
2,469.87 |
2,317.18 |
|