Trading Metrics calculated at close of trading on 05-Jan-2001 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jan-2001 |
05-Jan-2001 |
Change |
Change % |
Previous Week |
Open |
2,485.52 |
2,460.81 |
-24.71 |
-1.0% |
2,341.28 |
High |
2,547.04 |
2,463.48 |
-83.56 |
-3.3% |
2,547.04 |
Low |
2,432.04 |
2,252.36 |
-179.68 |
-7.4% |
2,087.32 |
Close |
2,460.04 |
2,267.85 |
-192.19 |
-7.8% |
2,267.85 |
Range |
115.00 |
211.12 |
96.12 |
83.6% |
459.72 |
ATR |
179.53 |
181.79 |
2.26 |
1.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 05-Jan-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,961.26 |
2,825.67 |
2,383.97 |
|
R3 |
2,750.14 |
2,614.55 |
2,325.91 |
|
R2 |
2,539.02 |
2,539.02 |
2,306.56 |
|
R1 |
2,403.43 |
2,403.43 |
2,287.20 |
2,365.67 |
PP |
2,327.90 |
2,327.90 |
2,327.90 |
2,309.01 |
S1 |
2,192.31 |
2,192.31 |
2,248.50 |
2,154.55 |
S2 |
2,116.78 |
2,116.78 |
2,229.14 |
|
S3 |
1,905.66 |
1,981.19 |
2,209.79 |
|
S4 |
1,694.54 |
1,770.07 |
2,151.73 |
|
|
Weekly Pivots for week ending 05-Jan-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,679.90 |
3,433.59 |
2,520.70 |
|
R3 |
3,220.18 |
2,973.87 |
2,394.27 |
|
R2 |
2,760.46 |
2,760.46 |
2,352.13 |
|
R1 |
2,514.15 |
2,514.15 |
2,309.99 |
2,407.45 |
PP |
2,300.74 |
2,300.74 |
2,300.74 |
2,247.38 |
S1 |
2,054.43 |
2,054.43 |
2,225.71 |
1,947.73 |
S2 |
1,841.02 |
1,841.02 |
2,183.57 |
|
S3 |
1,381.30 |
1,594.71 |
2,141.43 |
|
S4 |
921.58 |
1,134.99 |
2,015.00 |
|
|
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 |
20.3% |
234.79 |
10.4% |
39% |
False |
False |
|
10 |
2,547.04 |
2,087.32 |
459.72 |
20.3% |
181.67 |
8.0% |
39% |
False |
False |
|
20 |
2,990.83 |
2,087.32 |
903.51 |
39.8% |
162.37 |
7.2% |
20% |
False |
False |
|
40 |
3,296.30 |
2,087.32 |
1,208.98 |
53.3% |
157.70 |
7.0% |
15% |
False |
False |
|
60 |
3,514.96 |
2,087.32 |
1,427.64 |
63.0% |
157.39 |
6.9% |
13% |
False |
False |
|
80 |
3,834.51 |
2,087.32 |
1,747.19 |
77.0% |
156.43 |
6.9% |
10% |
False |
False |
|
100 |
4,147.19 |
2,087.32 |
2,059.87 |
90.8% |
144.85 |
6.4% |
9% |
False |
False |
|
120 |
4,147.19 |
2,087.32 |
2,059.87 |
90.8% |
143.31 |
6.3% |
9% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,360.74 |
2.618 |
3,016.19 |
1.618 |
2,805.07 |
1.000 |
2,674.60 |
0.618 |
2,593.95 |
HIGH |
2,463.48 |
0.618 |
2,382.83 |
0.500 |
2,357.92 |
0.382 |
2,333.01 |
LOW |
2,252.36 |
0.618 |
2,121.89 |
1.000 |
2,041.24 |
1.618 |
1,910.77 |
2.618 |
1,699.65 |
4.250 |
1,355.10 |
|
|
Fisher Pivots for day following 05-Jan-2001 |
Pivot |
1 day |
3 day |
R1 |
2,357.92 |
2,317.18 |
PP |
2,327.90 |
2,300.74 |
S1 |
2,297.87 |
2,284.29 |
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