| Trading Metrics calculated at close of trading on 08-Jan-2001 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jan-2001 |
08-Jan-2001 |
Change |
Change % |
Previous Week |
| Open |
2,460.81 |
2,245.44 |
-215.37 |
-8.8% |
2,341.28 |
| High |
2,463.48 |
2,282.95 |
-180.53 |
-7.3% |
2,547.04 |
| Low |
2,252.36 |
2,151.16 |
-101.20 |
-4.5% |
2,087.32 |
| Close |
2,267.85 |
2,281.54 |
13.69 |
0.6% |
2,267.85 |
| Range |
211.12 |
131.79 |
-79.33 |
-37.6% |
459.72 |
| ATR |
181.79 |
178.22 |
-3.57 |
-2.0% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 08-Jan-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,633.92 |
2,589.52 |
2,354.02 |
|
| R3 |
2,502.13 |
2,457.73 |
2,317.78 |
|
| R2 |
2,370.34 |
2,370.34 |
2,305.70 |
|
| R1 |
2,325.94 |
2,325.94 |
2,293.62 |
2,348.14 |
| PP |
2,238.55 |
2,238.55 |
2,238.55 |
2,249.65 |
| S1 |
2,194.15 |
2,194.15 |
2,269.46 |
2,216.35 |
| S2 |
2,106.76 |
2,106.76 |
2,257.38 |
|
| S3 |
1,974.97 |
2,062.36 |
2,245.30 |
|
| S4 |
1,843.18 |
1,930.57 |
2,209.06 |
|
|
| 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 |
20.1% |
228.67 |
10.0% |
42% |
False |
False |
|
| 10 |
2,547.04 |
2,087.32 |
459.72 |
20.1% |
177.59 |
7.8% |
42% |
False |
False |
|
| 20 |
2,990.83 |
2,087.32 |
903.51 |
39.6% |
163.32 |
7.2% |
21% |
False |
False |
|
| 40 |
3,128.37 |
2,087.32 |
1,041.05 |
45.6% |
155.06 |
6.8% |
19% |
False |
False |
|
| 60 |
3,514.96 |
2,087.32 |
1,427.64 |
62.6% |
156.70 |
6.9% |
14% |
False |
False |
|
| 80 |
3,834.51 |
2,087.32 |
1,747.19 |
76.6% |
156.30 |
6.9% |
11% |
False |
False |
|
| 100 |
4,147.19 |
2,087.32 |
2,059.87 |
90.3% |
145.47 |
6.4% |
9% |
False |
False |
|
| 120 |
4,147.19 |
2,087.32 |
2,059.87 |
90.3% |
143.49 |
6.3% |
9% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,843.06 |
|
2.618 |
2,627.98 |
|
1.618 |
2,496.19 |
|
1.000 |
2,414.74 |
|
0.618 |
2,364.40 |
|
HIGH |
2,282.95 |
|
0.618 |
2,232.61 |
|
0.500 |
2,217.06 |
|
0.382 |
2,201.50 |
|
LOW |
2,151.16 |
|
0.618 |
2,069.71 |
|
1.000 |
2,019.37 |
|
1.618 |
1,937.92 |
|
2.618 |
1,806.13 |
|
4.250 |
1,591.05 |
|
|
| Fisher Pivots for day following 08-Jan-2001 |
| Pivot |
1 day |
3 day |
| R1 |
2,260.05 |
2,349.10 |
| PP |
2,238.55 |
2,326.58 |
| S1 |
2,217.06 |
2,304.06 |
|