| Trading Metrics calculated at close of trading on 09-Jan-2001 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jan-2001 |
09-Jan-2001 |
Change |
Change % |
Previous Week |
| Open |
2,245.44 |
2,312.53 |
67.09 |
3.0% |
2,341.28 |
| High |
2,282.95 |
2,364.41 |
81.46 |
3.6% |
2,547.04 |
| Low |
2,151.16 |
2,274.08 |
122.92 |
5.7% |
2,087.32 |
| Close |
2,281.54 |
2,311.40 |
29.86 |
1.3% |
2,267.85 |
| Range |
131.79 |
90.33 |
-41.46 |
-31.5% |
459.72 |
| ATR |
178.22 |
171.94 |
-6.28 |
-3.5% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 09-Jan-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,587.62 |
2,539.84 |
2,361.08 |
|
| R3 |
2,497.29 |
2,449.51 |
2,336.24 |
|
| R2 |
2,406.96 |
2,406.96 |
2,327.96 |
|
| R1 |
2,359.18 |
2,359.18 |
2,319.68 |
2,337.91 |
| PP |
2,316.63 |
2,316.63 |
2,316.63 |
2,305.99 |
| S1 |
2,268.85 |
2,268.85 |
2,303.12 |
2,247.58 |
| S2 |
2,226.30 |
2,226.30 |
2,294.84 |
|
| S3 |
2,135.97 |
2,178.52 |
2,286.56 |
|
| S4 |
2,045.64 |
2,088.19 |
2,261.72 |
|
|
| 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 |
19.9% |
198.29 |
8.6% |
49% |
False |
False |
|
| 10 |
2,547.04 |
2,087.32 |
459.72 |
19.9% |
173.23 |
7.5% |
49% |
False |
False |
|
| 20 |
2,990.83 |
2,087.32 |
903.51 |
39.1% |
162.24 |
7.0% |
25% |
False |
False |
|
| 40 |
3,128.37 |
2,087.32 |
1,041.05 |
45.0% |
153.35 |
6.6% |
22% |
False |
False |
|
| 60 |
3,514.96 |
2,087.32 |
1,427.64 |
61.8% |
155.15 |
6.7% |
16% |
False |
False |
|
| 80 |
3,810.30 |
2,087.32 |
1,722.98 |
74.5% |
155.95 |
6.7% |
13% |
False |
False |
|
| 100 |
4,147.19 |
2,087.32 |
2,059.87 |
89.1% |
145.50 |
6.3% |
11% |
False |
False |
|
| 120 |
4,147.19 |
2,087.32 |
2,059.87 |
89.1% |
143.19 |
6.2% |
11% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,748.31 |
|
2.618 |
2,600.89 |
|
1.618 |
2,510.56 |
|
1.000 |
2,454.74 |
|
0.618 |
2,420.23 |
|
HIGH |
2,364.41 |
|
0.618 |
2,329.90 |
|
0.500 |
2,319.25 |
|
0.382 |
2,308.59 |
|
LOW |
2,274.08 |
|
0.618 |
2,218.26 |
|
1.000 |
2,183.75 |
|
1.618 |
2,127.93 |
|
2.618 |
2,037.60 |
|
4.250 |
1,890.18 |
|
|
| Fisher Pivots for day following 09-Jan-2001 |
| Pivot |
1 day |
3 day |
| R1 |
2,319.25 |
2,310.04 |
| PP |
2,316.63 |
2,308.68 |
| S1 |
2,314.02 |
2,307.32 |
|