Trading Metrics calculated at close of trading on 10-Jan-2001 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jan-2001 |
10-Jan-2001 |
Change |
Change % |
Previous Week |
Open |
2,312.53 |
2,253.85 |
-58.68 |
-2.5% |
2,341.28 |
High |
2,364.41 |
2,417.43 |
53.02 |
2.2% |
2,547.04 |
Low |
2,274.08 |
2,237.45 |
-36.63 |
-1.6% |
2,087.32 |
Close |
2,311.40 |
2,413.71 |
102.31 |
4.4% |
2,267.85 |
Range |
90.33 |
179.98 |
89.65 |
99.2% |
459.72 |
ATR |
171.94 |
172.52 |
0.57 |
0.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 10-Jan-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,896.14 |
2,834.90 |
2,512.70 |
|
R3 |
2,716.16 |
2,654.92 |
2,463.20 |
|
R2 |
2,536.18 |
2,536.18 |
2,446.71 |
|
R1 |
2,474.94 |
2,474.94 |
2,430.21 |
2,505.56 |
PP |
2,356.20 |
2,356.20 |
2,356.20 |
2,371.51 |
S1 |
2,294.96 |
2,294.96 |
2,397.21 |
2,325.58 |
S2 |
2,176.22 |
2,176.22 |
2,380.71 |
|
S3 |
1,996.24 |
2,114.98 |
2,364.22 |
|
S4 |
1,816.26 |
1,935.00 |
2,314.72 |
|
|
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 |
2,151.16 |
395.88 |
16.4% |
145.64 |
6.0% |
66% |
False |
False |
|
10 |
2,547.04 |
2,087.32 |
459.72 |
19.0% |
176.75 |
7.3% |
71% |
False |
False |
|
20 |
2,958.29 |
2,087.32 |
870.97 |
36.1% |
164.14 |
6.8% |
37% |
False |
False |
|
40 |
3,128.37 |
2,087.32 |
1,041.05 |
43.1% |
154.81 |
6.4% |
31% |
False |
False |
|
60 |
3,514.96 |
2,087.32 |
1,427.64 |
59.1% |
153.35 |
6.4% |
23% |
False |
False |
|
80 |
3,810.30 |
2,087.32 |
1,722.98 |
71.4% |
156.85 |
6.5% |
19% |
False |
False |
|
100 |
4,147.19 |
2,087.32 |
2,059.87 |
85.3% |
146.07 |
6.1% |
16% |
False |
False |
|
120 |
4,147.19 |
2,087.32 |
2,059.87 |
85.3% |
143.40 |
5.9% |
16% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,182.35 |
2.618 |
2,888.62 |
1.618 |
2,708.64 |
1.000 |
2,597.41 |
0.618 |
2,528.66 |
HIGH |
2,417.43 |
0.618 |
2,348.68 |
0.500 |
2,327.44 |
0.382 |
2,306.20 |
LOW |
2,237.45 |
0.618 |
2,126.22 |
1.000 |
2,057.47 |
1.618 |
1,946.24 |
2.618 |
1,766.26 |
4.250 |
1,472.54 |
|
|
Fisher Pivots for day following 10-Jan-2001 |
Pivot |
1 day |
3 day |
R1 |
2,384.95 |
2,370.57 |
PP |
2,356.20 |
2,327.43 |
S1 |
2,327.44 |
2,284.30 |
|