| Trading Metrics calculated at close of trading on 17-Jan-2001 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jan-2001 |
17-Jan-2001 |
Change |
Change % |
Previous Week |
| Open |
2,502.66 |
2,586.80 |
84.14 |
3.4% |
2,245.44 |
| High |
2,510.34 |
2,629.17 |
118.83 |
4.7% |
2,591.55 |
| Low |
2,432.87 |
2,539.09 |
106.22 |
4.4% |
2,151.16 |
| Close |
2,470.72 |
2,558.67 |
87.95 |
3.6% |
2,506.05 |
| Range |
77.47 |
90.08 |
12.61 |
16.3% |
440.39 |
| ATR |
162.34 |
162.06 |
-0.28 |
-0.2% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 17-Jan-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,845.88 |
2,792.36 |
2,608.21 |
|
| R3 |
2,755.80 |
2,702.28 |
2,583.44 |
|
| R2 |
2,665.72 |
2,665.72 |
2,575.18 |
|
| R1 |
2,612.20 |
2,612.20 |
2,566.93 |
2,593.92 |
| PP |
2,575.64 |
2,575.64 |
2,575.64 |
2,566.51 |
| S1 |
2,522.12 |
2,522.12 |
2,550.41 |
2,503.84 |
| S2 |
2,485.56 |
2,485.56 |
2,542.16 |
|
| S3 |
2,395.48 |
2,432.04 |
2,533.90 |
|
| S4 |
2,305.40 |
2,341.96 |
2,509.13 |
|
|
| Weekly Pivots for week ending 12-Jan-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,737.42 |
3,562.13 |
2,748.26 |
|
| R3 |
3,297.03 |
3,121.74 |
2,627.16 |
|
| R2 |
2,856.64 |
2,856.64 |
2,586.79 |
|
| R1 |
2,681.35 |
2,681.35 |
2,546.42 |
2,769.00 |
| PP |
2,416.25 |
2,416.25 |
2,416.25 |
2,460.08 |
| S1 |
2,240.96 |
2,240.96 |
2,465.68 |
2,328.61 |
| S2 |
1,975.86 |
1,975.86 |
2,425.31 |
|
| S3 |
1,535.47 |
1,800.57 |
2,384.94 |
|
| S4 |
1,095.08 |
1,360.18 |
2,263.84 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,629.17 |
2,237.45 |
391.72 |
15.3% |
128.31 |
5.0% |
82% |
True |
False |
|
| 10 |
2,629.17 |
2,087.32 |
541.85 |
21.2% |
163.30 |
6.4% |
87% |
True |
False |
|
| 20 |
2,639.00 |
2,087.32 |
551.68 |
21.6% |
159.22 |
6.2% |
85% |
False |
False |
|
| 40 |
3,000.92 |
2,087.32 |
913.60 |
35.7% |
150.65 |
5.9% |
52% |
False |
False |
|
| 60 |
3,514.96 |
2,087.32 |
1,427.64 |
55.8% |
149.56 |
5.8% |
33% |
False |
False |
|
| 80 |
3,774.78 |
2,087.32 |
1,687.46 |
66.0% |
155.21 |
6.1% |
28% |
False |
False |
|
| 100 |
4,147.19 |
2,087.32 |
2,059.87 |
80.5% |
146.96 |
5.7% |
23% |
False |
False |
|
| 120 |
4,147.19 |
2,087.32 |
2,059.87 |
80.5% |
142.97 |
5.6% |
23% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,012.01 |
|
2.618 |
2,865.00 |
|
1.618 |
2,774.92 |
|
1.000 |
2,719.25 |
|
0.618 |
2,684.84 |
|
HIGH |
2,629.17 |
|
0.618 |
2,594.76 |
|
0.500 |
2,584.13 |
|
0.382 |
2,573.50 |
|
LOW |
2,539.09 |
|
0.618 |
2,483.42 |
|
1.000 |
2,449.01 |
|
1.618 |
2,393.34 |
|
2.618 |
2,303.26 |
|
4.250 |
2,156.25 |
|
|
| Fisher Pivots for day following 17-Jan-2001 |
| Pivot |
1 day |
3 day |
| R1 |
2,584.13 |
2,549.45 |
| PP |
2,575.64 |
2,540.24 |
| S1 |
2,567.16 |
2,531.02 |
|