| Trading Metrics calculated at close of trading on 18-Jan-2001 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jan-2001 |
18-Jan-2001 |
Change |
Change % |
Previous Week |
| Open |
2,586.80 |
2,574.64 |
-12.16 |
-0.5% |
2,245.44 |
| High |
2,629.17 |
2,672.07 |
42.90 |
1.6% |
2,591.55 |
| Low |
2,539.09 |
2,533.37 |
-5.72 |
-0.2% |
2,151.16 |
| Close |
2,558.67 |
2,670.47 |
111.80 |
4.4% |
2,506.05 |
| Range |
90.08 |
138.70 |
48.62 |
54.0% |
440.39 |
| ATR |
162.06 |
160.39 |
-1.67 |
-1.0% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 18-Jan-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,041.40 |
2,994.64 |
2,746.76 |
|
| R3 |
2,902.70 |
2,855.94 |
2,708.61 |
|
| R2 |
2,764.00 |
2,764.00 |
2,695.90 |
|
| R1 |
2,717.24 |
2,717.24 |
2,683.18 |
2,740.62 |
| PP |
2,625.30 |
2,625.30 |
2,625.30 |
2,637.00 |
| S1 |
2,578.54 |
2,578.54 |
2,657.76 |
2,601.92 |
| S2 |
2,486.60 |
2,486.60 |
2,645.04 |
|
| S3 |
2,347.90 |
2,439.84 |
2,632.33 |
|
| S4 |
2,209.20 |
2,301.14 |
2,594.19 |
|
|
| 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 |
2,672.07 |
2,376.86 |
295.21 |
11.1% |
120.05 |
4.5% |
99% |
True |
False |
|
| 10 |
2,672.07 |
2,151.16 |
520.91 |
19.5% |
132.85 |
5.0% |
100% |
True |
False |
|
| 20 |
2,672.07 |
2,087.32 |
584.75 |
21.9% |
159.76 |
6.0% |
100% |
True |
False |
|
| 40 |
2,990.83 |
2,087.32 |
903.51 |
33.8% |
150.35 |
5.6% |
65% |
False |
False |
|
| 60 |
3,498.04 |
2,087.32 |
1,410.72 |
52.8% |
149.60 |
5.6% |
41% |
False |
False |
|
| 80 |
3,774.78 |
2,087.32 |
1,687.46 |
63.2% |
154.29 |
5.8% |
35% |
False |
False |
|
| 100 |
4,147.19 |
2,087.32 |
2,059.87 |
77.1% |
147.65 |
5.5% |
28% |
False |
False |
|
| 120 |
4,147.19 |
2,087.32 |
2,059.87 |
77.1% |
143.00 |
5.4% |
28% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,261.55 |
|
2.618 |
3,035.19 |
|
1.618 |
2,896.49 |
|
1.000 |
2,810.77 |
|
0.618 |
2,757.79 |
|
HIGH |
2,672.07 |
|
0.618 |
2,619.09 |
|
0.500 |
2,602.72 |
|
0.382 |
2,586.35 |
|
LOW |
2,533.37 |
|
0.618 |
2,447.65 |
|
1.000 |
2,394.67 |
|
1.618 |
2,308.95 |
|
2.618 |
2,170.25 |
|
4.250 |
1,943.90 |
|
|
| Fisher Pivots for day following 18-Jan-2001 |
| Pivot |
1 day |
3 day |
| R1 |
2,647.89 |
2,631.14 |
| PP |
2,625.30 |
2,591.80 |
| S1 |
2,602.72 |
2,552.47 |
|