Trading Metrics calculated at close of trading on 23-Jan-2001 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jan-2001 |
23-Jan-2001 |
Change |
Change % |
Previous Week |
Open |
2,639.61 |
2,642.33 |
2.72 |
0.1% |
2,502.66 |
High |
2,683.12 |
2,738.81 |
55.69 |
2.1% |
2,740.76 |
Low |
2,598.85 |
2,618.72 |
19.87 |
0.8% |
2,432.87 |
Close |
2,643.13 |
2,730.05 |
86.92 |
3.3% |
2,655.68 |
Range |
84.27 |
120.09 |
35.82 |
42.5% |
307.89 |
ATR |
151.42 |
149.18 |
-2.24 |
-1.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 23-Jan-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,056.13 |
3,013.18 |
2,796.10 |
|
R3 |
2,936.04 |
2,893.09 |
2,763.07 |
|
R2 |
2,815.95 |
2,815.95 |
2,752.07 |
|
R1 |
2,773.00 |
2,773.00 |
2,741.06 |
2,794.48 |
PP |
2,695.86 |
2,695.86 |
2,695.86 |
2,706.60 |
S1 |
2,652.91 |
2,652.91 |
2,719.04 |
2,674.39 |
S2 |
2,575.77 |
2,575.77 |
2,708.03 |
|
S3 |
2,455.68 |
2,532.82 |
2,697.03 |
|
S4 |
2,335.59 |
2,412.73 |
2,664.00 |
|
|
Weekly Pivots for week ending 19-Jan-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,533.44 |
3,402.45 |
2,825.02 |
|
R3 |
3,225.55 |
3,094.56 |
2,740.35 |
|
R2 |
2,917.66 |
2,917.66 |
2,712.13 |
|
R1 |
2,786.67 |
2,786.67 |
2,683.90 |
2,852.17 |
PP |
2,609.77 |
2,609.77 |
2,609.77 |
2,642.52 |
S1 |
2,478.78 |
2,478.78 |
2,627.46 |
2,544.28 |
S2 |
2,301.88 |
2,301.88 |
2,599.23 |
|
S3 |
1,993.99 |
2,170.89 |
2,571.01 |
|
S4 |
1,686.10 |
1,863.00 |
2,486.34 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
2,740.76 |
2,533.37 |
207.39 |
7.6% |
108.05 |
4.0% |
95% |
False |
False |
|
10 |
2,740.76 |
2,237.45 |
503.31 |
18.4% |
118.20 |
4.3% |
98% |
False |
False |
|
20 |
2,740.76 |
2,087.32 |
653.44 |
23.9% |
147.90 |
5.4% |
98% |
False |
False |
|
40 |
2,990.83 |
2,087.32 |
903.51 |
33.1% |
149.54 |
5.5% |
71% |
False |
False |
|
60 |
3,369.47 |
2,087.32 |
1,282.15 |
47.0% |
146.94 |
5.4% |
50% |
False |
False |
|
80 |
3,725.75 |
2,087.32 |
1,638.43 |
60.0% |
153.06 |
5.6% |
39% |
False |
False |
|
100 |
4,147.19 |
2,087.32 |
2,059.87 |
75.5% |
148.99 |
5.5% |
31% |
False |
False |
|
120 |
4,147.19 |
2,087.32 |
2,059.87 |
75.5% |
141.19 |
5.2% |
31% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,249.19 |
2.618 |
3,053.21 |
1.618 |
2,933.12 |
1.000 |
2,858.90 |
0.618 |
2,813.03 |
HIGH |
2,738.81 |
0.618 |
2,692.94 |
0.500 |
2,678.77 |
0.382 |
2,664.59 |
LOW |
2,618.72 |
0.618 |
2,544.50 |
1.000 |
2,498.63 |
1.618 |
2,424.41 |
2.618 |
2,304.32 |
4.250 |
2,108.34 |
|
|
Fisher Pivots for day following 23-Jan-2001 |
Pivot |
1 day |
3 day |
R1 |
2,712.96 |
2,709.97 |
PP |
2,695.86 |
2,689.89 |
S1 |
2,678.77 |
2,669.81 |
|