| Trading Metrics calculated at close of trading on 24-Jan-2001 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jan-2001 |
24-Jan-2001 |
Change |
Change % |
Previous Week |
| Open |
2,642.33 |
2,732.92 |
90.59 |
3.4% |
2,502.66 |
| High |
2,738.81 |
2,771.63 |
32.82 |
1.2% |
2,740.76 |
| Low |
2,618.72 |
2,692.81 |
74.09 |
2.8% |
2,432.87 |
| Close |
2,730.05 |
2,726.45 |
-3.60 |
-0.1% |
2,655.68 |
| Range |
120.09 |
78.82 |
-41.27 |
-34.4% |
307.89 |
| ATR |
149.18 |
144.16 |
-5.03 |
-3.4% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 24-Jan-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,966.76 |
2,925.42 |
2,769.80 |
|
| R3 |
2,887.94 |
2,846.60 |
2,748.13 |
|
| R2 |
2,809.12 |
2,809.12 |
2,740.90 |
|
| R1 |
2,767.78 |
2,767.78 |
2,733.68 |
2,749.04 |
| PP |
2,730.30 |
2,730.30 |
2,730.30 |
2,720.93 |
| S1 |
2,688.96 |
2,688.96 |
2,719.22 |
2,670.22 |
| S2 |
2,651.48 |
2,651.48 |
2,712.00 |
|
| S3 |
2,572.66 |
2,610.14 |
2,704.77 |
|
| S4 |
2,493.84 |
2,531.32 |
2,683.10 |
|
|
| 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 |
2,771.63 |
2,533.37 |
238.26 |
8.7% |
105.79 |
3.9% |
81% |
True |
False |
|
| 10 |
2,771.63 |
2,237.45 |
534.18 |
19.6% |
117.05 |
4.3% |
92% |
True |
False |
|
| 20 |
2,771.63 |
2,087.32 |
684.31 |
25.1% |
145.14 |
5.3% |
93% |
True |
False |
|
| 40 |
2,990.83 |
2,087.32 |
903.51 |
33.1% |
149.25 |
5.5% |
71% |
False |
False |
|
| 60 |
3,369.47 |
2,087.32 |
1,282.15 |
47.0% |
144.42 |
5.3% |
50% |
False |
False |
|
| 80 |
3,690.24 |
2,087.32 |
1,602.92 |
58.8% |
151.93 |
5.6% |
40% |
False |
False |
|
| 100 |
4,147.19 |
2,087.32 |
2,059.87 |
75.6% |
149.15 |
5.5% |
31% |
False |
False |
|
| 120 |
4,147.19 |
2,087.32 |
2,059.87 |
75.6% |
140.76 |
5.2% |
31% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,106.62 |
|
2.618 |
2,977.98 |
|
1.618 |
2,899.16 |
|
1.000 |
2,850.45 |
|
0.618 |
2,820.34 |
|
HIGH |
2,771.63 |
|
0.618 |
2,741.52 |
|
0.500 |
2,732.22 |
|
0.382 |
2,722.92 |
|
LOW |
2,692.81 |
|
0.618 |
2,644.10 |
|
1.000 |
2,613.99 |
|
1.618 |
2,565.28 |
|
2.618 |
2,486.46 |
|
4.250 |
2,357.83 |
|
|
| Fisher Pivots for day following 24-Jan-2001 |
| Pivot |
1 day |
3 day |
| R1 |
2,732.22 |
2,712.71 |
| PP |
2,730.30 |
2,698.98 |
| S1 |
2,728.37 |
2,685.24 |
|