Trading Metrics calculated at close of trading on 26-Jan-2001 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jan-2001 |
26-Jan-2001 |
Change |
Change % |
Previous Week |
Open |
2,687.05 |
2,538.28 |
-148.77 |
-5.5% |
2,639.61 |
High |
2,710.22 |
2,635.22 |
-75.00 |
-2.8% |
2,771.63 |
Low |
2,595.47 |
2,526.55 |
-68.92 |
-2.7% |
2,526.55 |
Close |
2,595.85 |
2,631.78 |
35.93 |
1.4% |
2,631.78 |
Range |
114.75 |
108.67 |
-6.08 |
-5.3% |
245.08 |
ATR |
143.21 |
140.75 |
-2.47 |
-1.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 26-Jan-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,923.86 |
2,886.49 |
2,691.55 |
|
R3 |
2,815.19 |
2,777.82 |
2,661.66 |
|
R2 |
2,706.52 |
2,706.52 |
2,651.70 |
|
R1 |
2,669.15 |
2,669.15 |
2,641.74 |
2,687.84 |
PP |
2,597.85 |
2,597.85 |
2,597.85 |
2,607.19 |
S1 |
2,560.48 |
2,560.48 |
2,621.82 |
2,579.17 |
S2 |
2,489.18 |
2,489.18 |
2,611.86 |
|
S3 |
2,380.51 |
2,451.81 |
2,601.90 |
|
S4 |
2,271.84 |
2,343.14 |
2,572.01 |
|
|
Weekly Pivots for week ending 26-Jan-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,378.56 |
3,250.25 |
2,766.57 |
|
R3 |
3,133.48 |
3,005.17 |
2,699.18 |
|
R2 |
2,888.40 |
2,888.40 |
2,676.71 |
|
R1 |
2,760.09 |
2,760.09 |
2,654.25 |
2,701.71 |
PP |
2,643.32 |
2,643.32 |
2,643.32 |
2,614.13 |
S1 |
2,515.01 |
2,515.01 |
2,609.31 |
2,456.63 |
S2 |
2,398.24 |
2,398.24 |
2,586.85 |
|
S3 |
2,153.16 |
2,269.93 |
2,564.38 |
|
S4 |
1,908.08 |
2,024.85 |
2,496.99 |
|
|
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 |
2,526.55 |
245.08 |
9.3% |
101.32 |
3.8% |
43% |
False |
True |
|
10 |
2,771.63 |
2,432.87 |
338.76 |
12.9% |
104.04 |
4.0% |
59% |
False |
False |
|
20 |
2,771.63 |
2,087.32 |
684.31 |
26.0% |
143.77 |
5.5% |
80% |
False |
False |
|
40 |
2,990.83 |
2,087.32 |
903.51 |
34.3% |
146.60 |
5.6% |
60% |
False |
False |
|
60 |
3,369.47 |
2,087.32 |
1,282.15 |
48.7% |
142.76 |
5.4% |
42% |
False |
False |
|
80 |
3,544.54 |
2,087.32 |
1,457.22 |
55.4% |
150.99 |
5.7% |
37% |
False |
False |
|
100 |
4,085.89 |
2,087.32 |
1,998.57 |
75.9% |
149.39 |
5.7% |
27% |
False |
False |
|
120 |
4,147.19 |
2,087.32 |
2,059.87 |
78.3% |
139.10 |
5.3% |
26% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,097.07 |
2.618 |
2,919.72 |
1.618 |
2,811.05 |
1.000 |
2,743.89 |
0.618 |
2,702.38 |
HIGH |
2,635.22 |
0.618 |
2,593.71 |
0.500 |
2,580.89 |
0.382 |
2,568.06 |
LOW |
2,526.55 |
0.618 |
2,459.39 |
1.000 |
2,417.88 |
1.618 |
2,350.72 |
2.618 |
2,242.05 |
4.250 |
2,064.70 |
|
|
Fisher Pivots for day following 26-Jan-2001 |
Pivot |
1 day |
3 day |
R1 |
2,614.82 |
2,649.09 |
PP |
2,597.85 |
2,643.32 |
S1 |
2,580.89 |
2,637.55 |
|