| Trading Metrics calculated at close of trading on 29-Jan-2001 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jan-2001 |
29-Jan-2001 |
Change |
Change % |
Previous Week |
| Open |
2,538.28 |
2,601.67 |
63.39 |
2.5% |
2,639.61 |
| High |
2,635.22 |
2,696.73 |
61.51 |
2.3% |
2,771.63 |
| Low |
2,526.55 |
2,578.84 |
52.29 |
2.1% |
2,526.55 |
| Close |
2,631.78 |
2,694.53 |
62.75 |
2.4% |
2,631.78 |
| Range |
108.67 |
117.89 |
9.22 |
8.5% |
245.08 |
| ATR |
140.75 |
139.11 |
-1.63 |
-1.2% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 29-Jan-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,010.37 |
2,970.34 |
2,759.37 |
|
| R3 |
2,892.48 |
2,852.45 |
2,726.95 |
|
| R2 |
2,774.59 |
2,774.59 |
2,716.14 |
|
| R1 |
2,734.56 |
2,734.56 |
2,705.34 |
2,754.58 |
| PP |
2,656.70 |
2,656.70 |
2,656.70 |
2,666.71 |
| S1 |
2,616.67 |
2,616.67 |
2,683.72 |
2,636.69 |
| S2 |
2,538.81 |
2,538.81 |
2,672.92 |
|
| S3 |
2,420.92 |
2,498.78 |
2,662.11 |
|
| S4 |
2,303.03 |
2,380.89 |
2,629.69 |
|
|
| 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 |
9.1% |
108.04 |
4.0% |
69% |
False |
False |
|
| 10 |
2,771.63 |
2,432.87 |
338.76 |
12.6% |
103.78 |
3.9% |
77% |
False |
False |
|
| 20 |
2,771.63 |
2,087.32 |
684.31 |
25.4% |
145.39 |
5.4% |
89% |
False |
False |
|
| 40 |
2,990.83 |
2,087.32 |
903.51 |
33.5% |
145.78 |
5.4% |
67% |
False |
False |
|
| 60 |
3,369.47 |
2,087.32 |
1,282.15 |
47.6% |
141.65 |
5.3% |
47% |
False |
False |
|
| 80 |
3,514.96 |
2,087.32 |
1,427.64 |
53.0% |
150.05 |
5.6% |
43% |
False |
False |
|
| 100 |
3,983.74 |
2,087.32 |
1,896.42 |
70.4% |
149.58 |
5.6% |
32% |
False |
False |
|
| 120 |
4,147.19 |
2,087.32 |
2,059.87 |
76.4% |
139.18 |
5.2% |
29% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,197.76 |
|
2.618 |
3,005.37 |
|
1.618 |
2,887.48 |
|
1.000 |
2,814.62 |
|
0.618 |
2,769.59 |
|
HIGH |
2,696.73 |
|
0.618 |
2,651.70 |
|
0.500 |
2,637.79 |
|
0.382 |
2,623.87 |
|
LOW |
2,578.84 |
|
0.618 |
2,505.98 |
|
1.000 |
2,460.95 |
|
1.618 |
2,388.09 |
|
2.618 |
2,270.20 |
|
4.250 |
2,077.81 |
|
|
| Fisher Pivots for day following 29-Jan-2001 |
| Pivot |
1 day |
3 day |
| R1 |
2,675.62 |
2,669.15 |
| PP |
2,656.70 |
2,643.77 |
| S1 |
2,637.79 |
2,618.39 |
|