| Trading Metrics calculated at close of trading on 30-Jan-2001 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jan-2001 |
30-Jan-2001 |
Change |
Change % |
Previous Week |
| Open |
2,601.67 |
2,701.34 |
99.67 |
3.8% |
2,639.61 |
| High |
2,696.73 |
2,716.41 |
19.68 |
0.7% |
2,771.63 |
| Low |
2,578.84 |
2,661.74 |
82.90 |
3.2% |
2,526.55 |
| Close |
2,694.53 |
2,686.14 |
-8.39 |
-0.3% |
2,631.78 |
| Range |
117.89 |
54.67 |
-63.22 |
-53.6% |
245.08 |
| ATR |
139.11 |
133.08 |
-6.03 |
-4.3% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 30-Jan-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,852.11 |
2,823.79 |
2,716.21 |
|
| R3 |
2,797.44 |
2,769.12 |
2,701.17 |
|
| R2 |
2,742.77 |
2,742.77 |
2,696.16 |
|
| R1 |
2,714.45 |
2,714.45 |
2,691.15 |
2,701.28 |
| PP |
2,688.10 |
2,688.10 |
2,688.10 |
2,681.51 |
| S1 |
2,659.78 |
2,659.78 |
2,681.13 |
2,646.61 |
| S2 |
2,633.43 |
2,633.43 |
2,676.12 |
|
| S3 |
2,578.76 |
2,605.11 |
2,671.11 |
|
| S4 |
2,524.09 |
2,550.44 |
2,656.07 |
|
|
| 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% |
94.96 |
3.5% |
65% |
False |
False |
|
| 10 |
2,771.63 |
2,526.55 |
245.08 |
9.1% |
101.50 |
3.8% |
65% |
False |
False |
|
| 20 |
2,771.63 |
2,087.32 |
684.31 |
25.5% |
140.01 |
5.2% |
88% |
False |
False |
|
| 40 |
2,990.83 |
2,087.32 |
903.51 |
33.6% |
143.48 |
5.3% |
66% |
False |
False |
|
| 60 |
3,369.47 |
2,087.32 |
1,282.15 |
47.7% |
140.33 |
5.2% |
47% |
False |
False |
|
| 80 |
3,514.96 |
2,087.32 |
1,427.64 |
53.1% |
148.42 |
5.5% |
42% |
False |
False |
|
| 100 |
3,963.94 |
2,087.32 |
1,876.62 |
69.9% |
148.66 |
5.5% |
32% |
False |
False |
|
| 120 |
4,147.19 |
2,087.32 |
2,059.87 |
76.7% |
139.06 |
5.2% |
29% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,948.76 |
|
2.618 |
2,859.54 |
|
1.618 |
2,804.87 |
|
1.000 |
2,771.08 |
|
0.618 |
2,750.20 |
|
HIGH |
2,716.41 |
|
0.618 |
2,695.53 |
|
0.500 |
2,689.08 |
|
0.382 |
2,682.62 |
|
LOW |
2,661.74 |
|
0.618 |
2,627.95 |
|
1.000 |
2,607.07 |
|
1.618 |
2,573.28 |
|
2.618 |
2,518.61 |
|
4.250 |
2,429.39 |
|
|
| Fisher Pivots for day following 30-Jan-2001 |
| Pivot |
1 day |
3 day |
| R1 |
2,689.08 |
2,664.59 |
| PP |
2,688.10 |
2,643.03 |
| S1 |
2,687.12 |
2,621.48 |
|