| Trading Metrics calculated at close of trading on 31-Jan-2001 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jan-2001 |
31-Jan-2001 |
Change |
Change % |
Previous Week |
| Open |
2,701.34 |
2,695.03 |
-6.31 |
-0.2% |
2,639.61 |
| High |
2,716.41 |
2,718.51 |
2.10 |
0.1% |
2,771.63 |
| Low |
2,661.74 |
2,591.92 |
-69.82 |
-2.6% |
2,526.55 |
| Close |
2,686.14 |
2,593.00 |
-93.14 |
-3.5% |
2,631.78 |
| Range |
54.67 |
126.59 |
71.92 |
131.6% |
245.08 |
| ATR |
133.08 |
132.62 |
-0.46 |
-0.3% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 31-Jan-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,014.25 |
2,930.21 |
2,662.62 |
|
| R3 |
2,887.66 |
2,803.62 |
2,627.81 |
|
| R2 |
2,761.07 |
2,761.07 |
2,616.21 |
|
| R1 |
2,677.03 |
2,677.03 |
2,604.60 |
2,655.76 |
| PP |
2,634.48 |
2,634.48 |
2,634.48 |
2,623.84 |
| S1 |
2,550.44 |
2,550.44 |
2,581.40 |
2,529.17 |
| S2 |
2,507.89 |
2,507.89 |
2,569.79 |
|
| S3 |
2,381.30 |
2,423.85 |
2,558.19 |
|
| S4 |
2,254.71 |
2,297.26 |
2,523.38 |
|
|
| 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 |
2,718.51 |
2,526.55 |
191.96 |
7.4% |
104.51 |
4.0% |
35% |
True |
False |
|
| 10 |
2,771.63 |
2,526.55 |
245.08 |
9.5% |
105.15 |
4.1% |
27% |
False |
False |
|
| 20 |
2,771.63 |
2,087.32 |
684.31 |
26.4% |
134.23 |
5.2% |
74% |
False |
False |
|
| 40 |
2,990.83 |
2,087.32 |
903.51 |
34.8% |
142.27 |
5.5% |
56% |
False |
False |
|
| 60 |
3,369.47 |
2,087.32 |
1,282.15 |
49.4% |
141.31 |
5.4% |
39% |
False |
False |
|
| 80 |
3,514.96 |
2,087.32 |
1,427.64 |
55.1% |
148.75 |
5.7% |
35% |
False |
False |
|
| 100 |
3,949.15 |
2,087.32 |
1,861.83 |
71.8% |
148.76 |
5.7% |
27% |
False |
False |
|
| 120 |
4,147.19 |
2,087.32 |
2,059.87 |
79.4% |
139.37 |
5.4% |
25% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,256.52 |
|
2.618 |
3,049.92 |
|
1.618 |
2,923.33 |
|
1.000 |
2,845.10 |
|
0.618 |
2,796.74 |
|
HIGH |
2,718.51 |
|
0.618 |
2,670.15 |
|
0.500 |
2,655.22 |
|
0.382 |
2,640.28 |
|
LOW |
2,591.92 |
|
0.618 |
2,513.69 |
|
1.000 |
2,465.33 |
|
1.618 |
2,387.10 |
|
2.618 |
2,260.51 |
|
4.250 |
2,053.91 |
|
|
| Fisher Pivots for day following 31-Jan-2001 |
| Pivot |
1 day |
3 day |
| R1 |
2,655.22 |
2,648.68 |
| PP |
2,634.48 |
2,630.12 |
| S1 |
2,613.74 |
2,611.56 |
|