Trading Metrics calculated at close of trading on 02-Jan-2001 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Dec-2000 |
02-Jan-2001 |
Change |
Change % |
Previous Week |
Open |
10,870.70 |
10,703.10 |
-167.60 |
-1.5% |
10,640.10 |
High |
10,917.70 |
10,797.00 |
-120.70 |
-1.1% |
10,917.70 |
Low |
10,758.30 |
10,585.40 |
-172.90 |
-1.6% |
10,597.60 |
Close |
10,788.00 |
10,646.20 |
-141.80 |
-1.3% |
10,788.00 |
Range |
159.40 |
211.60 |
52.20 |
32.7% |
320.10 |
ATR |
183.96 |
185.93 |
1.97 |
1.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 02-Jan-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,311.00 |
11,190.20 |
10,762.58 |
|
R3 |
11,099.40 |
10,978.60 |
10,704.39 |
|
R2 |
10,887.80 |
10,887.80 |
10,684.99 |
|
R1 |
10,767.00 |
10,767.00 |
10,665.60 |
10,721.60 |
PP |
10,676.20 |
10,676.20 |
10,676.20 |
10,653.50 |
S1 |
10,555.40 |
10,555.40 |
10,626.80 |
10,510.00 |
S2 |
10,464.60 |
10,464.60 |
10,607.41 |
|
S3 |
10,253.00 |
10,343.80 |
10,588.01 |
|
S4 |
10,041.40 |
10,132.20 |
10,529.82 |
|
|
Weekly Pivots for week ending 29-Dec-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,728.07 |
11,578.13 |
10,964.06 |
|
R3 |
11,407.97 |
11,258.03 |
10,876.03 |
|
R2 |
11,087.87 |
11,087.87 |
10,846.69 |
|
R1 |
10,937.93 |
10,937.93 |
10,817.34 |
11,012.90 |
PP |
10,767.77 |
10,767.77 |
10,767.77 |
10,805.25 |
S1 |
10,617.83 |
10,617.83 |
10,758.66 |
10,692.80 |
S2 |
10,447.67 |
10,447.67 |
10,729.32 |
|
S3 |
10,127.57 |
10,297.73 |
10,699.97 |
|
S4 |
9,807.47 |
9,977.63 |
10,611.95 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
10,917.70 |
10,585.40 |
332.30 |
3.1% |
157.04 |
1.5% |
18% |
False |
True |
|
10 |
10,917.70 |
10,299.20 |
618.50 |
5.8% |
188.24 |
1.8% |
56% |
False |
False |
|
20 |
10,917.70 |
10,299.20 |
618.50 |
5.8% |
194.01 |
1.8% |
56% |
False |
False |
|
40 |
11,006.50 |
10,292.40 |
714.10 |
6.7% |
181.62 |
1.7% |
50% |
False |
False |
|
60 |
11,006.50 |
9,654.64 |
1,351.86 |
12.7% |
187.62 |
1.8% |
73% |
False |
False |
|
80 |
11,286.10 |
9,654.64 |
1,631.46 |
15.3% |
177.24 |
1.7% |
61% |
False |
False |
|
100 |
11,401.20 |
9,654.64 |
1,746.56 |
16.4% |
164.18 |
1.5% |
57% |
False |
False |
|
120 |
11,401.20 |
9,654.64 |
1,746.56 |
16.4% |
156.60 |
1.5% |
57% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,696.30 |
2.618 |
11,350.97 |
1.618 |
11,139.37 |
1.000 |
11,008.60 |
0.618 |
10,927.77 |
HIGH |
10,797.00 |
0.618 |
10,716.17 |
0.500 |
10,691.20 |
0.382 |
10,666.23 |
LOW |
10,585.40 |
0.618 |
10,454.63 |
1.000 |
10,373.80 |
1.618 |
10,243.03 |
2.618 |
10,031.43 |
4.250 |
9,686.10 |
|
|
Fisher Pivots for day following 02-Jan-2001 |
Pivot |
1 day |
3 day |
R1 |
10,691.20 |
10,751.55 |
PP |
10,676.20 |
10,716.43 |
S1 |
10,661.20 |
10,681.32 |
|