Trading Metrics calculated at close of trading on 04-Jan-2001 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jan-2001 |
04-Jan-2001 |
Change |
Change % |
Previous Week |
Open |
10,606.70 |
10,943.80 |
337.10 |
3.2% |
10,640.10 |
High |
11,019.00 |
11,028.00 |
9.00 |
0.1% |
10,917.70 |
Low |
10,581.10 |
10,888.40 |
307.30 |
2.9% |
10,597.60 |
Close |
10,945.80 |
10,912.40 |
-33.40 |
-0.3% |
10,788.00 |
Range |
437.90 |
139.60 |
-298.30 |
-68.1% |
320.10 |
ATR |
203.93 |
199.33 |
-4.59 |
-2.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 04-Jan-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,361.73 |
11,276.67 |
10,989.18 |
|
R3 |
11,222.13 |
11,137.07 |
10,950.79 |
|
R2 |
11,082.53 |
11,082.53 |
10,937.99 |
|
R1 |
10,997.47 |
10,997.47 |
10,925.20 |
10,970.20 |
PP |
10,942.93 |
10,942.93 |
10,942.93 |
10,929.30 |
S1 |
10,857.87 |
10,857.87 |
10,899.60 |
10,830.60 |
S2 |
10,803.33 |
10,803.33 |
10,886.81 |
|
S3 |
10,663.73 |
10,718.27 |
10,874.01 |
|
S4 |
10,524.13 |
10,578.67 |
10,835.62 |
|
|
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 |
11,028.00 |
10,581.10 |
446.90 |
4.1% |
215.04 |
2.0% |
74% |
True |
False |
|
10 |
11,028.00 |
10,299.20 |
728.80 |
6.7% |
201.16 |
1.8% |
84% |
True |
False |
|
20 |
11,028.00 |
10,299.20 |
728.80 |
6.7% |
191.60 |
1.8% |
84% |
True |
False |
|
40 |
11,028.00 |
10,292.40 |
735.60 |
6.7% |
187.98 |
1.7% |
84% |
True |
False |
|
60 |
11,028.00 |
9,654.64 |
1,373.36 |
12.6% |
191.31 |
1.8% |
92% |
True |
False |
|
80 |
11,255.80 |
9,654.64 |
1,601.16 |
14.7% |
181.74 |
1.7% |
79% |
False |
False |
|
100 |
11,401.20 |
9,654.64 |
1,746.56 |
16.0% |
167.70 |
1.5% |
72% |
False |
False |
|
120 |
11,401.20 |
9,654.64 |
1,746.56 |
16.0% |
160.22 |
1.5% |
72% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,621.30 |
2.618 |
11,393.47 |
1.618 |
11,253.87 |
1.000 |
11,167.60 |
0.618 |
11,114.27 |
HIGH |
11,028.00 |
0.618 |
10,974.67 |
0.500 |
10,958.20 |
0.382 |
10,941.73 |
LOW |
10,888.40 |
0.618 |
10,802.13 |
1.000 |
10,748.80 |
1.618 |
10,662.53 |
2.618 |
10,522.93 |
4.250 |
10,295.10 |
|
|
Fisher Pivots for day following 04-Jan-2001 |
Pivot |
1 day |
3 day |
R1 |
10,958.20 |
10,876.45 |
PP |
10,942.93 |
10,840.50 |
S1 |
10,927.67 |
10,804.55 |
|