Trading Metrics calculated at close of trading on 05-Jan-2001 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jan-2001 |
05-Jan-2001 |
Change |
Change % |
Previous Week |
Open |
10,943.80 |
10,889.30 |
-54.50 |
-0.5% |
10,703.10 |
High |
11,028.00 |
10,919.40 |
-108.60 |
-1.0% |
11,028.00 |
Low |
10,888.40 |
10,627.80 |
-260.60 |
-2.4% |
10,581.10 |
Close |
10,912.40 |
10,662.00 |
-250.40 |
-2.3% |
10,662.00 |
Range |
139.60 |
291.60 |
152.00 |
108.9% |
446.90 |
ATR |
199.33 |
205.93 |
6.59 |
3.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 05-Jan-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,611.20 |
11,428.20 |
10,822.38 |
|
R3 |
11,319.60 |
11,136.60 |
10,742.19 |
|
R2 |
11,028.00 |
11,028.00 |
10,715.46 |
|
R1 |
10,845.00 |
10,845.00 |
10,688.73 |
10,790.70 |
PP |
10,736.40 |
10,736.40 |
10,736.40 |
10,709.25 |
S1 |
10,553.40 |
10,553.40 |
10,635.27 |
10,499.10 |
S2 |
10,444.80 |
10,444.80 |
10,608.54 |
|
S3 |
10,153.20 |
10,261.80 |
10,581.81 |
|
S4 |
9,861.60 |
9,970.20 |
10,501.62 |
|
|
Weekly Pivots for week ending 05-Jan-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,097.73 |
11,826.77 |
10,907.80 |
|
R3 |
11,650.83 |
11,379.87 |
10,784.90 |
|
R2 |
11,203.93 |
11,203.93 |
10,743.93 |
|
R1 |
10,932.97 |
10,932.97 |
10,702.97 |
10,845.00 |
PP |
10,757.03 |
10,757.03 |
10,757.03 |
10,713.05 |
S1 |
10,486.07 |
10,486.07 |
10,621.03 |
10,398.10 |
S2 |
10,310.13 |
10,310.13 |
10,580.07 |
|
S3 |
9,863.23 |
10,039.17 |
10,539.10 |
|
S4 |
9,416.33 |
9,592.27 |
10,416.21 |
|
|
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 |
4.2% |
248.02 |
2.3% |
18% |
False |
False |
|
10 |
11,028.00 |
10,299.20 |
728.80 |
6.8% |
204.11 |
1.9% |
50% |
False |
False |
|
20 |
11,028.00 |
10,299.20 |
728.80 |
6.8% |
192.42 |
1.8% |
50% |
False |
False |
|
40 |
11,028.00 |
10,292.40 |
735.60 |
6.9% |
193.51 |
1.8% |
50% |
False |
False |
|
60 |
11,028.00 |
9,654.64 |
1,373.36 |
12.9% |
193.93 |
1.8% |
73% |
False |
False |
|
80 |
11,231.00 |
9,654.64 |
1,576.36 |
14.8% |
183.61 |
1.7% |
64% |
False |
False |
|
100 |
11,401.20 |
9,654.64 |
1,746.56 |
16.4% |
168.91 |
1.6% |
58% |
False |
False |
|
120 |
11,401.20 |
9,654.64 |
1,746.56 |
16.4% |
161.83 |
1.5% |
58% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,158.70 |
2.618 |
11,682.81 |
1.618 |
11,391.21 |
1.000 |
11,211.00 |
0.618 |
11,099.61 |
HIGH |
10,919.40 |
0.618 |
10,808.01 |
0.500 |
10,773.60 |
0.382 |
10,739.19 |
LOW |
10,627.80 |
0.618 |
10,447.59 |
1.000 |
10,336.20 |
1.618 |
10,155.99 |
2.618 |
9,864.39 |
4.250 |
9,388.50 |
|
|
Fisher Pivots for day following 05-Jan-2001 |
Pivot |
1 day |
3 day |
R1 |
10,773.60 |
10,804.55 |
PP |
10,736.40 |
10,757.03 |
S1 |
10,699.20 |
10,709.52 |
|