Trading Metrics calculated at close of trading on 08-Jan-2001 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jan-2001 |
08-Jan-2001 |
Change |
Change % |
Previous Week |
Open |
10,889.30 |
10,634.40 |
-254.90 |
-2.3% |
10,703.10 |
High |
10,919.40 |
10,700.90 |
-218.50 |
-2.0% |
11,028.00 |
Low |
10,627.80 |
10,516.00 |
-111.80 |
-1.1% |
10,581.10 |
Close |
10,662.00 |
10,621.40 |
-40.60 |
-0.4% |
10,662.00 |
Range |
291.60 |
184.90 |
-106.70 |
-36.6% |
446.90 |
ATR |
205.93 |
204.42 |
-1.50 |
-0.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 08-Jan-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,167.47 |
11,079.33 |
10,723.10 |
|
R3 |
10,982.57 |
10,894.43 |
10,672.25 |
|
R2 |
10,797.67 |
10,797.67 |
10,655.30 |
|
R1 |
10,709.53 |
10,709.53 |
10,638.35 |
10,661.15 |
PP |
10,612.77 |
10,612.77 |
10,612.77 |
10,588.58 |
S1 |
10,524.63 |
10,524.63 |
10,604.45 |
10,476.25 |
S2 |
10,427.87 |
10,427.87 |
10,587.50 |
|
S3 |
10,242.97 |
10,339.73 |
10,570.55 |
|
S4 |
10,058.07 |
10,154.83 |
10,519.71 |
|
|
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 |
10,516.00 |
512.00 |
4.8% |
253.12 |
2.4% |
21% |
False |
True |
|
10 |
11,028.00 |
10,475.40 |
552.60 |
5.2% |
200.47 |
1.9% |
26% |
False |
False |
|
20 |
11,028.00 |
10,299.20 |
728.80 |
6.9% |
196.38 |
1.8% |
44% |
False |
False |
|
40 |
11,028.00 |
10,292.40 |
735.60 |
6.9% |
195.66 |
1.8% |
45% |
False |
False |
|
60 |
11,028.00 |
9,654.64 |
1,373.36 |
12.9% |
193.41 |
1.8% |
70% |
False |
False |
|
80 |
11,208.10 |
9,654.64 |
1,553.46 |
14.6% |
184.79 |
1.7% |
62% |
False |
False |
|
100 |
11,401.20 |
9,654.64 |
1,746.56 |
16.4% |
169.47 |
1.6% |
55% |
False |
False |
|
120 |
11,401.20 |
9,654.64 |
1,746.56 |
16.4% |
162.57 |
1.5% |
55% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,486.73 |
2.618 |
11,184.97 |
1.618 |
11,000.07 |
1.000 |
10,885.80 |
0.618 |
10,815.17 |
HIGH |
10,700.90 |
0.618 |
10,630.27 |
0.500 |
10,608.45 |
0.382 |
10,586.63 |
LOW |
10,516.00 |
0.618 |
10,401.73 |
1.000 |
10,331.10 |
1.618 |
10,216.83 |
2.618 |
10,031.93 |
4.250 |
9,730.18 |
|
|
Fisher Pivots for day following 08-Jan-2001 |
Pivot |
1 day |
3 day |
R1 |
10,617.08 |
10,772.00 |
PP |
10,612.77 |
10,721.80 |
S1 |
10,608.45 |
10,671.60 |
|