Trading Metrics calculated at close of trading on 09-Jan-2001 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jan-2001 |
09-Jan-2001 |
Change |
Change % |
Previous Week |
Open |
10,634.40 |
10,650.00 |
15.60 |
0.1% |
10,703.10 |
High |
10,700.90 |
10,680.70 |
-20.20 |
-0.2% |
11,028.00 |
Low |
10,516.00 |
10,531.10 |
15.10 |
0.1% |
10,581.10 |
Close |
10,621.40 |
10,572.50 |
-48.90 |
-0.5% |
10,662.00 |
Range |
184.90 |
149.60 |
-35.30 |
-19.1% |
446.90 |
ATR |
204.42 |
200.51 |
-3.92 |
-1.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 09-Jan-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,043.57 |
10,957.63 |
10,654.78 |
|
R3 |
10,893.97 |
10,808.03 |
10,613.64 |
|
R2 |
10,744.37 |
10,744.37 |
10,599.93 |
|
R1 |
10,658.43 |
10,658.43 |
10,586.21 |
10,626.60 |
PP |
10,594.77 |
10,594.77 |
10,594.77 |
10,578.85 |
S1 |
10,508.83 |
10,508.83 |
10,558.79 |
10,477.00 |
S2 |
10,445.17 |
10,445.17 |
10,545.07 |
|
S3 |
10,295.57 |
10,359.23 |
10,531.36 |
|
S4 |
10,145.97 |
10,209.63 |
10,490.22 |
|
|
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% |
240.72 |
2.3% |
11% |
False |
False |
|
10 |
11,028.00 |
10,516.00 |
512.00 |
4.8% |
198.88 |
1.9% |
11% |
False |
False |
|
20 |
11,028.00 |
10,299.20 |
728.80 |
6.9% |
195.28 |
1.8% |
38% |
False |
False |
|
40 |
11,028.00 |
10,292.40 |
735.60 |
7.0% |
192.31 |
1.8% |
38% |
False |
False |
|
60 |
11,028.00 |
9,654.64 |
1,373.36 |
13.0% |
188.62 |
1.8% |
67% |
False |
False |
|
80 |
11,110.00 |
9,654.64 |
1,455.36 |
13.8% |
184.93 |
1.7% |
63% |
False |
False |
|
100 |
11,401.20 |
9,654.64 |
1,746.56 |
16.5% |
169.68 |
1.6% |
53% |
False |
False |
|
120 |
11,401.20 |
9,654.64 |
1,746.56 |
16.5% |
162.95 |
1.5% |
53% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,316.50 |
2.618 |
11,072.35 |
1.618 |
10,922.75 |
1.000 |
10,830.30 |
0.618 |
10,773.15 |
HIGH |
10,680.70 |
0.618 |
10,623.55 |
0.500 |
10,605.90 |
0.382 |
10,588.25 |
LOW |
10,531.10 |
0.618 |
10,438.65 |
1.000 |
10,381.50 |
1.618 |
10,289.05 |
2.618 |
10,139.45 |
4.250 |
9,895.30 |
|
|
Fisher Pivots for day following 09-Jan-2001 |
Pivot |
1 day |
3 day |
R1 |
10,605.90 |
10,717.70 |
PP |
10,594.77 |
10,669.30 |
S1 |
10,583.63 |
10,620.90 |
|