Trading Metrics calculated at close of trading on 10-Jan-2001 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jan-2001 |
10-Jan-2001 |
Change |
Change % |
Previous Week |
Open |
10,650.00 |
10,496.90 |
-153.10 |
-1.4% |
10,703.10 |
High |
10,680.70 |
10,611.60 |
-69.10 |
-0.6% |
11,028.00 |
Low |
10,531.10 |
10,472.50 |
-58.60 |
-0.6% |
10,581.10 |
Close |
10,572.50 |
10,604.30 |
31.80 |
0.3% |
10,662.00 |
Range |
149.60 |
139.10 |
-10.50 |
-7.0% |
446.90 |
ATR |
200.51 |
196.12 |
-4.39 |
-2.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 10-Jan-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,980.10 |
10,931.30 |
10,680.81 |
|
R3 |
10,841.00 |
10,792.20 |
10,642.55 |
|
R2 |
10,701.90 |
10,701.90 |
10,629.80 |
|
R1 |
10,653.10 |
10,653.10 |
10,617.05 |
10,677.50 |
PP |
10,562.80 |
10,562.80 |
10,562.80 |
10,575.00 |
S1 |
10,514.00 |
10,514.00 |
10,591.55 |
10,538.40 |
S2 |
10,423.70 |
10,423.70 |
10,578.80 |
|
S3 |
10,284.60 |
10,374.90 |
10,566.05 |
|
S4 |
10,145.50 |
10,235.80 |
10,527.80 |
|
|
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 |
10,472.50 |
555.50 |
5.2% |
180.96 |
1.7% |
24% |
False |
True |
|
10 |
11,028.00 |
10,472.50 |
555.50 |
5.2% |
202.43 |
1.9% |
24% |
False |
True |
|
20 |
11,028.00 |
10,299.20 |
728.80 |
6.9% |
196.13 |
1.8% |
42% |
False |
False |
|
40 |
11,028.00 |
10,292.40 |
735.60 |
6.9% |
190.51 |
1.8% |
42% |
False |
False |
|
60 |
11,028.00 |
9,654.64 |
1,373.36 |
13.0% |
187.71 |
1.8% |
69% |
False |
False |
|
80 |
11,028.00 |
9,654.64 |
1,373.36 |
13.0% |
184.25 |
1.7% |
69% |
False |
False |
|
100 |
11,401.20 |
9,654.64 |
1,746.56 |
16.5% |
170.00 |
1.6% |
54% |
False |
False |
|
120 |
11,401.20 |
9,654.64 |
1,746.56 |
16.5% |
162.66 |
1.5% |
54% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,202.78 |
2.618 |
10,975.76 |
1.618 |
10,836.66 |
1.000 |
10,750.70 |
0.618 |
10,697.56 |
HIGH |
10,611.60 |
0.618 |
10,558.46 |
0.500 |
10,542.05 |
0.382 |
10,525.64 |
LOW |
10,472.50 |
0.618 |
10,386.54 |
1.000 |
10,333.40 |
1.618 |
10,247.44 |
2.618 |
10,108.34 |
4.250 |
9,881.33 |
|
|
Fisher Pivots for day following 10-Jan-2001 |
Pivot |
1 day |
3 day |
R1 |
10,583.55 |
10,598.43 |
PP |
10,562.80 |
10,592.57 |
S1 |
10,542.05 |
10,586.70 |
|