Trading Metrics calculated at close of trading on 11-Jan-2001 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jan-2001 |
11-Jan-2001 |
Change |
Change % |
Previous Week |
Open |
10,496.90 |
10,617.30 |
120.40 |
1.1% |
10,703.10 |
High |
10,611.60 |
10,638.00 |
26.40 |
0.2% |
11,028.00 |
Low |
10,472.50 |
10,552.60 |
80.10 |
0.8% |
10,581.10 |
Close |
10,604.30 |
10,609.50 |
5.20 |
0.0% |
10,662.00 |
Range |
139.10 |
85.40 |
-53.70 |
-38.6% |
446.90 |
ATR |
196.12 |
188.21 |
-7.91 |
-4.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 11-Jan-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,856.23 |
10,818.27 |
10,656.47 |
|
R3 |
10,770.83 |
10,732.87 |
10,632.99 |
|
R2 |
10,685.43 |
10,685.43 |
10,625.16 |
|
R1 |
10,647.47 |
10,647.47 |
10,617.33 |
10,623.75 |
PP |
10,600.03 |
10,600.03 |
10,600.03 |
10,588.18 |
S1 |
10,562.07 |
10,562.07 |
10,601.67 |
10,538.35 |
S2 |
10,514.63 |
10,514.63 |
10,593.84 |
|
S3 |
10,429.23 |
10,476.67 |
10,586.02 |
|
S4 |
10,343.83 |
10,391.27 |
10,562.53 |
|
|
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 |
10,919.40 |
10,472.50 |
446.90 |
4.2% |
170.12 |
1.6% |
31% |
False |
False |
|
10 |
11,028.00 |
10,472.50 |
555.50 |
5.2% |
192.58 |
1.8% |
25% |
False |
False |
|
20 |
11,028.00 |
10,299.20 |
728.80 |
6.9% |
192.77 |
1.8% |
43% |
False |
False |
|
40 |
11,028.00 |
10,292.40 |
735.60 |
6.9% |
186.99 |
1.8% |
43% |
False |
False |
|
60 |
11,028.00 |
9,654.64 |
1,373.36 |
12.9% |
187.56 |
1.8% |
70% |
False |
False |
|
80 |
11,028.00 |
9,654.64 |
1,373.36 |
12.9% |
183.60 |
1.7% |
70% |
False |
False |
|
100 |
11,401.20 |
9,654.64 |
1,746.56 |
16.5% |
170.10 |
1.6% |
55% |
False |
False |
|
120 |
11,401.20 |
9,654.64 |
1,746.56 |
16.5% |
162.24 |
1.5% |
55% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,000.95 |
2.618 |
10,861.58 |
1.618 |
10,776.18 |
1.000 |
10,723.40 |
0.618 |
10,690.78 |
HIGH |
10,638.00 |
0.618 |
10,605.38 |
0.500 |
10,595.30 |
0.382 |
10,585.22 |
LOW |
10,552.60 |
0.618 |
10,499.82 |
1.000 |
10,467.20 |
1.618 |
10,414.42 |
2.618 |
10,329.02 |
4.250 |
10,189.65 |
|
|
Fisher Pivots for day following 11-Jan-2001 |
Pivot |
1 day |
3 day |
R1 |
10,604.77 |
10,598.53 |
PP |
10,600.03 |
10,587.57 |
S1 |
10,595.30 |
10,576.60 |
|