Trading Metrics calculated at close of trading on 16-Jan-2001 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jan-2001 |
16-Jan-2001 |
Change |
Change % |
Previous Week |
Open |
10,623.00 |
10,517.20 |
-105.80 |
-1.0% |
10,634.40 |
High |
10,623.90 |
10,664.00 |
40.10 |
0.4% |
10,700.90 |
Low |
10,468.00 |
10,486.60 |
18.60 |
0.2% |
10,468.00 |
Close |
10,525.40 |
10,652.70 |
127.30 |
1.2% |
10,525.40 |
Range |
155.90 |
177.40 |
21.50 |
13.8% |
232.90 |
ATR |
185.90 |
185.30 |
-0.61 |
-0.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 16-Jan-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,133.30 |
11,070.40 |
10,750.27 |
|
R3 |
10,955.90 |
10,893.00 |
10,701.49 |
|
R2 |
10,778.50 |
10,778.50 |
10,685.22 |
|
R1 |
10,715.60 |
10,715.60 |
10,668.96 |
10,747.05 |
PP |
10,601.10 |
10,601.10 |
10,601.10 |
10,616.83 |
S1 |
10,538.20 |
10,538.20 |
10,636.44 |
10,569.65 |
S2 |
10,423.70 |
10,423.70 |
10,620.18 |
|
S3 |
10,246.30 |
10,360.80 |
10,603.92 |
|
S4 |
10,068.90 |
10,183.40 |
10,555.13 |
|
|
Weekly Pivots for week ending 12-Jan-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,263.47 |
11,127.33 |
10,653.50 |
|
R3 |
11,030.57 |
10,894.43 |
10,589.45 |
|
R2 |
10,797.67 |
10,797.67 |
10,568.10 |
|
R1 |
10,661.53 |
10,661.53 |
10,546.75 |
10,613.15 |
PP |
10,564.77 |
10,564.77 |
10,564.77 |
10,540.58 |
S1 |
10,428.63 |
10,428.63 |
10,504.05 |
10,380.25 |
S2 |
10,331.87 |
10,331.87 |
10,482.70 |
|
S3 |
10,098.97 |
10,195.73 |
10,461.35 |
|
S4 |
9,866.07 |
9,962.83 |
10,397.31 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
10,680.70 |
10,468.00 |
212.70 |
2.0% |
141.48 |
1.3% |
87% |
False |
False |
|
10 |
11,028.00 |
10,468.00 |
560.00 |
5.3% |
197.30 |
1.9% |
33% |
False |
False |
|
20 |
11,028.00 |
10,299.20 |
728.80 |
6.8% |
193.13 |
1.8% |
49% |
False |
False |
|
40 |
11,028.00 |
10,292.40 |
735.60 |
6.9% |
186.24 |
1.7% |
49% |
False |
False |
|
60 |
11,028.00 |
10,014.60 |
1,013.40 |
9.5% |
181.47 |
1.7% |
63% |
False |
False |
|
80 |
11,028.00 |
9,654.64 |
1,373.36 |
12.9% |
183.59 |
1.7% |
73% |
False |
False |
|
100 |
11,401.20 |
9,654.64 |
1,746.56 |
16.4% |
171.55 |
1.6% |
57% |
False |
False |
|
120 |
11,401.20 |
9,654.64 |
1,746.56 |
16.4% |
163.65 |
1.5% |
57% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,417.95 |
2.618 |
11,128.43 |
1.618 |
10,951.03 |
1.000 |
10,841.40 |
0.618 |
10,773.63 |
HIGH |
10,664.00 |
0.618 |
10,596.23 |
0.500 |
10,575.30 |
0.382 |
10,554.37 |
LOW |
10,486.60 |
0.618 |
10,376.97 |
1.000 |
10,309.20 |
1.618 |
10,199.57 |
2.618 |
10,022.17 |
4.250 |
9,732.65 |
|
|
Fisher Pivots for day following 16-Jan-2001 |
Pivot |
1 day |
3 day |
R1 |
10,626.90 |
10,623.80 |
PP |
10,601.10 |
10,594.90 |
S1 |
10,575.30 |
10,566.00 |
|