Trading Metrics calculated at close of trading on 18-Jan-2001 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jan-2001 |
18-Jan-2001 |
Change |
Change % |
Previous Week |
Open |
10,667.70 |
10,618.10 |
-49.60 |
-0.5% |
10,634.40 |
High |
10,705.90 |
10,737.20 |
31.30 |
0.3% |
10,700.90 |
Low |
10,545.30 |
10,567.50 |
22.20 |
0.2% |
10,468.00 |
Close |
10,584.30 |
10,678.30 |
94.00 |
0.9% |
10,525.40 |
Range |
160.60 |
169.70 |
9.10 |
5.7% |
232.90 |
ATR |
183.53 |
182.54 |
-0.99 |
-0.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 18-Jan-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,170.10 |
11,093.90 |
10,771.64 |
|
R3 |
11,000.40 |
10,924.20 |
10,724.97 |
|
R2 |
10,830.70 |
10,830.70 |
10,709.41 |
|
R1 |
10,754.50 |
10,754.50 |
10,693.86 |
10,792.60 |
PP |
10,661.00 |
10,661.00 |
10,661.00 |
10,680.05 |
S1 |
10,584.80 |
10,584.80 |
10,662.74 |
10,622.90 |
S2 |
10,491.30 |
10,491.30 |
10,647.19 |
|
S3 |
10,321.60 |
10,415.10 |
10,631.63 |
|
S4 |
10,151.90 |
10,245.40 |
10,584.97 |
|
|
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 |
10,737.20 |
10,468.00 |
269.20 |
2.5% |
149.80 |
1.4% |
78% |
True |
False |
|
10 |
11,028.00 |
10,468.00 |
560.00 |
5.2% |
165.38 |
1.5% |
38% |
False |
False |
|
20 |
11,028.00 |
10,299.20 |
728.80 |
6.8% |
186.38 |
1.7% |
52% |
False |
False |
|
40 |
11,028.00 |
10,292.40 |
735.60 |
6.9% |
186.62 |
1.7% |
52% |
False |
False |
|
60 |
11,028.00 |
10,216.20 |
811.80 |
7.6% |
182.14 |
1.7% |
57% |
False |
False |
|
80 |
11,028.00 |
9,654.64 |
1,373.36 |
12.9% |
183.23 |
1.7% |
75% |
False |
False |
|
100 |
11,401.20 |
9,654.64 |
1,746.56 |
16.4% |
172.95 |
1.6% |
59% |
False |
False |
|
120 |
11,401.20 |
9,654.64 |
1,746.56 |
16.4% |
163.88 |
1.5% |
59% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,458.43 |
2.618 |
11,181.47 |
1.618 |
11,011.77 |
1.000 |
10,906.90 |
0.618 |
10,842.07 |
HIGH |
10,737.20 |
0.618 |
10,672.37 |
0.500 |
10,652.35 |
0.382 |
10,632.33 |
LOW |
10,567.50 |
0.618 |
10,462.63 |
1.000 |
10,397.80 |
1.618 |
10,292.93 |
2.618 |
10,123.23 |
4.250 |
9,846.28 |
|
|
Fisher Pivots for day following 18-Jan-2001 |
Pivot |
1 day |
3 day |
R1 |
10,669.65 |
10,656.17 |
PP |
10,661.00 |
10,634.03 |
S1 |
10,652.35 |
10,611.90 |
|