Trading Metrics calculated at close of trading on 19-Jan-2001 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jan-2001 |
19-Jan-2001 |
Change |
Change % |
Previous Week |
Open |
10,618.10 |
10,645.80 |
27.70 |
0.3% |
10,517.20 |
High |
10,737.20 |
10,717.70 |
-19.50 |
-0.2% |
10,737.20 |
Low |
10,567.50 |
10,564.00 |
-3.50 |
0.0% |
10,486.60 |
Close |
10,678.30 |
10,587.60 |
-90.70 |
-0.8% |
10,587.60 |
Range |
169.70 |
153.70 |
-16.00 |
-9.4% |
250.60 |
ATR |
182.54 |
180.48 |
-2.06 |
-1.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 19-Jan-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,084.20 |
10,989.60 |
10,672.14 |
|
R3 |
10,930.50 |
10,835.90 |
10,629.87 |
|
R2 |
10,776.80 |
10,776.80 |
10,615.78 |
|
R1 |
10,682.20 |
10,682.20 |
10,601.69 |
10,652.65 |
PP |
10,623.10 |
10,623.10 |
10,623.10 |
10,608.33 |
S1 |
10,528.50 |
10,528.50 |
10,573.51 |
10,498.95 |
S2 |
10,469.40 |
10,469.40 |
10,559.42 |
|
S3 |
10,315.70 |
10,374.80 |
10,545.33 |
|
S4 |
10,162.00 |
10,221.10 |
10,503.07 |
|
|
Weekly Pivots for week ending 19-Jan-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,355.60 |
11,222.20 |
10,725.43 |
|
R3 |
11,105.00 |
10,971.60 |
10,656.52 |
|
R2 |
10,854.40 |
10,854.40 |
10,633.54 |
|
R1 |
10,721.00 |
10,721.00 |
10,610.57 |
10,787.70 |
PP |
10,603.80 |
10,603.80 |
10,603.80 |
10,637.15 |
S1 |
10,470.40 |
10,470.40 |
10,564.63 |
10,537.10 |
S2 |
10,353.20 |
10,353.20 |
10,541.66 |
|
S3 |
10,102.60 |
10,219.80 |
10,518.69 |
|
S4 |
9,852.00 |
9,969.20 |
10,449.77 |
|
|
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% |
163.46 |
1.5% |
44% |
False |
False |
|
10 |
10,919.40 |
10,468.00 |
451.40 |
4.3% |
166.79 |
1.6% |
26% |
False |
False |
|
20 |
11,028.00 |
10,299.20 |
728.80 |
6.9% |
183.98 |
1.7% |
40% |
False |
False |
|
40 |
11,028.00 |
10,292.40 |
735.60 |
6.9% |
186.08 |
1.8% |
40% |
False |
False |
|
60 |
11,028.00 |
10,265.10 |
762.90 |
7.2% |
182.28 |
1.7% |
42% |
False |
False |
|
80 |
11,028.00 |
9,654.64 |
1,373.36 |
13.0% |
183.72 |
1.7% |
68% |
False |
False |
|
100 |
11,401.20 |
9,654.64 |
1,746.56 |
16.5% |
173.94 |
1.6% |
53% |
False |
False |
|
120 |
11,401.20 |
9,654.64 |
1,746.56 |
16.5% |
163.62 |
1.5% |
53% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,370.93 |
2.618 |
11,120.09 |
1.618 |
10,966.39 |
1.000 |
10,871.40 |
0.618 |
10,812.69 |
HIGH |
10,717.70 |
0.618 |
10,658.99 |
0.500 |
10,640.85 |
0.382 |
10,622.71 |
LOW |
10,564.00 |
0.618 |
10,469.01 |
1.000 |
10,410.30 |
1.618 |
10,315.31 |
2.618 |
10,161.61 |
4.250 |
9,910.78 |
|
|
Fisher Pivots for day following 19-Jan-2001 |
Pivot |
1 day |
3 day |
R1 |
10,640.85 |
10,641.25 |
PP |
10,623.10 |
10,623.37 |
S1 |
10,605.35 |
10,605.48 |
|