Trading Metrics calculated at close of trading on 22-Jan-2001 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jan-2001 |
22-Jan-2001 |
Change |
Change % |
Previous Week |
Open |
10,645.80 |
10,581.10 |
-64.70 |
-0.6% |
10,517.20 |
High |
10,717.70 |
10,634.40 |
-83.30 |
-0.8% |
10,737.20 |
Low |
10,564.00 |
10,509.90 |
-54.10 |
-0.5% |
10,486.60 |
Close |
10,587.60 |
10,578.20 |
-9.40 |
-0.1% |
10,587.60 |
Range |
153.70 |
124.50 |
-29.20 |
-19.0% |
250.60 |
ATR |
180.48 |
176.49 |
-4.00 |
-2.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 22-Jan-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,947.67 |
10,887.43 |
10,646.68 |
|
R3 |
10,823.17 |
10,762.93 |
10,612.44 |
|
R2 |
10,698.67 |
10,698.67 |
10,601.03 |
|
R1 |
10,638.43 |
10,638.43 |
10,589.61 |
10,606.30 |
PP |
10,574.17 |
10,574.17 |
10,574.17 |
10,558.10 |
S1 |
10,513.93 |
10,513.93 |
10,566.79 |
10,481.80 |
S2 |
10,449.67 |
10,449.67 |
10,555.38 |
|
S3 |
10,325.17 |
10,389.43 |
10,543.96 |
|
S4 |
10,200.67 |
10,264.93 |
10,509.73 |
|
|
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 |
10,486.60 |
250.60 |
2.4% |
157.18 |
1.5% |
37% |
False |
False |
|
10 |
10,737.20 |
10,468.00 |
269.20 |
2.5% |
150.08 |
1.4% |
41% |
False |
False |
|
20 |
11,028.00 |
10,299.20 |
728.80 |
6.9% |
177.10 |
1.7% |
38% |
False |
False |
|
40 |
11,028.00 |
10,292.40 |
735.60 |
7.0% |
185.35 |
1.8% |
39% |
False |
False |
|
60 |
11,028.00 |
10,265.10 |
762.90 |
7.2% |
181.59 |
1.7% |
41% |
False |
False |
|
80 |
11,028.00 |
9,654.64 |
1,373.36 |
13.0% |
182.81 |
1.7% |
67% |
False |
False |
|
100 |
11,401.20 |
9,654.64 |
1,746.56 |
16.5% |
173.88 |
1.6% |
53% |
False |
False |
|
120 |
11,401.20 |
9,654.64 |
1,746.56 |
16.5% |
163.78 |
1.5% |
53% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,163.53 |
2.618 |
10,960.34 |
1.618 |
10,835.84 |
1.000 |
10,758.90 |
0.618 |
10,711.34 |
HIGH |
10,634.40 |
0.618 |
10,586.84 |
0.500 |
10,572.15 |
0.382 |
10,557.46 |
LOW |
10,509.90 |
0.618 |
10,432.96 |
1.000 |
10,385.40 |
1.618 |
10,308.46 |
2.618 |
10,183.96 |
4.250 |
9,980.78 |
|
|
Fisher Pivots for day following 22-Jan-2001 |
Pivot |
1 day |
3 day |
R1 |
10,576.18 |
10,623.55 |
PP |
10,574.17 |
10,608.43 |
S1 |
10,572.15 |
10,593.32 |
|