Trading Metrics calculated at close of trading on 23-Jan-2001 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jan-2001 |
23-Jan-2001 |
Change |
Change % |
Previous Week |
Open |
10,581.10 |
10,587.20 |
6.10 |
0.1% |
10,517.20 |
High |
10,634.40 |
10,679.10 |
44.70 |
0.4% |
10,737.20 |
Low |
10,509.90 |
10,553.80 |
43.90 |
0.4% |
10,486.60 |
Close |
10,578.20 |
10,649.80 |
71.60 |
0.7% |
10,587.60 |
Range |
124.50 |
125.30 |
0.80 |
0.6% |
250.60 |
ATR |
176.49 |
172.83 |
-3.66 |
-2.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 23-Jan-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,003.47 |
10,951.93 |
10,718.72 |
|
R3 |
10,878.17 |
10,826.63 |
10,684.26 |
|
R2 |
10,752.87 |
10,752.87 |
10,672.77 |
|
R1 |
10,701.33 |
10,701.33 |
10,661.29 |
10,727.10 |
PP |
10,627.57 |
10,627.57 |
10,627.57 |
10,640.45 |
S1 |
10,576.03 |
10,576.03 |
10,638.31 |
10,601.80 |
S2 |
10,502.27 |
10,502.27 |
10,626.83 |
|
S3 |
10,376.97 |
10,450.73 |
10,615.34 |
|
S4 |
10,251.67 |
10,325.43 |
10,580.89 |
|
|
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 |
10,509.90 |
227.30 |
2.1% |
146.76 |
1.4% |
62% |
False |
False |
|
10 |
10,737.20 |
10,468.00 |
269.20 |
2.5% |
144.12 |
1.4% |
68% |
False |
False |
|
20 |
11,028.00 |
10,468.00 |
560.00 |
5.3% |
172.30 |
1.6% |
32% |
False |
False |
|
40 |
11,028.00 |
10,292.40 |
735.60 |
6.9% |
185.44 |
1.7% |
49% |
False |
False |
|
60 |
11,028.00 |
10,265.10 |
762.90 |
7.2% |
181.09 |
1.7% |
50% |
False |
False |
|
80 |
11,028.00 |
9,654.64 |
1,373.36 |
12.9% |
183.14 |
1.7% |
72% |
False |
False |
|
100 |
11,401.20 |
9,654.64 |
1,746.56 |
16.4% |
174.54 |
1.6% |
57% |
False |
False |
|
120 |
11,401.20 |
9,654.64 |
1,746.56 |
16.4% |
163.91 |
1.5% |
57% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,211.63 |
2.618 |
11,007.14 |
1.618 |
10,881.84 |
1.000 |
10,804.40 |
0.618 |
10,756.54 |
HIGH |
10,679.10 |
0.618 |
10,631.24 |
0.500 |
10,616.45 |
0.382 |
10,601.66 |
LOW |
10,553.80 |
0.618 |
10,476.36 |
1.000 |
10,428.50 |
1.618 |
10,351.06 |
2.618 |
10,225.76 |
4.250 |
10,021.28 |
|
|
Fisher Pivots for day following 23-Jan-2001 |
Pivot |
1 day |
3 day |
R1 |
10,638.68 |
10,637.80 |
PP |
10,627.57 |
10,625.80 |
S1 |
10,616.45 |
10,613.80 |
|