Trading Metrics calculated at close of trading on 24-Jan-2001 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jan-2001 |
24-Jan-2001 |
Change |
Change % |
Previous Week |
Open |
10,587.20 |
10,643.70 |
56.50 |
0.5% |
10,517.20 |
High |
10,679.10 |
10,680.30 |
1.20 |
0.0% |
10,737.20 |
Low |
10,553.80 |
10,619.70 |
65.90 |
0.6% |
10,486.60 |
Close |
10,649.80 |
10,647.00 |
-2.80 |
0.0% |
10,587.60 |
Range |
125.30 |
60.60 |
-64.70 |
-51.6% |
250.60 |
ATR |
172.83 |
164.81 |
-8.02 |
-4.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 24-Jan-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,830.80 |
10,799.50 |
10,680.33 |
|
R3 |
10,770.20 |
10,738.90 |
10,663.67 |
|
R2 |
10,709.60 |
10,709.60 |
10,658.11 |
|
R1 |
10,678.30 |
10,678.30 |
10,652.56 |
10,693.95 |
PP |
10,649.00 |
10,649.00 |
10,649.00 |
10,656.83 |
S1 |
10,617.70 |
10,617.70 |
10,641.45 |
10,633.35 |
S2 |
10,588.40 |
10,588.40 |
10,635.89 |
|
S3 |
10,527.80 |
10,557.10 |
10,630.34 |
|
S4 |
10,467.20 |
10,496.50 |
10,613.67 |
|
|
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% |
126.76 |
1.2% |
60% |
False |
False |
|
10 |
10,737.20 |
10,468.00 |
269.20 |
2.5% |
135.22 |
1.3% |
66% |
False |
False |
|
20 |
11,028.00 |
10,468.00 |
560.00 |
5.3% |
167.05 |
1.6% |
32% |
False |
False |
|
40 |
11,028.00 |
10,292.40 |
735.60 |
6.9% |
184.18 |
1.7% |
48% |
False |
False |
|
60 |
11,028.00 |
10,292.40 |
735.60 |
6.9% |
178.94 |
1.7% |
48% |
False |
False |
|
80 |
11,028.00 |
9,654.64 |
1,373.36 |
12.9% |
180.98 |
1.7% |
72% |
False |
False |
|
100 |
11,401.20 |
9,654.64 |
1,746.56 |
16.4% |
174.00 |
1.6% |
57% |
False |
False |
|
120 |
11,401.20 |
9,654.64 |
1,746.56 |
16.4% |
163.27 |
1.5% |
57% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,937.85 |
2.618 |
10,838.95 |
1.618 |
10,778.35 |
1.000 |
10,740.90 |
0.618 |
10,717.75 |
HIGH |
10,680.30 |
0.618 |
10,657.15 |
0.500 |
10,650.00 |
0.382 |
10,642.85 |
LOW |
10,619.70 |
0.618 |
10,582.25 |
1.000 |
10,559.10 |
1.618 |
10,521.65 |
2.618 |
10,461.05 |
4.250 |
10,362.15 |
|
|
Fisher Pivots for day following 24-Jan-2001 |
Pivot |
1 day |
3 day |
R1 |
10,650.00 |
10,629.70 |
PP |
10,649.00 |
10,612.40 |
S1 |
10,648.00 |
10,595.10 |
|