Trading Metrics calculated at close of trading on 25-Jan-2001 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jan-2001 |
25-Jan-2001 |
Change |
Change % |
Previous Week |
Open |
10,643.70 |
10,665.30 |
21.60 |
0.2% |
10,517.20 |
High |
10,680.30 |
10,778.70 |
98.40 |
0.9% |
10,737.20 |
Low |
10,619.70 |
10,633.40 |
13.70 |
0.1% |
10,486.60 |
Close |
10,647.00 |
10,729.50 |
82.50 |
0.8% |
10,587.60 |
Range |
60.60 |
145.30 |
84.70 |
139.8% |
250.60 |
ATR |
164.81 |
163.42 |
-1.39 |
-0.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 25-Jan-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,149.77 |
11,084.93 |
10,809.42 |
|
R3 |
11,004.47 |
10,939.63 |
10,769.46 |
|
R2 |
10,859.17 |
10,859.17 |
10,756.14 |
|
R1 |
10,794.33 |
10,794.33 |
10,742.82 |
10,826.75 |
PP |
10,713.87 |
10,713.87 |
10,713.87 |
10,730.08 |
S1 |
10,649.03 |
10,649.03 |
10,716.18 |
10,681.45 |
S2 |
10,568.57 |
10,568.57 |
10,702.86 |
|
S3 |
10,423.27 |
10,503.73 |
10,689.54 |
|
S4 |
10,277.97 |
10,358.43 |
10,649.59 |
|
|
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 |
10,778.70 |
10,509.90 |
268.80 |
2.5% |
121.88 |
1.1% |
82% |
True |
False |
|
10 |
10,778.70 |
10,468.00 |
310.70 |
2.9% |
135.84 |
1.3% |
84% |
True |
False |
|
20 |
11,028.00 |
10,468.00 |
560.00 |
5.2% |
169.14 |
1.6% |
47% |
False |
False |
|
40 |
11,028.00 |
10,292.40 |
735.60 |
6.9% |
184.12 |
1.7% |
59% |
False |
False |
|
60 |
11,028.00 |
10,292.40 |
735.60 |
6.9% |
177.87 |
1.7% |
59% |
False |
False |
|
80 |
11,028.00 |
9,654.64 |
1,373.36 |
12.8% |
180.66 |
1.7% |
78% |
False |
False |
|
100 |
11,401.20 |
9,654.64 |
1,746.56 |
16.3% |
173.40 |
1.6% |
62% |
False |
False |
|
120 |
11,401.20 |
9,654.64 |
1,746.56 |
16.3% |
163.47 |
1.5% |
62% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,396.23 |
2.618 |
11,159.10 |
1.618 |
11,013.80 |
1.000 |
10,924.00 |
0.618 |
10,868.50 |
HIGH |
10,778.70 |
0.618 |
10,723.20 |
0.500 |
10,706.05 |
0.382 |
10,688.90 |
LOW |
10,633.40 |
0.618 |
10,543.60 |
1.000 |
10,488.10 |
1.618 |
10,398.30 |
2.618 |
10,253.00 |
4.250 |
10,015.88 |
|
|
Fisher Pivots for day following 25-Jan-2001 |
Pivot |
1 day |
3 day |
R1 |
10,721.68 |
10,708.42 |
PP |
10,713.87 |
10,687.33 |
S1 |
10,706.05 |
10,666.25 |
|