Trading Metrics calculated at close of trading on 26-Jan-2001 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jan-2001 |
26-Jan-2001 |
Change |
Change % |
Previous Week |
Open |
10,665.30 |
10,714.50 |
49.20 |
0.5% |
10,581.10 |
High |
10,778.70 |
10,742.90 |
-35.80 |
-0.3% |
10,778.70 |
Low |
10,633.40 |
10,625.00 |
-8.40 |
-0.1% |
10,509.90 |
Close |
10,729.50 |
10,660.00 |
-69.50 |
-0.6% |
10,660.00 |
Range |
145.30 |
117.90 |
-27.40 |
-18.9% |
268.80 |
ATR |
163.42 |
160.17 |
-3.25 |
-2.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 26-Jan-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,029.67 |
10,962.73 |
10,724.85 |
|
R3 |
10,911.77 |
10,844.83 |
10,692.42 |
|
R2 |
10,793.87 |
10,793.87 |
10,681.62 |
|
R1 |
10,726.93 |
10,726.93 |
10,670.81 |
10,701.45 |
PP |
10,675.97 |
10,675.97 |
10,675.97 |
10,663.23 |
S1 |
10,609.03 |
10,609.03 |
10,649.19 |
10,583.55 |
S2 |
10,558.07 |
10,558.07 |
10,638.39 |
|
S3 |
10,440.17 |
10,491.13 |
10,627.58 |
|
S4 |
10,322.27 |
10,373.23 |
10,595.16 |
|
|
Weekly Pivots for week ending 26-Jan-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,455.93 |
11,326.77 |
10,807.84 |
|
R3 |
11,187.13 |
11,057.97 |
10,733.92 |
|
R2 |
10,918.33 |
10,918.33 |
10,709.28 |
|
R1 |
10,789.17 |
10,789.17 |
10,684.64 |
10,853.75 |
PP |
10,649.53 |
10,649.53 |
10,649.53 |
10,681.83 |
S1 |
10,520.37 |
10,520.37 |
10,635.36 |
10,584.95 |
S2 |
10,380.73 |
10,380.73 |
10,610.72 |
|
S3 |
10,111.93 |
10,251.57 |
10,586.08 |
|
S4 |
9,843.13 |
9,982.77 |
10,512.16 |
|
|
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% |
114.72 |
1.1% |
56% |
False |
False |
|
10 |
10,778.70 |
10,468.00 |
310.70 |
2.9% |
139.09 |
1.3% |
62% |
False |
False |
|
20 |
11,028.00 |
10,468.00 |
560.00 |
5.3% |
165.84 |
1.6% |
34% |
False |
False |
|
40 |
11,028.00 |
10,292.40 |
735.60 |
6.9% |
183.96 |
1.7% |
50% |
False |
False |
|
60 |
11,028.00 |
10,292.40 |
735.60 |
6.9% |
174.98 |
1.6% |
50% |
False |
False |
|
80 |
11,028.00 |
9,654.64 |
1,373.36 |
12.9% |
181.01 |
1.7% |
73% |
False |
False |
|
100 |
11,401.20 |
9,654.64 |
1,746.56 |
16.4% |
173.64 |
1.6% |
58% |
False |
False |
|
120 |
11,401.20 |
9,654.64 |
1,746.56 |
16.4% |
163.58 |
1.5% |
58% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,243.98 |
2.618 |
11,051.56 |
1.618 |
10,933.66 |
1.000 |
10,860.80 |
0.618 |
10,815.76 |
HIGH |
10,742.90 |
0.618 |
10,697.86 |
0.500 |
10,683.95 |
0.382 |
10,670.04 |
LOW |
10,625.00 |
0.618 |
10,552.14 |
1.000 |
10,507.10 |
1.618 |
10,434.24 |
2.618 |
10,316.34 |
4.250 |
10,123.93 |
|
|
Fisher Pivots for day following 26-Jan-2001 |
Pivot |
1 day |
3 day |
R1 |
10,683.95 |
10,699.20 |
PP |
10,675.97 |
10,686.13 |
S1 |
10,667.98 |
10,673.07 |
|