Trading Metrics calculated at close of trading on 29-Jan-2001 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jan-2001 |
29-Jan-2001 |
Change |
Change % |
Previous Week |
Open |
10,714.50 |
10,632.90 |
-81.60 |
-0.8% |
10,581.10 |
High |
10,742.90 |
10,725.10 |
-17.80 |
-0.2% |
10,778.70 |
Low |
10,625.00 |
10,612.50 |
-12.50 |
-0.1% |
10,509.90 |
Close |
10,660.00 |
10,702.20 |
42.20 |
0.4% |
10,660.00 |
Range |
117.90 |
112.60 |
-5.30 |
-4.5% |
268.80 |
ATR |
160.17 |
156.77 |
-3.40 |
-2.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 29-Jan-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,017.73 |
10,972.57 |
10,764.13 |
|
R3 |
10,905.13 |
10,859.97 |
10,733.17 |
|
R2 |
10,792.53 |
10,792.53 |
10,722.84 |
|
R1 |
10,747.37 |
10,747.37 |
10,712.52 |
10,769.95 |
PP |
10,679.93 |
10,679.93 |
10,679.93 |
10,691.23 |
S1 |
10,634.77 |
10,634.77 |
10,691.88 |
10,657.35 |
S2 |
10,567.33 |
10,567.33 |
10,681.56 |
|
S3 |
10,454.73 |
10,522.17 |
10,671.24 |
|
S4 |
10,342.13 |
10,409.57 |
10,640.27 |
|
|
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 |
10,553.80 |
224.90 |
2.1% |
112.34 |
1.0% |
66% |
False |
False |
|
10 |
10,778.70 |
10,486.60 |
292.10 |
2.7% |
134.76 |
1.3% |
74% |
False |
False |
|
20 |
11,028.00 |
10,468.00 |
560.00 |
5.2% |
165.13 |
1.5% |
42% |
False |
False |
|
40 |
11,028.00 |
10,292.40 |
735.60 |
6.9% |
182.64 |
1.7% |
56% |
False |
False |
|
60 |
11,028.00 |
10,292.40 |
735.60 |
6.9% |
173.81 |
1.6% |
56% |
False |
False |
|
80 |
11,028.00 |
9,654.64 |
1,373.36 |
12.8% |
180.57 |
1.7% |
76% |
False |
False |
|
100 |
11,401.20 |
9,654.64 |
1,746.56 |
16.3% |
173.60 |
1.6% |
60% |
False |
False |
|
120 |
11,401.20 |
9,654.64 |
1,746.56 |
16.3% |
163.22 |
1.5% |
60% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,203.65 |
2.618 |
11,019.89 |
1.618 |
10,907.29 |
1.000 |
10,837.70 |
0.618 |
10,794.69 |
HIGH |
10,725.10 |
0.618 |
10,682.09 |
0.500 |
10,668.80 |
0.382 |
10,655.51 |
LOW |
10,612.50 |
0.618 |
10,542.91 |
1.000 |
10,499.90 |
1.618 |
10,430.31 |
2.618 |
10,317.71 |
4.250 |
10,133.95 |
|
|
Fisher Pivots for day following 29-Jan-2001 |
Pivot |
1 day |
3 day |
R1 |
10,691.07 |
10,700.00 |
PP |
10,679.93 |
10,697.80 |
S1 |
10,668.80 |
10,695.60 |
|