Trading Metrics calculated at close of trading on 30-Jan-2001 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jan-2001 |
30-Jan-2001 |
Change |
Change % |
Previous Week |
Open |
10,632.90 |
10,730.80 |
97.90 |
0.9% |
10,581.10 |
High |
10,725.10 |
10,900.80 |
175.70 |
1.6% |
10,778.70 |
Low |
10,612.50 |
10,683.00 |
70.50 |
0.7% |
10,509.90 |
Close |
10,702.20 |
10,881.20 |
179.00 |
1.7% |
10,660.00 |
Range |
112.60 |
217.80 |
105.20 |
93.4% |
268.80 |
ATR |
156.77 |
161.13 |
4.36 |
2.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 30-Jan-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,475.07 |
11,395.93 |
11,000.99 |
|
R3 |
11,257.27 |
11,178.13 |
10,941.10 |
|
R2 |
11,039.47 |
11,039.47 |
10,921.13 |
|
R1 |
10,960.33 |
10,960.33 |
10,901.17 |
10,999.90 |
PP |
10,821.67 |
10,821.67 |
10,821.67 |
10,841.45 |
S1 |
10,742.53 |
10,742.53 |
10,861.24 |
10,782.10 |
S2 |
10,603.87 |
10,603.87 |
10,841.27 |
|
S3 |
10,386.07 |
10,524.73 |
10,821.31 |
|
S4 |
10,168.27 |
10,306.93 |
10,761.41 |
|
|
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 |
10,900.80 |
10,612.50 |
288.30 |
2.6% |
130.84 |
1.2% |
93% |
True |
False |
|
10 |
10,900.80 |
10,509.90 |
390.90 |
3.6% |
138.80 |
1.3% |
95% |
True |
False |
|
20 |
11,028.00 |
10,468.00 |
560.00 |
5.1% |
168.05 |
1.5% |
74% |
False |
False |
|
40 |
11,028.00 |
10,299.20 |
728.80 |
6.7% |
180.14 |
1.7% |
80% |
False |
False |
|
60 |
11,028.00 |
10,292.40 |
735.60 |
6.8% |
174.84 |
1.6% |
80% |
False |
False |
|
80 |
11,028.00 |
9,654.64 |
1,373.36 |
12.6% |
181.59 |
1.7% |
89% |
False |
False |
|
100 |
11,323.90 |
9,654.64 |
1,669.26 |
15.3% |
174.29 |
1.6% |
73% |
False |
False |
|
120 |
11,401.20 |
9,654.64 |
1,746.56 |
16.1% |
163.77 |
1.5% |
70% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,826.45 |
2.618 |
11,471.00 |
1.618 |
11,253.20 |
1.000 |
11,118.60 |
0.618 |
11,035.40 |
HIGH |
10,900.80 |
0.618 |
10,817.60 |
0.500 |
10,791.90 |
0.382 |
10,766.20 |
LOW |
10,683.00 |
0.618 |
10,548.40 |
1.000 |
10,465.20 |
1.618 |
10,330.60 |
2.618 |
10,112.80 |
4.250 |
9,757.35 |
|
|
Fisher Pivots for day following 30-Jan-2001 |
Pivot |
1 day |
3 day |
R1 |
10,851.43 |
10,839.68 |
PP |
10,821.67 |
10,798.17 |
S1 |
10,791.90 |
10,756.65 |
|