Trading Metrics calculated at close of trading on 31-Jan-2001 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jan-2001 |
31-Jan-2001 |
Change |
Change % |
Previous Week |
Open |
10,730.80 |
10,894.80 |
164.00 |
1.5% |
10,581.10 |
High |
10,900.80 |
10,957.50 |
56.70 |
0.5% |
10,778.70 |
Low |
10,683.00 |
10,832.60 |
149.60 |
1.4% |
10,509.90 |
Close |
10,881.20 |
10,887.40 |
6.20 |
0.1% |
10,660.00 |
Range |
217.80 |
124.90 |
-92.90 |
-42.7% |
268.80 |
ATR |
161.13 |
158.54 |
-2.59 |
-1.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 31-Jan-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,267.20 |
11,202.20 |
10,956.10 |
|
R3 |
11,142.30 |
11,077.30 |
10,921.75 |
|
R2 |
11,017.40 |
11,017.40 |
10,910.30 |
|
R1 |
10,952.40 |
10,952.40 |
10,898.85 |
10,922.45 |
PP |
10,892.50 |
10,892.50 |
10,892.50 |
10,877.53 |
S1 |
10,827.50 |
10,827.50 |
10,875.95 |
10,797.55 |
S2 |
10,767.60 |
10,767.60 |
10,864.50 |
|
S3 |
10,642.70 |
10,702.60 |
10,853.05 |
|
S4 |
10,517.80 |
10,577.70 |
10,818.71 |
|
|
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 |
10,957.50 |
10,612.50 |
345.00 |
3.2% |
143.70 |
1.3% |
80% |
True |
False |
|
10 |
10,957.50 |
10,509.90 |
447.60 |
4.1% |
135.23 |
1.2% |
84% |
True |
False |
|
20 |
11,028.00 |
10,468.00 |
560.00 |
5.1% |
163.72 |
1.5% |
75% |
False |
False |
|
40 |
11,028.00 |
10,299.20 |
728.80 |
6.7% |
178.86 |
1.6% |
81% |
False |
False |
|
60 |
11,028.00 |
10,292.40 |
735.60 |
6.8% |
175.65 |
1.6% |
81% |
False |
False |
|
80 |
11,028.00 |
9,654.64 |
1,373.36 |
12.6% |
181.64 |
1.7% |
90% |
False |
False |
|
100 |
11,286.10 |
9,654.64 |
1,631.46 |
15.0% |
174.54 |
1.6% |
76% |
False |
False |
|
120 |
11,401.20 |
9,654.64 |
1,746.56 |
16.0% |
164.10 |
1.5% |
71% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,488.33 |
2.618 |
11,284.49 |
1.618 |
11,159.59 |
1.000 |
11,082.40 |
0.618 |
11,034.69 |
HIGH |
10,957.50 |
0.618 |
10,909.79 |
0.500 |
10,895.05 |
0.382 |
10,880.31 |
LOW |
10,832.60 |
0.618 |
10,755.41 |
1.000 |
10,707.70 |
1.618 |
10,630.51 |
2.618 |
10,505.61 |
4.250 |
10,301.78 |
|
|
Fisher Pivots for day following 31-Jan-2001 |
Pivot |
1 day |
3 day |
R1 |
10,895.05 |
10,853.27 |
PP |
10,892.50 |
10,819.13 |
S1 |
10,889.95 |
10,785.00 |
|