| Trading Metrics calculated at close of trading on 11-Jan-2001 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jan-2001 |
11-Jan-2001 |
Change |
Change % |
Previous Week |
| Open |
2,253.85 |
2,376.86 |
123.01 |
5.5% |
2,341.28 |
| High |
2,417.43 |
2,550.39 |
132.96 |
5.5% |
2,547.04 |
| Low |
2,237.45 |
2,376.86 |
139.41 |
6.2% |
2,087.32 |
| Close |
2,413.71 |
2,524.29 |
110.58 |
4.6% |
2,267.85 |
| Range |
179.98 |
173.53 |
-6.45 |
-3.6% |
459.72 |
| ATR |
172.52 |
172.59 |
0.07 |
0.0% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 11-Jan-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,004.44 |
2,937.89 |
2,619.73 |
|
| R3 |
2,830.91 |
2,764.36 |
2,572.01 |
|
| R2 |
2,657.38 |
2,657.38 |
2,556.10 |
|
| R1 |
2,590.83 |
2,590.83 |
2,540.20 |
2,624.11 |
| PP |
2,483.85 |
2,483.85 |
2,483.85 |
2,500.48 |
| S1 |
2,417.30 |
2,417.30 |
2,508.38 |
2,450.58 |
| S2 |
2,310.32 |
2,310.32 |
2,492.48 |
|
| S3 |
2,136.79 |
2,243.77 |
2,476.57 |
|
| S4 |
1,963.26 |
2,070.24 |
2,428.85 |
|
|
| Weekly Pivots for week ending 05-Jan-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,679.90 |
3,433.59 |
2,520.70 |
|
| R3 |
3,220.18 |
2,973.87 |
2,394.27 |
|
| R2 |
2,760.46 |
2,760.46 |
2,352.13 |
|
| R1 |
2,514.15 |
2,514.15 |
2,309.99 |
2,407.45 |
| PP |
2,300.74 |
2,300.74 |
2,300.74 |
2,247.38 |
| S1 |
2,054.43 |
2,054.43 |
2,225.71 |
1,947.73 |
| S2 |
1,841.02 |
1,841.02 |
2,183.57 |
|
| S3 |
1,381.30 |
1,594.71 |
2,141.43 |
|
| S4 |
921.58 |
1,134.99 |
2,015.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,550.39 |
2,151.16 |
399.23 |
15.8% |
157.35 |
6.2% |
93% |
True |
False |
|
| 10 |
2,550.39 |
2,087.32 |
463.07 |
18.3% |
183.49 |
7.3% |
94% |
True |
False |
|
| 20 |
2,941.34 |
2,087.32 |
854.02 |
33.8% |
168.01 |
6.7% |
51% |
False |
False |
|
| 40 |
3,128.37 |
2,087.32 |
1,041.05 |
41.2% |
153.47 |
6.1% |
42% |
False |
False |
|
| 60 |
3,514.96 |
2,087.32 |
1,427.64 |
56.6% |
154.68 |
6.1% |
31% |
False |
False |
|
| 80 |
3,810.30 |
2,087.32 |
1,722.98 |
68.3% |
156.83 |
6.2% |
25% |
False |
False |
|
| 100 |
4,147.19 |
2,087.32 |
2,059.87 |
81.6% |
147.12 |
5.8% |
21% |
False |
False |
|
| 120 |
4,147.19 |
2,087.32 |
2,059.87 |
81.6% |
144.01 |
5.7% |
21% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,287.89 |
|
2.618 |
3,004.69 |
|
1.618 |
2,831.16 |
|
1.000 |
2,723.92 |
|
0.618 |
2,657.63 |
|
HIGH |
2,550.39 |
|
0.618 |
2,484.10 |
|
0.500 |
2,463.63 |
|
0.382 |
2,443.15 |
|
LOW |
2,376.86 |
|
0.618 |
2,269.62 |
|
1.000 |
2,203.33 |
|
1.618 |
2,096.09 |
|
2.618 |
1,922.56 |
|
4.250 |
1,639.36 |
|
|
| Fisher Pivots for day following 11-Jan-2001 |
| Pivot |
1 day |
3 day |
| R1 |
2,504.07 |
2,480.83 |
| PP |
2,483.85 |
2,437.38 |
| S1 |
2,463.63 |
2,393.92 |
|