| Trading Metrics calculated at close of trading on 12-Jan-2001 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-2001 |
12-Jan-2001 |
Change |
Change % |
Previous Week |
| Open |
2,376.86 |
2,522.45 |
145.59 |
6.1% |
2,245.44 |
| High |
2,550.39 |
2,591.55 |
41.16 |
1.6% |
2,591.55 |
| Low |
2,376.86 |
2,471.06 |
94.20 |
4.0% |
2,151.16 |
| Close |
2,524.29 |
2,506.05 |
-18.24 |
-0.7% |
2,506.05 |
| Range |
173.53 |
120.49 |
-53.04 |
-30.6% |
440.39 |
| ATR |
172.59 |
168.87 |
-3.72 |
-2.2% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 12-Jan-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,884.36 |
2,815.69 |
2,572.32 |
|
| R3 |
2,763.87 |
2,695.20 |
2,539.18 |
|
| R2 |
2,643.38 |
2,643.38 |
2,528.14 |
|
| R1 |
2,574.71 |
2,574.71 |
2,517.09 |
2,548.80 |
| PP |
2,522.89 |
2,522.89 |
2,522.89 |
2,509.93 |
| S1 |
2,454.22 |
2,454.22 |
2,495.01 |
2,428.31 |
| S2 |
2,402.40 |
2,402.40 |
2,483.96 |
|
| S3 |
2,281.91 |
2,333.73 |
2,472.92 |
|
| S4 |
2,161.42 |
2,213.24 |
2,439.78 |
|
|
| Weekly Pivots for week ending 12-Jan-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,737.42 |
3,562.13 |
2,748.26 |
|
| R3 |
3,297.03 |
3,121.74 |
2,627.16 |
|
| R2 |
2,856.64 |
2,856.64 |
2,586.79 |
|
| R1 |
2,681.35 |
2,681.35 |
2,546.42 |
2,769.00 |
| PP |
2,416.25 |
2,416.25 |
2,416.25 |
2,460.08 |
| S1 |
2,240.96 |
2,240.96 |
2,465.68 |
2,328.61 |
| S2 |
1,975.86 |
1,975.86 |
2,425.31 |
|
| S3 |
1,535.47 |
1,800.57 |
2,384.94 |
|
| S4 |
1,095.08 |
1,360.18 |
2,263.84 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,591.55 |
2,151.16 |
440.39 |
17.6% |
139.22 |
5.6% |
81% |
True |
False |
|
| 10 |
2,591.55 |
2,087.32 |
504.23 |
20.1% |
187.01 |
7.5% |
83% |
True |
False |
|
| 20 |
2,788.81 |
2,087.32 |
701.49 |
28.0% |
164.04 |
6.5% |
60% |
False |
False |
|
| 40 |
3,128.37 |
2,087.32 |
1,041.05 |
41.5% |
153.56 |
6.1% |
40% |
False |
False |
|
| 60 |
3,514.96 |
2,087.32 |
1,427.64 |
57.0% |
153.38 |
6.1% |
29% |
False |
False |
|
| 80 |
3,810.30 |
2,087.32 |
1,722.98 |
68.8% |
156.23 |
6.2% |
24% |
False |
False |
|
| 100 |
4,147.19 |
2,087.32 |
2,059.87 |
82.2% |
147.39 |
5.9% |
20% |
False |
False |
|
| 120 |
4,147.19 |
2,087.32 |
2,059.87 |
82.2% |
143.52 |
5.7% |
20% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,103.63 |
|
2.618 |
2,906.99 |
|
1.618 |
2,786.50 |
|
1.000 |
2,712.04 |
|
0.618 |
2,666.01 |
|
HIGH |
2,591.55 |
|
0.618 |
2,545.52 |
|
0.500 |
2,531.31 |
|
0.382 |
2,517.09 |
|
LOW |
2,471.06 |
|
0.618 |
2,396.60 |
|
1.000 |
2,350.57 |
|
1.618 |
2,276.11 |
|
2.618 |
2,155.62 |
|
4.250 |
1,958.98 |
|
|
| Fisher Pivots for day following 12-Jan-2001 |
| Pivot |
1 day |
3 day |
| R1 |
2,531.31 |
2,475.53 |
| PP |
2,522.89 |
2,445.02 |
| S1 |
2,514.47 |
2,414.50 |
|