| Trading Metrics calculated at close of trading on 16-Jan-2001 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jan-2001 |
16-Jan-2001 |
Change |
Change % |
Previous Week |
| Open |
2,522.45 |
2,502.66 |
-19.79 |
-0.8% |
2,245.44 |
| High |
2,591.55 |
2,510.34 |
-81.21 |
-3.1% |
2,591.55 |
| Low |
2,471.06 |
2,432.87 |
-38.19 |
-1.5% |
2,151.16 |
| Close |
2,506.05 |
2,470.72 |
-35.33 |
-1.4% |
2,506.05 |
| Range |
120.49 |
77.47 |
-43.02 |
-35.7% |
440.39 |
| ATR |
168.87 |
162.34 |
-6.53 |
-3.9% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 16-Jan-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,703.72 |
2,664.69 |
2,513.33 |
|
| R3 |
2,626.25 |
2,587.22 |
2,492.02 |
|
| R2 |
2,548.78 |
2,548.78 |
2,484.92 |
|
| R1 |
2,509.75 |
2,509.75 |
2,477.82 |
2,490.53 |
| PP |
2,471.31 |
2,471.31 |
2,471.31 |
2,461.70 |
| S1 |
2,432.28 |
2,432.28 |
2,463.62 |
2,413.06 |
| S2 |
2,393.84 |
2,393.84 |
2,456.52 |
|
| S3 |
2,316.37 |
2,354.81 |
2,449.42 |
|
| S4 |
2,238.90 |
2,277.34 |
2,428.11 |
|
|
| 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 |
2,237.45 |
354.10 |
14.3% |
128.36 |
5.2% |
66% |
False |
False |
|
| 10 |
2,591.55 |
2,087.32 |
504.23 |
20.4% |
178.51 |
7.2% |
76% |
False |
False |
|
| 20 |
2,639.00 |
2,087.32 |
551.68 |
22.3% |
160.38 |
6.5% |
69% |
False |
False |
|
| 40 |
3,082.42 |
2,087.32 |
995.10 |
40.3% |
152.33 |
6.2% |
39% |
False |
False |
|
| 60 |
3,514.96 |
2,087.32 |
1,427.64 |
57.8% |
150.28 |
6.1% |
27% |
False |
False |
|
| 80 |
3,790.45 |
2,087.32 |
1,703.13 |
68.9% |
155.32 |
6.3% |
23% |
False |
False |
|
| 100 |
4,147.19 |
2,087.32 |
2,059.87 |
83.4% |
147.46 |
6.0% |
19% |
False |
False |
|
| 120 |
4,147.19 |
2,087.32 |
2,059.87 |
83.4% |
143.25 |
5.8% |
19% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,839.59 |
|
2.618 |
2,713.16 |
|
1.618 |
2,635.69 |
|
1.000 |
2,587.81 |
|
0.618 |
2,558.22 |
|
HIGH |
2,510.34 |
|
0.618 |
2,480.75 |
|
0.500 |
2,471.61 |
|
0.382 |
2,462.46 |
|
LOW |
2,432.87 |
|
0.618 |
2,384.99 |
|
1.000 |
2,355.40 |
|
1.618 |
2,307.52 |
|
2.618 |
2,230.05 |
|
4.250 |
2,103.62 |
|
|
| Fisher Pivots for day following 16-Jan-2001 |
| Pivot |
1 day |
3 day |
| R1 |
2,471.61 |
2,484.21 |
| PP |
2,471.31 |
2,479.71 |
| S1 |
2,471.02 |
2,475.22 |
|