| Trading Metrics calculated at close of trading on 19-Jan-2001 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jan-2001 |
19-Jan-2001 |
Change |
Change % |
Previous Week |
| Open |
2,574.64 |
2,740.11 |
165.47 |
6.4% |
2,502.66 |
| High |
2,672.07 |
2,740.76 |
68.69 |
2.6% |
2,740.76 |
| Low |
2,533.37 |
2,633.67 |
100.30 |
4.0% |
2,432.87 |
| Close |
2,670.47 |
2,655.68 |
-14.79 |
-0.6% |
2,655.68 |
| Range |
138.70 |
107.09 |
-31.61 |
-22.8% |
307.89 |
| ATR |
160.39 |
156.58 |
-3.81 |
-2.4% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 19-Jan-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,997.97 |
2,933.92 |
2,714.58 |
|
| R3 |
2,890.88 |
2,826.83 |
2,685.13 |
|
| R2 |
2,783.79 |
2,783.79 |
2,675.31 |
|
| R1 |
2,719.74 |
2,719.74 |
2,665.50 |
2,698.22 |
| PP |
2,676.70 |
2,676.70 |
2,676.70 |
2,665.95 |
| S1 |
2,612.65 |
2,612.65 |
2,645.86 |
2,591.13 |
| S2 |
2,569.61 |
2,569.61 |
2,636.05 |
|
| S3 |
2,462.52 |
2,505.56 |
2,626.23 |
|
| S4 |
2,355.43 |
2,398.47 |
2,596.78 |
|
|
| Weekly Pivots for week ending 19-Jan-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,533.44 |
3,402.45 |
2,825.02 |
|
| R3 |
3,225.55 |
3,094.56 |
2,740.35 |
|
| R2 |
2,917.66 |
2,917.66 |
2,712.13 |
|
| R1 |
2,786.67 |
2,786.67 |
2,683.90 |
2,852.17 |
| PP |
2,609.77 |
2,609.77 |
2,609.77 |
2,642.52 |
| S1 |
2,478.78 |
2,478.78 |
2,627.46 |
2,544.28 |
| S2 |
2,301.88 |
2,301.88 |
2,599.23 |
|
| S3 |
1,993.99 |
2,170.89 |
2,571.01 |
|
| S4 |
1,686.10 |
1,863.00 |
2,486.34 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,740.76 |
2,432.87 |
307.89 |
11.6% |
106.77 |
4.0% |
72% |
True |
False |
|
| 10 |
2,740.76 |
2,151.16 |
589.60 |
22.2% |
132.06 |
5.0% |
86% |
True |
False |
|
| 20 |
2,740.76 |
2,087.32 |
653.44 |
24.6% |
153.25 |
5.8% |
87% |
True |
False |
|
| 40 |
2,990.83 |
2,087.32 |
903.51 |
34.0% |
150.39 |
5.7% |
63% |
False |
False |
|
| 60 |
3,481.31 |
2,087.32 |
1,393.99 |
52.5% |
149.39 |
5.6% |
41% |
False |
False |
|
| 80 |
3,725.75 |
2,087.32 |
1,638.43 |
61.7% |
153.58 |
5.8% |
35% |
False |
False |
|
| 100 |
4,147.19 |
2,087.32 |
2,059.87 |
77.6% |
148.01 |
5.6% |
28% |
False |
False |
|
| 120 |
4,147.19 |
2,087.32 |
2,059.87 |
77.6% |
141.69 |
5.3% |
28% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,195.89 |
|
2.618 |
3,021.12 |
|
1.618 |
2,914.03 |
|
1.000 |
2,847.85 |
|
0.618 |
2,806.94 |
|
HIGH |
2,740.76 |
|
0.618 |
2,699.85 |
|
0.500 |
2,687.22 |
|
0.382 |
2,674.58 |
|
LOW |
2,633.67 |
|
0.618 |
2,567.49 |
|
1.000 |
2,526.58 |
|
1.618 |
2,460.40 |
|
2.618 |
2,353.31 |
|
4.250 |
2,178.54 |
|
|
| Fisher Pivots for day following 19-Jan-2001 |
| Pivot |
1 day |
3 day |
| R1 |
2,687.22 |
2,649.48 |
| PP |
2,676.70 |
2,643.27 |
| S1 |
2,666.19 |
2,637.07 |
|