| Trading Metrics calculated at close of trading on 22-Jan-2001 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jan-2001 |
22-Jan-2001 |
Change |
Change % |
Previous Week |
| Open |
2,740.11 |
2,639.61 |
-100.50 |
-3.7% |
2,502.66 |
| High |
2,740.76 |
2,683.12 |
-57.64 |
-2.1% |
2,740.76 |
| Low |
2,633.67 |
2,598.85 |
-34.82 |
-1.3% |
2,432.87 |
| Close |
2,655.68 |
2,643.13 |
-12.55 |
-0.5% |
2,655.68 |
| Range |
107.09 |
84.27 |
-22.82 |
-21.3% |
307.89 |
| ATR |
156.58 |
151.42 |
-5.17 |
-3.3% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 22-Jan-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,894.51 |
2,853.09 |
2,689.48 |
|
| R3 |
2,810.24 |
2,768.82 |
2,666.30 |
|
| R2 |
2,725.97 |
2,725.97 |
2,658.58 |
|
| R1 |
2,684.55 |
2,684.55 |
2,650.85 |
2,705.26 |
| PP |
2,641.70 |
2,641.70 |
2,641.70 |
2,652.06 |
| S1 |
2,600.28 |
2,600.28 |
2,635.41 |
2,620.99 |
| S2 |
2,557.43 |
2,557.43 |
2,627.68 |
|
| S3 |
2,473.16 |
2,516.01 |
2,619.96 |
|
| S4 |
2,388.89 |
2,431.74 |
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% |
99.52 |
3.8% |
68% |
False |
False |
|
| 10 |
2,740.76 |
2,151.16 |
589.60 |
22.3% |
119.37 |
4.5% |
83% |
False |
False |
|
| 20 |
2,740.76 |
2,087.32 |
653.44 |
24.7% |
150.52 |
5.7% |
85% |
False |
False |
|
| 40 |
2,990.83 |
2,087.32 |
903.51 |
34.2% |
150.02 |
5.7% |
62% |
False |
False |
|
| 60 |
3,369.47 |
2,087.32 |
1,282.15 |
48.5% |
148.21 |
5.6% |
43% |
False |
False |
|
| 80 |
3,725.75 |
2,087.32 |
1,638.43 |
62.0% |
153.00 |
5.8% |
34% |
False |
False |
|
| 100 |
4,147.19 |
2,087.32 |
2,059.87 |
77.9% |
148.26 |
5.6% |
27% |
False |
False |
|
| 120 |
4,147.19 |
2,087.32 |
2,059.87 |
77.9% |
140.95 |
5.3% |
27% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,041.27 |
|
2.618 |
2,903.74 |
|
1.618 |
2,819.47 |
|
1.000 |
2,767.39 |
|
0.618 |
2,735.20 |
|
HIGH |
2,683.12 |
|
0.618 |
2,650.93 |
|
0.500 |
2,640.99 |
|
0.382 |
2,631.04 |
|
LOW |
2,598.85 |
|
0.618 |
2,546.77 |
|
1.000 |
2,514.58 |
|
1.618 |
2,462.50 |
|
2.618 |
2,378.23 |
|
4.250 |
2,240.70 |
|
|
| Fisher Pivots for day following 22-Jan-2001 |
| Pivot |
1 day |
3 day |
| R1 |
2,642.42 |
2,641.11 |
| PP |
2,641.70 |
2,639.09 |
| S1 |
2,640.99 |
2,637.07 |
|