| Trading Metrics calculated at close of trading on 25-Jan-2001 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jan-2001 |
25-Jan-2001 |
Change |
Change % |
Previous Week |
| Open |
2,732.92 |
2,687.05 |
-45.87 |
-1.7% |
2,502.66 |
| High |
2,771.63 |
2,710.22 |
-61.41 |
-2.2% |
2,740.76 |
| Low |
2,692.81 |
2,595.47 |
-97.34 |
-3.6% |
2,432.87 |
| Close |
2,726.45 |
2,595.85 |
-130.60 |
-4.8% |
2,655.68 |
| Range |
78.82 |
114.75 |
35.93 |
45.6% |
307.89 |
| ATR |
144.16 |
143.21 |
-0.94 |
-0.7% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 25-Jan-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,978.10 |
2,901.72 |
2,658.96 |
|
| R3 |
2,863.35 |
2,786.97 |
2,627.41 |
|
| R2 |
2,748.60 |
2,748.60 |
2,616.89 |
|
| R1 |
2,672.22 |
2,672.22 |
2,606.37 |
2,653.04 |
| PP |
2,633.85 |
2,633.85 |
2,633.85 |
2,624.25 |
| S1 |
2,557.47 |
2,557.47 |
2,585.33 |
2,538.29 |
| S2 |
2,519.10 |
2,519.10 |
2,574.81 |
|
| S3 |
2,404.35 |
2,442.72 |
2,564.29 |
|
| S4 |
2,289.60 |
2,327.97 |
2,532.74 |
|
|
| 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 |
2,771.63 |
2,595.47 |
176.16 |
6.8% |
101.00 |
3.9% |
0% |
False |
True |
|
| 10 |
2,771.63 |
2,376.86 |
394.77 |
15.2% |
110.53 |
4.3% |
55% |
False |
False |
|
| 20 |
2,771.63 |
2,087.32 |
684.31 |
26.4% |
143.64 |
5.5% |
74% |
False |
False |
|
| 40 |
2,990.83 |
2,087.32 |
903.51 |
34.8% |
148.27 |
5.7% |
56% |
False |
False |
|
| 60 |
3,369.47 |
2,087.32 |
1,282.15 |
49.4% |
143.56 |
5.5% |
40% |
False |
False |
|
| 80 |
3,613.86 |
2,087.32 |
1,526.54 |
58.8% |
151.71 |
5.8% |
33% |
False |
False |
|
| 100 |
4,147.19 |
2,087.32 |
2,059.87 |
79.4% |
149.20 |
5.7% |
25% |
False |
False |
|
| 120 |
4,147.19 |
2,087.32 |
2,059.87 |
79.4% |
139.35 |
5.4% |
25% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,197.91 |
|
2.618 |
3,010.64 |
|
1.618 |
2,895.89 |
|
1.000 |
2,824.97 |
|
0.618 |
2,781.14 |
|
HIGH |
2,710.22 |
|
0.618 |
2,666.39 |
|
0.500 |
2,652.85 |
|
0.382 |
2,639.30 |
|
LOW |
2,595.47 |
|
0.618 |
2,524.55 |
|
1.000 |
2,480.72 |
|
1.618 |
2,409.80 |
|
2.618 |
2,295.05 |
|
4.250 |
2,107.78 |
|
|
| Fisher Pivots for day following 25-Jan-2001 |
| Pivot |
1 day |
3 day |
| R1 |
2,652.85 |
2,683.55 |
| PP |
2,633.85 |
2,654.32 |
| S1 |
2,614.85 |
2,625.08 |
|