Trading Metrics calculated at close of trading on 03-Jan-2001 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jan-2001 |
03-Jan-2001 |
Change |
Change % |
Previous Week |
Open |
10,703.10 |
10,606.70 |
-96.40 |
-0.9% |
10,640.10 |
High |
10,797.00 |
11,019.00 |
222.00 |
2.1% |
10,917.70 |
Low |
10,585.40 |
10,581.10 |
-4.30 |
0.0% |
10,597.60 |
Close |
10,646.20 |
10,945.80 |
299.60 |
2.8% |
10,788.00 |
Range |
211.60 |
437.90 |
226.30 |
106.9% |
320.10 |
ATR |
185.93 |
203.93 |
18.00 |
9.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 03-Jan-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,162.33 |
11,991.97 |
11,186.65 |
|
R3 |
11,724.43 |
11,554.07 |
11,066.22 |
|
R2 |
11,286.53 |
11,286.53 |
11,026.08 |
|
R1 |
11,116.17 |
11,116.17 |
10,985.94 |
11,201.35 |
PP |
10,848.63 |
10,848.63 |
10,848.63 |
10,891.23 |
S1 |
10,678.27 |
10,678.27 |
10,905.66 |
10,763.45 |
S2 |
10,410.73 |
10,410.73 |
10,865.52 |
|
S3 |
9,972.83 |
10,240.37 |
10,825.38 |
|
S4 |
9,534.93 |
9,802.47 |
10,704.96 |
|
|
Weekly Pivots for week ending 29-Dec-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,728.07 |
11,578.13 |
10,964.06 |
|
R3 |
11,407.97 |
11,258.03 |
10,876.03 |
|
R2 |
11,087.87 |
11,087.87 |
10,846.69 |
|
R1 |
10,937.93 |
10,937.93 |
10,817.34 |
11,012.90 |
PP |
10,767.77 |
10,767.77 |
10,767.77 |
10,805.25 |
S1 |
10,617.83 |
10,617.83 |
10,758.66 |
10,692.80 |
S2 |
10,447.67 |
10,447.67 |
10,729.32 |
|
S3 |
10,127.57 |
10,297.73 |
10,699.97 |
|
S4 |
9,807.47 |
9,977.63 |
10,611.95 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
11,019.00 |
10,581.10 |
437.90 |
4.0% |
223.90 |
2.0% |
83% |
True |
True |
|
10 |
11,019.00 |
10,299.20 |
719.80 |
6.6% |
207.37 |
1.9% |
90% |
True |
False |
|
20 |
11,019.00 |
10,299.20 |
719.80 |
6.6% |
201.65 |
1.8% |
90% |
True |
False |
|
40 |
11,019.00 |
10,292.40 |
726.60 |
6.6% |
189.41 |
1.7% |
90% |
True |
False |
|
60 |
11,019.00 |
9,654.64 |
1,364.36 |
12.5% |
190.57 |
1.7% |
95% |
True |
False |
|
80 |
11,286.10 |
9,654.64 |
1,631.46 |
14.9% |
181.83 |
1.7% |
79% |
False |
False |
|
100 |
11,401.20 |
9,654.64 |
1,746.56 |
16.0% |
167.96 |
1.5% |
74% |
False |
False |
|
120 |
11,401.20 |
9,654.64 |
1,746.56 |
16.0% |
159.63 |
1.5% |
74% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,880.08 |
2.618 |
12,165.42 |
1.618 |
11,727.52 |
1.000 |
11,456.90 |
0.618 |
11,289.62 |
HIGH |
11,019.00 |
0.618 |
10,851.72 |
0.500 |
10,800.05 |
0.382 |
10,748.38 |
LOW |
10,581.10 |
0.618 |
10,310.48 |
1.000 |
10,143.20 |
1.618 |
9,872.58 |
2.618 |
9,434.68 |
4.250 |
8,720.03 |
|
|
Fisher Pivots for day following 03-Jan-2001 |
Pivot |
1 day |
3 day |
R1 |
10,897.22 |
10,897.22 |
PP |
10,848.63 |
10,848.63 |
S1 |
10,800.05 |
10,800.05 |
|