| Trading Metrics calculated at close of trading on 12-Jan-2001 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-2001 |
12-Jan-2001 |
Change |
Change % |
Previous Week |
| Open |
10,617.30 |
10,623.00 |
5.70 |
0.1% |
10,634.40 |
| High |
10,638.00 |
10,623.90 |
-14.10 |
-0.1% |
10,700.90 |
| Low |
10,552.60 |
10,468.00 |
-84.60 |
-0.8% |
10,468.00 |
| Close |
10,609.50 |
10,525.40 |
-84.10 |
-0.8% |
10,525.40 |
| Range |
85.40 |
155.90 |
70.50 |
82.6% |
232.90 |
| ATR |
188.21 |
185.90 |
-2.31 |
-1.2% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 12-Jan-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,006.80 |
10,922.00 |
10,611.15 |
|
| R3 |
10,850.90 |
10,766.10 |
10,568.27 |
|
| R2 |
10,695.00 |
10,695.00 |
10,553.98 |
|
| R1 |
10,610.20 |
10,610.20 |
10,539.69 |
10,574.65 |
| PP |
10,539.10 |
10,539.10 |
10,539.10 |
10,521.33 |
| S1 |
10,454.30 |
10,454.30 |
10,511.11 |
10,418.75 |
| S2 |
10,383.20 |
10,383.20 |
10,496.82 |
|
| S3 |
10,227.30 |
10,298.40 |
10,482.53 |
|
| S4 |
10,071.40 |
10,142.50 |
10,439.66 |
|
|
| Weekly Pivots for week ending 12-Jan-2001 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,263.47 |
11,127.33 |
10,653.50 |
|
| R3 |
11,030.57 |
10,894.43 |
10,589.45 |
|
| R2 |
10,797.67 |
10,797.67 |
10,568.10 |
|
| R1 |
10,661.53 |
10,661.53 |
10,546.75 |
10,613.15 |
| PP |
10,564.77 |
10,564.77 |
10,564.77 |
10,540.58 |
| S1 |
10,428.63 |
10,428.63 |
10,504.05 |
10,380.25 |
| S2 |
10,331.87 |
10,331.87 |
10,482.70 |
|
| S3 |
10,098.97 |
10,195.73 |
10,461.35 |
|
| S4 |
9,866.07 |
9,962.83 |
10,397.31 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
10,700.90 |
10,468.00 |
232.90 |
2.2% |
142.98 |
1.4% |
25% |
False |
True |
|
| 10 |
11,028.00 |
10,468.00 |
560.00 |
5.3% |
195.50 |
1.9% |
10% |
False |
True |
|
| 20 |
11,028.00 |
10,299.20 |
728.80 |
6.9% |
193.42 |
1.8% |
31% |
False |
False |
|
| 40 |
11,028.00 |
10,292.40 |
735.60 |
7.0% |
185.89 |
1.8% |
32% |
False |
False |
|
| 60 |
11,028.00 |
9,654.64 |
1,373.36 |
13.0% |
185.70 |
1.8% |
63% |
False |
False |
|
| 80 |
11,028.00 |
9,654.64 |
1,373.36 |
13.0% |
184.59 |
1.8% |
63% |
False |
False |
|
| 100 |
11,401.20 |
9,654.64 |
1,746.56 |
16.6% |
170.86 |
1.6% |
50% |
False |
False |
|
| 120 |
11,401.20 |
9,654.64 |
1,746.56 |
16.6% |
162.71 |
1.5% |
50% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,286.48 |
|
2.618 |
11,032.05 |
|
1.618 |
10,876.15 |
|
1.000 |
10,779.80 |
|
0.618 |
10,720.25 |
|
HIGH |
10,623.90 |
|
0.618 |
10,564.35 |
|
0.500 |
10,545.95 |
|
0.382 |
10,527.55 |
|
LOW |
10,468.00 |
|
0.618 |
10,371.65 |
|
1.000 |
10,312.10 |
|
1.618 |
10,215.75 |
|
2.618 |
10,059.85 |
|
4.250 |
9,805.43 |
|
|
| Fisher Pivots for day following 12-Jan-2001 |
| Pivot |
1 day |
3 day |
| R1 |
10,545.95 |
10,553.00 |
| PP |
10,539.10 |
10,543.80 |
| S1 |
10,532.25 |
10,534.60 |
|