Trading Metrics calculated at close of trading on 20-Jan-1999 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jan-1999 |
20-Jan-1999 |
Change |
Change % |
Previous Week |
Open |
1,981.62 |
2,033.71 |
52.09 |
2.6% |
1,973.66 |
High |
2,034.09 |
2,096.27 |
62.18 |
3.1% |
2,007.10 |
Low |
1,981.62 |
2,032.81 |
51.19 |
2.6% |
1,838.65 |
Close |
2,033.71 |
2,033.71 |
0.00 |
0.0% |
1,981.62 |
Range |
52.47 |
63.46 |
10.99 |
20.9% |
168.45 |
ATR |
54.93 |
55.54 |
0.61 |
1.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 20-Jan-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,244.64 |
2,202.64 |
2,068.61 |
|
R3 |
2,181.18 |
2,139.18 |
2,051.16 |
|
R2 |
2,117.72 |
2,117.72 |
2,045.34 |
|
R1 |
2,075.72 |
2,075.72 |
2,039.53 |
2,065.44 |
PP |
2,054.26 |
2,054.26 |
2,054.26 |
2,049.13 |
S1 |
2,012.26 |
2,012.26 |
2,027.89 |
2,001.98 |
S2 |
1,990.80 |
1,990.80 |
2,022.08 |
|
S3 |
1,927.34 |
1,948.80 |
2,016.26 |
|
S4 |
1,863.88 |
1,885.34 |
1,998.81 |
|
|
Weekly Pivots for week ending 15-Jan-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,447.81 |
2,383.16 |
2,074.27 |
|
R3 |
2,279.36 |
2,214.71 |
2,027.94 |
|
R2 |
2,110.91 |
2,110.91 |
2,012.50 |
|
R1 |
2,046.26 |
2,046.26 |
1,997.06 |
2,078.59 |
PP |
1,942.46 |
1,942.46 |
1,942.46 |
1,958.62 |
S1 |
1,877.81 |
1,877.81 |
1,966.18 |
1,910.14 |
S2 |
1,774.01 |
1,774.01 |
1,950.74 |
|
S3 |
1,605.56 |
1,709.36 |
1,935.30 |
|
S4 |
1,437.11 |
1,540.91 |
1,888.97 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
2,096.27 |
1,838.65 |
257.62 |
12.7% |
79.79 |
3.9% |
76% |
True |
False |
|
10 |
2,096.27 |
1,838.65 |
257.62 |
12.7% |
67.77 |
3.3% |
76% |
True |
False |
|
20 |
2,096.27 |
1,735.60 |
360.67 |
17.7% |
52.97 |
2.6% |
83% |
True |
False |
|
40 |
2,096.27 |
1,531.25 |
565.02 |
27.8% |
49.74 |
2.4% |
89% |
True |
False |
|
60 |
2,096.27 |
1,339.16 |
757.11 |
37.2% |
42.93 |
2.1% |
92% |
True |
False |
|
80 |
2,096.27 |
1,063.27 |
1,033.00 |
50.8% |
46.43 |
2.3% |
94% |
True |
False |
|
100 |
2,096.27 |
1,063.27 |
1,033.00 |
50.8% |
48.24 |
2.4% |
94% |
True |
False |
|
120 |
2,096.27 |
1,063.27 |
1,033.00 |
50.8% |
46.29 |
2.3% |
94% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,365.98 |
2.618 |
2,262.41 |
1.618 |
2,198.95 |
1.000 |
2,159.73 |
0.618 |
2,135.49 |
HIGH |
2,096.27 |
0.618 |
2,072.03 |
0.500 |
2,064.54 |
0.382 |
2,057.05 |
LOW |
2,032.81 |
0.618 |
1,993.59 |
1.000 |
1,969.35 |
1.618 |
1,930.13 |
2.618 |
1,866.67 |
4.250 |
1,763.11 |
|
|
Fisher Pivots for day following 20-Jan-1999 |
Pivot |
1 day |
3 day |
R1 |
2,064.54 |
2,022.87 |
PP |
2,054.26 |
2,012.03 |
S1 |
2,043.99 |
2,001.20 |
|