Trading Metrics calculated at close of trading on 22-Jan-1999 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jan-1999 |
22-Jan-1999 |
Change |
Change % |
Previous Week |
Open |
2,033.71 |
1,961.76 |
-71.95 |
-3.5% |
1,981.62 |
High |
2,033.71 |
1,990.80 |
-42.91 |
-2.1% |
2,096.27 |
Low |
1,957.32 |
1,926.70 |
-30.62 |
-1.6% |
1,926.70 |
Close |
1,961.76 |
1,964.21 |
2.45 |
0.1% |
1,964.21 |
Range |
76.39 |
64.10 |
-12.29 |
-16.1% |
169.57 |
ATR |
57.03 |
57.53 |
0.51 |
0.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 22-Jan-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,152.87 |
2,122.64 |
1,999.47 |
|
R3 |
2,088.77 |
2,058.54 |
1,981.84 |
|
R2 |
2,024.67 |
2,024.67 |
1,975.96 |
|
R1 |
1,994.44 |
1,994.44 |
1,970.09 |
2,009.56 |
PP |
1,960.57 |
1,960.57 |
1,960.57 |
1,968.13 |
S1 |
1,930.34 |
1,930.34 |
1,958.33 |
1,945.46 |
S2 |
1,896.47 |
1,896.47 |
1,952.46 |
|
S3 |
1,832.37 |
1,866.24 |
1,946.58 |
|
S4 |
1,768.27 |
1,802.14 |
1,928.96 |
|
|
Weekly Pivots for week ending 22-Jan-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,504.44 |
2,403.89 |
2,057.47 |
|
R3 |
2,334.87 |
2,234.32 |
2,010.84 |
|
R2 |
2,165.30 |
2,165.30 |
1,995.30 |
|
R1 |
2,064.75 |
2,064.75 |
1,979.75 |
2,030.24 |
PP |
1,995.73 |
1,995.73 |
1,995.73 |
1,978.47 |
S1 |
1,895.18 |
1,895.18 |
1,948.67 |
1,860.67 |
S2 |
1,826.16 |
1,826.16 |
1,933.12 |
|
S3 |
1,656.59 |
1,725.61 |
1,917.58 |
|
S4 |
1,487.02 |
1,556.04 |
1,870.95 |
|
|
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 |
1,906.12 |
190.15 |
9.7% |
66.54 |
3.4% |
31% |
False |
False |
|
10 |
2,096.27 |
1,838.65 |
257.62 |
13.1% |
70.87 |
3.6% |
49% |
False |
False |
|
20 |
2,096.27 |
1,767.82 |
328.45 |
16.7% |
55.16 |
2.8% |
60% |
False |
False |
|
40 |
2,096.27 |
1,535.18 |
561.09 |
28.6% |
51.43 |
2.6% |
76% |
False |
False |
|
60 |
2,096.27 |
1,348.01 |
748.26 |
38.1% |
44.41 |
2.3% |
82% |
False |
False |
|
80 |
2,096.27 |
1,063.27 |
1,033.00 |
52.6% |
46.98 |
2.4% |
87% |
False |
False |
|
100 |
2,096.27 |
1,063.27 |
1,033.00 |
52.6% |
48.21 |
2.5% |
87% |
False |
False |
|
120 |
2,096.27 |
1,063.27 |
1,033.00 |
52.6% |
46.73 |
2.4% |
87% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,263.23 |
2.618 |
2,158.61 |
1.618 |
2,094.51 |
1.000 |
2,054.90 |
0.618 |
2,030.41 |
HIGH |
1,990.80 |
0.618 |
1,966.31 |
0.500 |
1,958.75 |
0.382 |
1,951.19 |
LOW |
1,926.70 |
0.618 |
1,887.09 |
1.000 |
1,862.60 |
1.618 |
1,822.99 |
2.618 |
1,758.89 |
4.250 |
1,654.28 |
|
|
Fisher Pivots for day following 22-Jan-1999 |
Pivot |
1 day |
3 day |
R1 |
1,962.39 |
2,011.49 |
PP |
1,960.57 |
1,995.73 |
S1 |
1,958.75 |
1,979.97 |
|