Trading Metrics calculated at close of trading on 25-Jan-1999 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jan-1999 |
25-Jan-1999 |
Change |
Change % |
Previous Week |
Open |
1,961.76 |
1,964.21 |
2.45 |
0.1% |
1,981.62 |
High |
1,990.80 |
1,998.17 |
7.37 |
0.4% |
2,096.27 |
Low |
1,926.70 |
1,951.29 |
24.59 |
1.3% |
1,926.70 |
Close |
1,964.21 |
1,997.16 |
32.95 |
1.7% |
1,964.21 |
Range |
64.10 |
46.88 |
-17.22 |
-26.9% |
169.57 |
ATR |
57.53 |
56.77 |
-0.76 |
-1.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 25-Jan-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,122.85 |
2,106.88 |
2,022.94 |
|
R3 |
2,075.97 |
2,060.00 |
2,010.05 |
|
R2 |
2,029.09 |
2,029.09 |
2,005.75 |
|
R1 |
2,013.12 |
2,013.12 |
2,001.46 |
2,021.11 |
PP |
1,982.21 |
1,982.21 |
1,982.21 |
1,986.20 |
S1 |
1,966.24 |
1,966.24 |
1,992.86 |
1,974.23 |
S2 |
1,935.33 |
1,935.33 |
1,988.57 |
|
S3 |
1,888.45 |
1,919.36 |
1,984.27 |
|
S4 |
1,841.57 |
1,872.48 |
1,971.38 |
|
|
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 |
1,926.70 |
169.57 |
8.5% |
60.66 |
3.0% |
42% |
False |
False |
|
10 |
2,096.27 |
1,838.65 |
257.62 |
12.9% |
68.82 |
3.4% |
62% |
False |
False |
|
20 |
2,096.27 |
1,802.86 |
293.41 |
14.7% |
54.97 |
2.8% |
66% |
False |
False |
|
40 |
2,096.27 |
1,535.18 |
561.09 |
28.1% |
51.95 |
2.6% |
82% |
False |
False |
|
60 |
2,096.27 |
1,348.01 |
748.26 |
37.5% |
44.18 |
2.2% |
87% |
False |
False |
|
80 |
2,096.27 |
1,063.27 |
1,033.00 |
51.7% |
47.18 |
2.4% |
90% |
False |
False |
|
100 |
2,096.27 |
1,063.27 |
1,033.00 |
51.7% |
47.29 |
2.4% |
90% |
False |
False |
|
120 |
2,096.27 |
1,063.27 |
1,033.00 |
51.7% |
46.93 |
2.3% |
90% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,197.41 |
2.618 |
2,120.90 |
1.618 |
2,074.02 |
1.000 |
2,045.05 |
0.618 |
2,027.14 |
HIGH |
1,998.17 |
0.618 |
1,980.26 |
0.500 |
1,974.73 |
0.382 |
1,969.20 |
LOW |
1,951.29 |
0.618 |
1,922.32 |
1.000 |
1,904.41 |
1.618 |
1,875.44 |
2.618 |
1,828.56 |
4.250 |
1,752.05 |
|
|
Fisher Pivots for day following 25-Jan-1999 |
Pivot |
1 day |
3 day |
R1 |
1,989.68 |
1,991.51 |
PP |
1,982.21 |
1,985.86 |
S1 |
1,974.73 |
1,980.21 |
|