Trading Metrics calculated at close of trading on 26-Jan-1999 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jan-1999 |
26-Jan-1999 |
Change |
Change % |
Previous Week |
Open |
1,964.21 |
1,997.16 |
32.95 |
1.7% |
1,981.62 |
High |
1,998.17 |
2,063.52 |
65.35 |
3.3% |
2,096.27 |
Low |
1,951.29 |
2,004.14 |
52.85 |
2.7% |
1,926.70 |
Close |
1,997.16 |
2,062.22 |
65.06 |
3.3% |
1,964.21 |
Range |
46.88 |
59.38 |
12.50 |
26.7% |
169.57 |
ATR |
56.77 |
57.46 |
0.68 |
1.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 26-Jan-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,221.43 |
2,201.21 |
2,094.88 |
|
R3 |
2,162.05 |
2,141.83 |
2,078.55 |
|
R2 |
2,102.67 |
2,102.67 |
2,073.11 |
|
R1 |
2,082.45 |
2,082.45 |
2,067.66 |
2,092.56 |
PP |
2,043.29 |
2,043.29 |
2,043.29 |
2,048.35 |
S1 |
2,023.07 |
2,023.07 |
2,056.78 |
2,033.18 |
S2 |
1,983.91 |
1,983.91 |
2,051.33 |
|
S3 |
1,924.53 |
1,963.69 |
2,045.89 |
|
S4 |
1,865.15 |
1,904.31 |
2,029.56 |
|
|
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 |
8.2% |
62.04 |
3.0% |
80% |
False |
False |
|
10 |
2,096.27 |
1,838.65 |
257.62 |
12.5% |
71.53 |
3.5% |
87% |
False |
False |
|
20 |
2,096.27 |
1,802.86 |
293.41 |
14.2% |
57.27 |
2.8% |
88% |
False |
False |
|
40 |
2,096.27 |
1,535.18 |
561.09 |
27.2% |
52.67 |
2.6% |
94% |
False |
False |
|
60 |
2,096.27 |
1,370.61 |
725.66 |
35.2% |
44.63 |
2.2% |
95% |
False |
False |
|
80 |
2,096.27 |
1,063.27 |
1,033.00 |
50.1% |
47.41 |
2.3% |
97% |
False |
False |
|
100 |
2,096.27 |
1,063.27 |
1,033.00 |
50.1% |
46.87 |
2.3% |
97% |
False |
False |
|
120 |
2,096.27 |
1,063.27 |
1,033.00 |
50.1% |
46.84 |
2.3% |
97% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,315.89 |
2.618 |
2,218.98 |
1.618 |
2,159.60 |
1.000 |
2,122.90 |
0.618 |
2,100.22 |
HIGH |
2,063.52 |
0.618 |
2,040.84 |
0.500 |
2,033.83 |
0.382 |
2,026.82 |
LOW |
2,004.14 |
0.618 |
1,967.44 |
1.000 |
1,944.76 |
1.618 |
1,908.06 |
2.618 |
1,848.68 |
4.250 |
1,751.78 |
|
|
Fisher Pivots for day following 26-Jan-1999 |
Pivot |
1 day |
3 day |
R1 |
2,052.76 |
2,039.85 |
PP |
2,043.29 |
2,017.48 |
S1 |
2,033.83 |
1,995.11 |
|