Trading Metrics calculated at close of trading on 27-Jan-1999 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jan-1999 |
27-Jan-1999 |
Change |
Change % |
Previous Week |
Open |
1,997.16 |
2,062.22 |
65.06 |
3.3% |
1,981.62 |
High |
2,063.52 |
2,091.51 |
27.99 |
1.4% |
2,096.27 |
Low |
2,004.14 |
2,030.08 |
25.94 |
1.3% |
1,926.70 |
Close |
2,062.22 |
2,030.36 |
-31.86 |
-1.5% |
1,964.21 |
Range |
59.38 |
61.43 |
2.05 |
3.5% |
169.57 |
ATR |
57.46 |
57.74 |
0.28 |
0.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 27-Jan-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,234.94 |
2,194.08 |
2,064.15 |
|
R3 |
2,173.51 |
2,132.65 |
2,047.25 |
|
R2 |
2,112.08 |
2,112.08 |
2,041.62 |
|
R1 |
2,071.22 |
2,071.22 |
2,035.99 |
2,060.94 |
PP |
2,050.65 |
2,050.65 |
2,050.65 |
2,045.51 |
S1 |
2,009.79 |
2,009.79 |
2,024.73 |
1,999.51 |
S2 |
1,989.22 |
1,989.22 |
2,019.10 |
|
S3 |
1,927.79 |
1,948.36 |
2,013.47 |
|
S4 |
1,866.36 |
1,886.93 |
1,996.57 |
|
|
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 |
2,091.51 |
1,926.70 |
164.81 |
8.1% |
61.64 |
3.0% |
63% |
True |
False |
|
10 |
2,096.27 |
1,838.65 |
257.62 |
12.7% |
70.71 |
3.5% |
74% |
False |
False |
|
20 |
2,096.27 |
1,802.86 |
293.41 |
14.5% |
59.00 |
2.9% |
78% |
False |
False |
|
40 |
2,096.27 |
1,535.18 |
561.09 |
27.6% |
53.45 |
2.6% |
88% |
False |
False |
|
60 |
2,096.27 |
1,395.06 |
701.21 |
34.5% |
45.19 |
2.2% |
91% |
False |
False |
|
80 |
2,096.27 |
1,063.27 |
1,033.00 |
50.9% |
47.19 |
2.3% |
94% |
False |
False |
|
100 |
2,096.27 |
1,063.27 |
1,033.00 |
50.9% |
47.05 |
2.3% |
94% |
False |
False |
|
120 |
2,096.27 |
1,063.27 |
1,033.00 |
50.9% |
46.91 |
2.3% |
94% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,352.59 |
2.618 |
2,252.33 |
1.618 |
2,190.90 |
1.000 |
2,152.94 |
0.618 |
2,129.47 |
HIGH |
2,091.51 |
0.618 |
2,068.04 |
0.500 |
2,060.80 |
0.382 |
2,053.55 |
LOW |
2,030.08 |
0.618 |
1,992.12 |
1.000 |
1,968.65 |
1.618 |
1,930.69 |
2.618 |
1,869.26 |
4.250 |
1,769.00 |
|
|
Fisher Pivots for day following 27-Jan-1999 |
Pivot |
1 day |
3 day |
R1 |
2,060.80 |
2,027.37 |
PP |
2,050.65 |
2,024.39 |
S1 |
2,040.51 |
2,021.40 |
|