| Trading Metrics calculated at close of trading on 29-Jan-1999 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jan-1999 |
29-Jan-1999 |
Change |
Change % |
Previous Week |
| Open |
2,030.36 |
2,104.59 |
74.23 |
3.7% |
1,964.21 |
| High |
2,105.66 |
2,128.19 |
22.53 |
1.1% |
2,128.19 |
| Low |
2,030.36 |
2,074.01 |
43.65 |
2.1% |
1,951.29 |
| Close |
2,104.59 |
2,127.19 |
22.60 |
1.1% |
2,127.19 |
| Range |
75.30 |
54.18 |
-21.12 |
-28.0% |
176.90 |
| ATR |
59.00 |
58.65 |
-0.34 |
-0.6% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 29-Jan-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,272.34 |
2,253.94 |
2,156.99 |
|
| R3 |
2,218.16 |
2,199.76 |
2,142.09 |
|
| R2 |
2,163.98 |
2,163.98 |
2,137.12 |
|
| R1 |
2,145.58 |
2,145.58 |
2,132.16 |
2,154.78 |
| PP |
2,109.80 |
2,109.80 |
2,109.80 |
2,114.40 |
| S1 |
2,091.40 |
2,091.40 |
2,122.22 |
2,100.60 |
| S2 |
2,055.62 |
2,055.62 |
2,117.26 |
|
| S3 |
2,001.44 |
2,037.22 |
2,112.29 |
|
| S4 |
1,947.26 |
1,983.04 |
2,097.39 |
|
|
| Weekly Pivots for week ending 29-Jan-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,599.59 |
2,540.29 |
2,224.49 |
|
| R3 |
2,422.69 |
2,363.39 |
2,175.84 |
|
| R2 |
2,245.79 |
2,245.79 |
2,159.62 |
|
| R1 |
2,186.49 |
2,186.49 |
2,143.41 |
2,216.14 |
| PP |
2,068.89 |
2,068.89 |
2,068.89 |
2,083.72 |
| S1 |
2,009.59 |
2,009.59 |
2,110.97 |
2,039.24 |
| S2 |
1,891.99 |
1,891.99 |
2,094.76 |
|
| S3 |
1,715.09 |
1,832.69 |
2,078.54 |
|
| S4 |
1,538.19 |
1,655.79 |
2,029.90 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,128.19 |
1,951.29 |
176.90 |
8.3% |
59.43 |
2.8% |
99% |
True |
False |
|
| 10 |
2,128.19 |
1,906.12 |
222.07 |
10.4% |
62.99 |
3.0% |
100% |
True |
False |
|
| 20 |
2,128.19 |
1,809.91 |
318.28 |
15.0% |
62.39 |
2.9% |
100% |
True |
False |
|
| 40 |
2,128.19 |
1,573.82 |
554.37 |
26.1% |
52.35 |
2.5% |
100% |
True |
False |
|
| 60 |
2,128.19 |
1,395.53 |
732.66 |
34.4% |
46.71 |
2.2% |
100% |
True |
False |
|
| 80 |
2,128.19 |
1,063.27 |
1,064.92 |
50.1% |
46.94 |
2.2% |
100% |
True |
False |
|
| 100 |
2,128.19 |
1,063.27 |
1,064.92 |
50.1% |
47.41 |
2.2% |
100% |
True |
False |
|
| 120 |
2,128.19 |
1,063.27 |
1,064.92 |
50.1% |
47.34 |
2.2% |
100% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,358.46 |
|
2.618 |
2,270.03 |
|
1.618 |
2,215.85 |
|
1.000 |
2,182.37 |
|
0.618 |
2,161.67 |
|
HIGH |
2,128.19 |
|
0.618 |
2,107.49 |
|
0.500 |
2,101.10 |
|
0.382 |
2,094.71 |
|
LOW |
2,074.01 |
|
0.618 |
2,040.53 |
|
1.000 |
2,019.83 |
|
1.618 |
1,986.35 |
|
2.618 |
1,932.17 |
|
4.250 |
1,843.75 |
|
|
| Fisher Pivots for day following 29-Jan-1999 |
| Pivot |
1 day |
3 day |
| R1 |
2,118.49 |
2,111.17 |
| PP |
2,109.80 |
2,095.15 |
| S1 |
2,101.10 |
2,079.14 |
|