Trading Metrics calculated at close of trading on 04-Jan-2000 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jan-2000 |
04-Jan-2000 |
Change |
Change % |
Previous Week |
Open |
3,755.74 |
3,766.57 |
10.83 |
0.3% |
3,588.43 |
High |
3,836.86 |
3,766.57 |
-70.29 |
-1.8% |
3,750.41 |
Low |
3,643.25 |
3,542.73 |
-100.52 |
-2.8% |
3,521.85 |
Close |
3,790.55 |
3,546.20 |
-244.35 |
-6.4% |
3,707.83 |
Range |
193.61 |
223.84 |
30.23 |
15.6% |
228.56 |
ATR |
88.95 |
100.30 |
11.35 |
12.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 04-Jan-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,290.02 |
4,141.95 |
3,669.31 |
|
R3 |
4,066.18 |
3,918.11 |
3,607.76 |
|
R2 |
3,842.34 |
3,842.34 |
3,587.24 |
|
R1 |
3,694.27 |
3,694.27 |
3,566.72 |
3,656.39 |
PP |
3,618.50 |
3,618.50 |
3,618.50 |
3,599.56 |
S1 |
3,470.43 |
3,470.43 |
3,525.68 |
3,432.55 |
S2 |
3,394.66 |
3,394.66 |
3,505.16 |
|
S3 |
3,170.82 |
3,246.59 |
3,484.64 |
|
S4 |
2,946.98 |
3,022.75 |
3,423.09 |
|
|
Weekly Pivots for week ending 31-Dec-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,345.71 |
4,255.33 |
3,833.54 |
|
R3 |
4,117.15 |
4,026.77 |
3,770.68 |
|
R2 |
3,888.59 |
3,888.59 |
3,749.73 |
|
R1 |
3,798.21 |
3,798.21 |
3,728.78 |
3,843.40 |
PP |
3,660.03 |
3,660.03 |
3,660.03 |
3,682.63 |
S1 |
3,569.65 |
3,569.65 |
3,686.88 |
3,614.84 |
S2 |
3,431.47 |
3,431.47 |
3,665.93 |
|
S3 |
3,202.91 |
3,341.09 |
3,644.98 |
|
S4 |
2,974.35 |
3,112.53 |
3,582.12 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,836.86 |
3,542.73 |
294.13 |
8.3% |
127.27 |
3.6% |
1% |
False |
True |
|
10 |
3,836.86 |
3,393.07 |
443.79 |
12.5% |
106.89 |
3.0% |
35% |
False |
False |
|
20 |
3,836.86 |
3,093.98 |
742.88 |
20.9% |
95.00 |
2.7% |
61% |
False |
False |
|
40 |
3,836.86 |
2,725.20 |
1,111.66 |
31.3% |
84.31 |
2.4% |
74% |
False |
False |
|
60 |
3,836.86 |
2,299.95 |
1,536.91 |
43.3% |
77.71 |
2.2% |
81% |
False |
False |
|
80 |
3,836.86 |
2,299.95 |
1,536.91 |
43.3% |
74.04 |
2.1% |
81% |
False |
False |
|
100 |
3,836.86 |
2,216.15 |
1,620.71 |
45.7% |
70.36 |
2.0% |
82% |
False |
False |
|
120 |
3,836.86 |
2,120.26 |
1,716.60 |
48.4% |
69.03 |
1.9% |
83% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,717.89 |
2.618 |
4,352.58 |
1.618 |
4,128.74 |
1.000 |
3,990.41 |
0.618 |
3,904.90 |
HIGH |
3,766.57 |
0.618 |
3,681.06 |
0.500 |
3,654.65 |
0.382 |
3,628.24 |
LOW |
3,542.73 |
0.618 |
3,404.40 |
1.000 |
3,318.89 |
1.618 |
3,180.56 |
2.618 |
2,956.72 |
4.250 |
2,591.41 |
|
|
Fisher Pivots for day following 04-Jan-2000 |
Pivot |
1 day |
3 day |
R1 |
3,654.65 |
3,689.80 |
PP |
3,618.50 |
3,641.93 |
S1 |
3,582.35 |
3,594.07 |
|