Trading Metrics calculated at close of trading on 07-Jan-2000 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jan-2000 |
07-Jan-2000 |
Change |
Change % |
Previous Week |
Open |
3,488.31 |
3,337.26 |
-151.05 |
-4.3% |
3,755.74 |
High |
3,513.55 |
3,529.75 |
16.20 |
0.5% |
3,836.86 |
Low |
3,334.02 |
3,314.75 |
-19.27 |
-0.6% |
3,314.75 |
Close |
3,340.81 |
3,529.60 |
188.79 |
5.7% |
3,529.60 |
Range |
179.53 |
215.00 |
35.47 |
19.8% |
522.11 |
ATR |
112.86 |
120.16 |
7.30 |
6.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 07-Jan-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,103.03 |
4,031.32 |
3,647.85 |
|
R3 |
3,888.03 |
3,816.32 |
3,588.73 |
|
R2 |
3,673.03 |
3,673.03 |
3,569.02 |
|
R1 |
3,601.32 |
3,601.32 |
3,549.31 |
3,637.18 |
PP |
3,458.03 |
3,458.03 |
3,458.03 |
3,475.96 |
S1 |
3,386.32 |
3,386.32 |
3,509.89 |
3,422.18 |
S2 |
3,243.03 |
3,243.03 |
3,490.18 |
|
S3 |
3,028.03 |
3,171.32 |
3,470.48 |
|
S4 |
2,813.03 |
2,956.32 |
3,411.35 |
|
|
Weekly Pivots for week ending 07-Jan-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,126.73 |
4,850.28 |
3,816.76 |
|
R3 |
4,604.62 |
4,328.17 |
3,673.18 |
|
R2 |
4,082.51 |
4,082.51 |
3,625.32 |
|
R1 |
3,806.06 |
3,806.06 |
3,577.46 |
3,683.23 |
PP |
3,560.40 |
3,560.40 |
3,560.40 |
3,498.99 |
S1 |
3,283.95 |
3,283.95 |
3,481.74 |
3,161.12 |
S2 |
3,038.29 |
3,038.29 |
3,433.88 |
|
S3 |
2,516.18 |
2,761.84 |
3,386.02 |
|
S4 |
1,994.07 |
2,239.73 |
3,242.44 |
|
|
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 |
3,314.75 |
522.11 |
14.8% |
203.28 |
5.8% |
41% |
False |
True |
|
10 |
3,836.86 |
3,314.75 |
522.11 |
14.8% |
140.57 |
4.0% |
41% |
False |
True |
|
20 |
3,836.86 |
3,121.32 |
715.54 |
20.3% |
112.79 |
3.2% |
57% |
False |
False |
|
40 |
3,836.86 |
2,775.96 |
1,060.90 |
30.1% |
94.13 |
2.7% |
71% |
False |
False |
|
60 |
3,836.86 |
2,299.95 |
1,536.91 |
43.5% |
84.52 |
2.4% |
80% |
False |
False |
|
80 |
3,836.86 |
2,299.95 |
1,536.91 |
43.5% |
79.39 |
2.2% |
80% |
False |
False |
|
100 |
3,836.86 |
2,270.96 |
1,565.90 |
44.4% |
74.54 |
2.1% |
80% |
False |
False |
|
120 |
3,836.86 |
2,120.26 |
1,716.60 |
48.6% |
72.52 |
2.1% |
82% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,443.50 |
2.618 |
4,092.62 |
1.618 |
3,877.62 |
1.000 |
3,744.75 |
0.618 |
3,662.62 |
HIGH |
3,529.75 |
0.618 |
3,447.62 |
0.500 |
3,422.25 |
0.382 |
3,396.88 |
LOW |
3,314.75 |
0.618 |
3,181.88 |
1.000 |
3,099.75 |
1.618 |
2,966.88 |
2.618 |
2,751.88 |
4.250 |
2,401.00 |
|
|
Fisher Pivots for day following 07-Jan-2000 |
Pivot |
1 day |
3 day |
R1 |
3,493.82 |
3,501.55 |
PP |
3,458.03 |
3,473.51 |
S1 |
3,422.25 |
3,445.46 |
|