Trading Metrics calculated at close of trading on 10-Jan-2000 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jan-2000 |
10-Jan-2000 |
Change |
Change % |
Previous Week |
Open |
3,337.26 |
3,654.88 |
317.62 |
9.5% |
3,755.74 |
High |
3,529.75 |
3,756.17 |
226.42 |
6.4% |
3,836.86 |
Low |
3,314.75 |
3,605.64 |
290.89 |
8.8% |
3,314.75 |
Close |
3,529.60 |
3,717.41 |
187.81 |
5.3% |
3,529.60 |
Range |
215.00 |
150.53 |
-64.47 |
-30.0% |
522.11 |
ATR |
120.16 |
127.76 |
7.60 |
6.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 10-Jan-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,144.66 |
4,081.57 |
3,800.20 |
|
R3 |
3,994.13 |
3,931.04 |
3,758.81 |
|
R2 |
3,843.60 |
3,843.60 |
3,745.01 |
|
R1 |
3,780.51 |
3,780.51 |
3,731.21 |
3,812.06 |
PP |
3,693.07 |
3,693.07 |
3,693.07 |
3,708.85 |
S1 |
3,629.98 |
3,629.98 |
3,703.61 |
3,661.53 |
S2 |
3,542.54 |
3,542.54 |
3,689.81 |
|
S3 |
3,392.01 |
3,479.45 |
3,676.01 |
|
S4 |
3,241.48 |
3,328.92 |
3,634.62 |
|
|
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 |
3,766.57 |
3,314.75 |
451.82 |
12.2% |
194.66 |
5.2% |
89% |
False |
False |
|
10 |
3,836.86 |
3,314.75 |
522.11 |
14.0% |
145.80 |
3.9% |
77% |
False |
False |
|
20 |
3,836.86 |
3,121.32 |
715.54 |
19.2% |
116.36 |
3.1% |
83% |
False |
False |
|
40 |
3,836.86 |
2,775.96 |
1,060.90 |
28.5% |
96.55 |
2.6% |
89% |
False |
False |
|
60 |
3,836.86 |
2,299.95 |
1,536.91 |
41.3% |
86.06 |
2.3% |
92% |
False |
False |
|
80 |
3,836.86 |
2,299.95 |
1,536.91 |
41.3% |
80.45 |
2.2% |
92% |
False |
False |
|
100 |
3,836.86 |
2,270.96 |
1,565.90 |
42.1% |
75.71 |
2.0% |
92% |
False |
False |
|
120 |
3,836.86 |
2,120.26 |
1,716.60 |
46.2% |
73.42 |
2.0% |
93% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,395.92 |
2.618 |
4,150.26 |
1.618 |
3,999.73 |
1.000 |
3,906.70 |
0.618 |
3,849.20 |
HIGH |
3,756.17 |
0.618 |
3,698.67 |
0.500 |
3,680.91 |
0.382 |
3,663.14 |
LOW |
3,605.64 |
0.618 |
3,512.61 |
1.000 |
3,455.11 |
1.618 |
3,362.08 |
2.618 |
3,211.55 |
4.250 |
2,965.89 |
|
|
Fisher Pivots for day following 10-Jan-2000 |
Pivot |
1 day |
3 day |
R1 |
3,705.24 |
3,656.76 |
PP |
3,693.07 |
3,596.11 |
S1 |
3,680.91 |
3,535.46 |
|