Trading Metrics calculated at close of trading on 11-Jan-2000 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jan-2000 |
11-Jan-2000 |
Change |
Change % |
Previous Week |
Open |
3,654.88 |
3,715.22 |
60.34 |
1.7% |
3,755.74 |
High |
3,756.17 |
3,717.17 |
-39.00 |
-1.0% |
3,836.86 |
Low |
3,605.64 |
3,517.79 |
-87.85 |
-2.4% |
3,314.75 |
Close |
3,717.41 |
3,544.35 |
-173.06 |
-4.7% |
3,529.60 |
Range |
150.53 |
199.38 |
48.85 |
32.5% |
522.11 |
ATR |
127.76 |
132.89 |
5.13 |
4.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 11-Jan-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,191.24 |
4,067.18 |
3,654.01 |
|
R3 |
3,991.86 |
3,867.80 |
3,599.18 |
|
R2 |
3,792.48 |
3,792.48 |
3,580.90 |
|
R1 |
3,668.42 |
3,668.42 |
3,562.63 |
3,630.76 |
PP |
3,593.10 |
3,593.10 |
3,593.10 |
3,574.28 |
S1 |
3,469.04 |
3,469.04 |
3,526.07 |
3,431.38 |
S2 |
3,393.72 |
3,393.72 |
3,507.80 |
|
S3 |
3,194.34 |
3,269.66 |
3,489.52 |
|
S4 |
2,994.96 |
3,070.28 |
3,434.69 |
|
|
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 |
3,756.17 |
3,314.75 |
441.42 |
12.5% |
189.77 |
5.4% |
52% |
False |
False |
|
10 |
3,836.86 |
3,314.75 |
522.11 |
14.7% |
158.52 |
4.5% |
44% |
False |
False |
|
20 |
3,836.86 |
3,121.32 |
715.54 |
20.2% |
122.35 |
3.5% |
59% |
False |
False |
|
40 |
3,836.86 |
2,869.45 |
967.41 |
27.3% |
98.70 |
2.8% |
70% |
False |
False |
|
60 |
3,836.86 |
2,299.95 |
1,536.91 |
43.4% |
87.95 |
2.5% |
81% |
False |
False |
|
80 |
3,836.86 |
2,299.95 |
1,536.91 |
43.4% |
82.09 |
2.3% |
81% |
False |
False |
|
100 |
3,836.86 |
2,276.20 |
1,560.66 |
44.0% |
77.24 |
2.2% |
81% |
False |
False |
|
120 |
3,836.86 |
2,120.26 |
1,716.60 |
48.4% |
74.39 |
2.1% |
83% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,564.54 |
2.618 |
4,239.15 |
1.618 |
4,039.77 |
1.000 |
3,916.55 |
0.618 |
3,840.39 |
HIGH |
3,717.17 |
0.618 |
3,641.01 |
0.500 |
3,617.48 |
0.382 |
3,593.95 |
LOW |
3,517.79 |
0.618 |
3,394.57 |
1.000 |
3,318.41 |
1.618 |
3,195.19 |
2.618 |
2,995.81 |
4.250 |
2,670.43 |
|
|
Fisher Pivots for day following 11-Jan-2000 |
Pivot |
1 day |
3 day |
R1 |
3,617.48 |
3,541.39 |
PP |
3,593.10 |
3,538.42 |
S1 |
3,568.73 |
3,535.46 |
|