Trading Metrics calculated at close of trading on 13-Jan-2000 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jan-2000 |
13-Jan-2000 |
Change |
Change % |
Previous Week |
Open |
3,548.77 |
3,495.83 |
-52.94 |
-1.5% |
3,755.74 |
High |
3,572.62 |
3,612.43 |
39.81 |
1.1% |
3,836.86 |
Low |
3,447.90 |
3,494.39 |
46.49 |
1.3% |
3,314.75 |
Close |
3,478.14 |
3,612.08 |
133.94 |
3.9% |
3,529.60 |
Range |
124.72 |
118.04 |
-6.68 |
-5.4% |
522.11 |
ATR |
132.31 |
132.45 |
0.14 |
0.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 13-Jan-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,927.09 |
3,887.62 |
3,677.00 |
|
R3 |
3,809.05 |
3,769.58 |
3,644.54 |
|
R2 |
3,691.01 |
3,691.01 |
3,633.72 |
|
R1 |
3,651.54 |
3,651.54 |
3,622.90 |
3,671.28 |
PP |
3,572.97 |
3,572.97 |
3,572.97 |
3,582.83 |
S1 |
3,533.50 |
3,533.50 |
3,601.26 |
3,553.24 |
S2 |
3,454.93 |
3,454.93 |
3,590.44 |
|
S3 |
3,336.89 |
3,415.46 |
3,579.62 |
|
S4 |
3,218.85 |
3,297.42 |
3,547.16 |
|
|
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 |
12.2% |
161.53 |
4.5% |
67% |
False |
False |
|
10 |
3,836.86 |
3,314.75 |
522.11 |
14.5% |
165.14 |
4.6% |
57% |
False |
False |
|
20 |
3,836.86 |
3,253.98 |
582.88 |
16.1% |
124.32 |
3.4% |
61% |
False |
False |
|
40 |
3,836.86 |
2,908.03 |
928.83 |
25.7% |
102.35 |
2.8% |
76% |
False |
False |
|
60 |
3,836.86 |
2,384.52 |
1,452.34 |
40.2% |
89.31 |
2.5% |
85% |
False |
False |
|
80 |
3,836.86 |
2,299.95 |
1,536.91 |
42.5% |
83.97 |
2.3% |
85% |
False |
False |
|
100 |
3,836.86 |
2,299.95 |
1,536.91 |
42.5% |
78.56 |
2.2% |
85% |
False |
False |
|
120 |
3,836.86 |
2,120.26 |
1,716.60 |
47.5% |
75.48 |
2.1% |
87% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,114.10 |
2.618 |
3,921.46 |
1.618 |
3,803.42 |
1.000 |
3,730.47 |
0.618 |
3,685.38 |
HIGH |
3,612.43 |
0.618 |
3,567.34 |
0.500 |
3,553.41 |
0.382 |
3,539.48 |
LOW |
3,494.39 |
0.618 |
3,421.44 |
1.000 |
3,376.35 |
1.618 |
3,303.40 |
2.618 |
3,185.36 |
4.250 |
2,992.72 |
|
|
Fisher Pivots for day following 13-Jan-2000 |
Pivot |
1 day |
3 day |
R1 |
3,592.52 |
3,602.23 |
PP |
3,572.97 |
3,592.38 |
S1 |
3,553.41 |
3,582.54 |
|