Trading Metrics calculated at close of trading on 14-Jan-2000 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jan-2000 |
14-Jan-2000 |
Change |
Change % |
Previous Week |
Open |
3,495.83 |
3,653.30 |
157.47 |
4.5% |
3,654.88 |
High |
3,612.43 |
3,744.89 |
132.46 |
3.7% |
3,756.17 |
Low |
3,494.39 |
3,653.30 |
158.91 |
4.5% |
3,447.90 |
Close |
3,612.08 |
3,704.74 |
92.66 |
2.6% |
3,704.74 |
Range |
118.04 |
91.59 |
-26.45 |
-22.4% |
308.27 |
ATR |
132.45 |
132.48 |
0.03 |
0.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 14-Jan-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,975.75 |
3,931.83 |
3,755.11 |
|
R3 |
3,884.16 |
3,840.24 |
3,729.93 |
|
R2 |
3,792.57 |
3,792.57 |
3,721.53 |
|
R1 |
3,748.65 |
3,748.65 |
3,713.14 |
3,770.61 |
PP |
3,700.98 |
3,700.98 |
3,700.98 |
3,711.96 |
S1 |
3,657.06 |
3,657.06 |
3,696.34 |
3,679.02 |
S2 |
3,609.39 |
3,609.39 |
3,687.95 |
|
S3 |
3,517.80 |
3,565.47 |
3,679.55 |
|
S4 |
3,426.21 |
3,473.88 |
3,654.37 |
|
|
Weekly Pivots for week ending 14-Jan-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,561.08 |
4,441.18 |
3,874.29 |
|
R3 |
4,252.81 |
4,132.91 |
3,789.51 |
|
R2 |
3,944.54 |
3,944.54 |
3,761.26 |
|
R1 |
3,824.64 |
3,824.64 |
3,733.00 |
3,884.59 |
PP |
3,636.27 |
3,636.27 |
3,636.27 |
3,666.25 |
S1 |
3,516.37 |
3,516.37 |
3,676.48 |
3,576.32 |
S2 |
3,328.00 |
3,328.00 |
3,648.22 |
|
S3 |
3,019.73 |
3,208.10 |
3,619.97 |
|
S4 |
2,711.46 |
2,899.83 |
3,535.19 |
|
|
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 |
3,447.90 |
308.27 |
8.3% |
136.85 |
3.7% |
83% |
False |
False |
|
10 |
3,836.86 |
3,314.75 |
522.11 |
14.1% |
170.07 |
4.6% |
75% |
False |
False |
|
20 |
3,836.86 |
3,314.75 |
522.11 |
14.1% |
124.97 |
3.4% |
75% |
False |
False |
|
40 |
3,836.86 |
2,914.25 |
922.61 |
24.9% |
103.15 |
2.8% |
86% |
False |
False |
|
60 |
3,836.86 |
2,396.58 |
1,440.28 |
38.9% |
89.48 |
2.4% |
91% |
False |
False |
|
80 |
3,836.86 |
2,299.95 |
1,536.91 |
41.5% |
84.36 |
2.3% |
91% |
False |
False |
|
100 |
3,836.86 |
2,299.95 |
1,536.91 |
41.5% |
78.87 |
2.1% |
91% |
False |
False |
|
120 |
3,836.86 |
2,120.26 |
1,716.60 |
46.3% |
75.58 |
2.0% |
92% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,134.15 |
2.618 |
3,984.67 |
1.618 |
3,893.08 |
1.000 |
3,836.48 |
0.618 |
3,801.49 |
HIGH |
3,744.89 |
0.618 |
3,709.90 |
0.500 |
3,699.10 |
0.382 |
3,688.29 |
LOW |
3,653.30 |
0.618 |
3,596.70 |
1.000 |
3,561.71 |
1.618 |
3,505.11 |
2.618 |
3,413.52 |
4.250 |
3,264.04 |
|
|
Fisher Pivots for day following 14-Jan-2000 |
Pivot |
1 day |
3 day |
R1 |
3,702.86 |
3,668.63 |
PP |
3,700.98 |
3,632.51 |
S1 |
3,699.10 |
3,596.40 |
|