Trading Metrics calculated at close of trading on 18-Jan-2000 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jan-2000 |
18-Jan-2000 |
Change |
Change % |
Previous Week |
Open |
3,653.30 |
3,704.74 |
51.44 |
1.4% |
3,654.88 |
High |
3,744.89 |
3,779.56 |
34.67 |
0.9% |
3,756.17 |
Low |
3,653.30 |
3,665.87 |
12.57 |
0.3% |
3,447.90 |
Close |
3,704.74 |
3,757.78 |
53.04 |
1.4% |
3,704.74 |
Range |
91.59 |
113.69 |
22.10 |
24.1% |
308.27 |
ATR |
132.48 |
131.13 |
-1.34 |
-1.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 18-Jan-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,075.47 |
4,030.32 |
3,820.31 |
|
R3 |
3,961.78 |
3,916.63 |
3,789.04 |
|
R2 |
3,848.09 |
3,848.09 |
3,778.62 |
|
R1 |
3,802.94 |
3,802.94 |
3,768.20 |
3,825.52 |
PP |
3,734.40 |
3,734.40 |
3,734.40 |
3,745.69 |
S1 |
3,689.25 |
3,689.25 |
3,747.36 |
3,711.83 |
S2 |
3,620.71 |
3,620.71 |
3,736.94 |
|
S3 |
3,507.02 |
3,575.56 |
3,726.52 |
|
S4 |
3,393.33 |
3,461.87 |
3,695.25 |
|
|
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 |
3,779.56 |
3,447.90 |
331.66 |
8.8% |
129.48 |
3.4% |
93% |
True |
False |
|
10 |
3,779.56 |
3,314.75 |
464.81 |
12.4% |
162.07 |
4.3% |
95% |
True |
False |
|
20 |
3,836.86 |
3,314.75 |
522.11 |
13.9% |
126.03 |
3.4% |
85% |
False |
False |
|
40 |
3,836.86 |
2,956.79 |
880.07 |
23.4% |
103.76 |
2.8% |
91% |
False |
False |
|
60 |
3,836.86 |
2,423.29 |
1,413.57 |
37.6% |
89.95 |
2.4% |
94% |
False |
False |
|
80 |
3,836.86 |
2,299.95 |
1,536.91 |
40.9% |
83.94 |
2.2% |
95% |
False |
False |
|
100 |
3,836.86 |
2,299.95 |
1,536.91 |
40.9% |
79.35 |
2.1% |
95% |
False |
False |
|
120 |
3,836.86 |
2,120.26 |
1,716.60 |
45.7% |
76.07 |
2.0% |
95% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,262.74 |
2.618 |
4,077.20 |
1.618 |
3,963.51 |
1.000 |
3,893.25 |
0.618 |
3,849.82 |
HIGH |
3,779.56 |
0.618 |
3,736.13 |
0.500 |
3,722.72 |
0.382 |
3,709.30 |
LOW |
3,665.87 |
0.618 |
3,595.61 |
1.000 |
3,552.18 |
1.618 |
3,481.92 |
2.618 |
3,368.23 |
4.250 |
3,182.69 |
|
|
Fisher Pivots for day following 18-Jan-2000 |
Pivot |
1 day |
3 day |
R1 |
3,746.09 |
3,717.51 |
PP |
3,734.40 |
3,677.24 |
S1 |
3,722.72 |
3,636.98 |
|