Trading Metrics calculated at close of trading on 19-Jan-2000 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jan-2000 |
19-Jan-2000 |
Change |
Change % |
Previous Week |
Open |
3,704.74 |
3,741.45 |
36.71 |
1.0% |
3,654.88 |
High |
3,779.56 |
3,803.72 |
24.16 |
0.6% |
3,756.17 |
Low |
3,665.87 |
3,711.96 |
46.09 |
1.3% |
3,447.90 |
Close |
3,757.78 |
3,790.89 |
33.11 |
0.9% |
3,704.74 |
Range |
113.69 |
91.76 |
-21.93 |
-19.3% |
308.27 |
ATR |
131.13 |
128.32 |
-2.81 |
-2.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 19-Jan-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,044.14 |
4,009.27 |
3,841.36 |
|
R3 |
3,952.38 |
3,917.51 |
3,816.12 |
|
R2 |
3,860.62 |
3,860.62 |
3,807.71 |
|
R1 |
3,825.75 |
3,825.75 |
3,799.30 |
3,843.19 |
PP |
3,768.86 |
3,768.86 |
3,768.86 |
3,777.57 |
S1 |
3,733.99 |
3,733.99 |
3,782.48 |
3,751.43 |
S2 |
3,677.10 |
3,677.10 |
3,774.07 |
|
S3 |
3,585.34 |
3,642.23 |
3,765.66 |
|
S4 |
3,493.58 |
3,550.47 |
3,740.42 |
|
|
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 |
3,803.72 |
3,447.90 |
355.82 |
9.4% |
107.96 |
2.8% |
96% |
True |
False |
|
10 |
3,803.72 |
3,314.75 |
488.97 |
12.9% |
148.87 |
3.9% |
97% |
True |
False |
|
20 |
3,836.86 |
3,314.75 |
522.11 |
13.8% |
127.88 |
3.4% |
91% |
False |
False |
|
40 |
3,836.86 |
2,956.79 |
880.07 |
23.2% |
104.78 |
2.8% |
95% |
False |
False |
|
60 |
3,836.86 |
2,423.29 |
1,413.57 |
37.3% |
90.62 |
2.4% |
97% |
False |
False |
|
80 |
3,836.86 |
2,299.95 |
1,536.91 |
40.5% |
84.27 |
2.2% |
97% |
False |
False |
|
100 |
3,836.86 |
2,299.95 |
1,536.91 |
40.5% |
79.75 |
2.1% |
97% |
False |
False |
|
120 |
3,836.86 |
2,120.26 |
1,716.60 |
45.3% |
76.18 |
2.0% |
97% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,193.70 |
2.618 |
4,043.95 |
1.618 |
3,952.19 |
1.000 |
3,895.48 |
0.618 |
3,860.43 |
HIGH |
3,803.72 |
0.618 |
3,768.67 |
0.500 |
3,757.84 |
0.382 |
3,747.01 |
LOW |
3,711.96 |
0.618 |
3,655.25 |
1.000 |
3,620.20 |
1.618 |
3,563.49 |
2.618 |
3,471.73 |
4.250 |
3,321.98 |
|
|
Fisher Pivots for day following 19-Jan-2000 |
Pivot |
1 day |
3 day |
R1 |
3,779.87 |
3,770.10 |
PP |
3,768.86 |
3,749.30 |
S1 |
3,757.84 |
3,728.51 |
|