Trading Metrics calculated at close of trading on 21-Jan-2000 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jan-2000 |
21-Jan-2000 |
Change |
Change % |
Previous Week |
Open |
3,798.84 |
3,841.74 |
42.90 |
1.1% |
3,704.74 |
High |
3,877.43 |
3,891.81 |
14.38 |
0.4% |
3,891.81 |
Low |
3,782.43 |
3,806.58 |
24.15 |
0.6% |
3,665.87 |
Close |
3,841.74 |
3,849.96 |
8.22 |
0.2% |
3,849.96 |
Range |
95.00 |
85.23 |
-9.77 |
-10.3% |
225.94 |
ATR |
125.94 |
123.03 |
-2.91 |
-2.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 21-Jan-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,105.14 |
4,062.78 |
3,896.84 |
|
R3 |
4,019.91 |
3,977.55 |
3,873.40 |
|
R2 |
3,934.68 |
3,934.68 |
3,865.59 |
|
R1 |
3,892.32 |
3,892.32 |
3,857.77 |
3,913.50 |
PP |
3,849.45 |
3,849.45 |
3,849.45 |
3,860.04 |
S1 |
3,807.09 |
3,807.09 |
3,842.15 |
3,828.27 |
S2 |
3,764.22 |
3,764.22 |
3,834.33 |
|
S3 |
3,678.99 |
3,721.86 |
3,826.52 |
|
S4 |
3,593.76 |
3,636.63 |
3,803.08 |
|
|
Weekly Pivots for week ending 21-Jan-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,480.37 |
4,391.10 |
3,974.23 |
|
R3 |
4,254.43 |
4,165.16 |
3,912.09 |
|
R2 |
4,028.49 |
4,028.49 |
3,891.38 |
|
R1 |
3,939.22 |
3,939.22 |
3,870.67 |
3,983.86 |
PP |
3,802.55 |
3,802.55 |
3,802.55 |
3,824.86 |
S1 |
3,713.28 |
3,713.28 |
3,829.25 |
3,757.92 |
S2 |
3,576.61 |
3,576.61 |
3,808.54 |
|
S3 |
3,350.67 |
3,487.34 |
3,787.83 |
|
S4 |
3,124.73 |
3,261.40 |
3,725.69 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,891.81 |
3,653.30 |
238.51 |
6.2% |
95.45 |
2.5% |
82% |
True |
False |
|
10 |
3,891.81 |
3,314.75 |
577.06 |
15.0% |
128.49 |
3.3% |
93% |
True |
False |
|
20 |
3,891.81 |
3,314.75 |
577.06 |
15.0% |
126.74 |
3.3% |
93% |
True |
False |
|
40 |
3,891.81 |
2,956.79 |
935.02 |
24.3% |
105.86 |
2.7% |
96% |
True |
False |
|
60 |
3,891.81 |
2,423.29 |
1,468.52 |
38.1% |
91.93 |
2.4% |
97% |
True |
False |
|
80 |
3,891.81 |
2,299.95 |
1,591.86 |
41.3% |
84.88 |
2.2% |
97% |
True |
False |
|
100 |
3,891.81 |
2,299.95 |
1,591.86 |
41.3% |
80.56 |
2.1% |
97% |
True |
False |
|
120 |
3,891.81 |
2,120.26 |
1,771.55 |
46.0% |
76.87 |
2.0% |
98% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,254.04 |
2.618 |
4,114.94 |
1.618 |
4,029.71 |
1.000 |
3,977.04 |
0.618 |
3,944.48 |
HIGH |
3,891.81 |
0.618 |
3,859.25 |
0.500 |
3,849.20 |
0.382 |
3,839.14 |
LOW |
3,806.58 |
0.618 |
3,753.91 |
1.000 |
3,721.35 |
1.618 |
3,668.68 |
2.618 |
3,583.45 |
4.250 |
3,444.35 |
|
|
Fisher Pivots for day following 21-Jan-2000 |
Pivot |
1 day |
3 day |
R1 |
3,849.71 |
3,833.94 |
PP |
3,849.45 |
3,817.91 |
S1 |
3,849.20 |
3,801.89 |
|