Trading Metrics calculated at close of trading on 24-Jan-2000 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jan-2000 |
24-Jan-2000 |
Change |
Change % |
Previous Week |
Open |
3,841.74 |
3,888.33 |
46.59 |
1.2% |
3,704.74 |
High |
3,891.81 |
3,905.10 |
13.29 |
0.3% |
3,891.81 |
Low |
3,806.58 |
3,660.86 |
-145.72 |
-3.8% |
3,665.87 |
Close |
3,849.96 |
3,660.96 |
-189.00 |
-4.9% |
3,849.96 |
Range |
85.23 |
244.24 |
159.01 |
186.6% |
225.94 |
ATR |
123.03 |
131.69 |
8.66 |
7.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 24-Jan-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,475.03 |
4,312.23 |
3,795.29 |
|
R3 |
4,230.79 |
4,067.99 |
3,728.13 |
|
R2 |
3,986.55 |
3,986.55 |
3,705.74 |
|
R1 |
3,823.75 |
3,823.75 |
3,683.35 |
3,783.03 |
PP |
3,742.31 |
3,742.31 |
3,742.31 |
3,721.95 |
S1 |
3,579.51 |
3,579.51 |
3,638.57 |
3,538.79 |
S2 |
3,498.07 |
3,498.07 |
3,616.18 |
|
S3 |
3,253.83 |
3,335.27 |
3,593.79 |
|
S4 |
3,009.59 |
3,091.03 |
3,526.63 |
|
|
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 |
3,905.10 |
3,660.86 |
244.24 |
6.7% |
125.98 |
3.4% |
0% |
True |
True |
|
10 |
3,905.10 |
3,447.90 |
457.20 |
12.5% |
131.42 |
3.6% |
47% |
True |
False |
|
20 |
3,905.10 |
3,314.75 |
590.35 |
16.1% |
136.00 |
3.7% |
59% |
True |
False |
|
40 |
3,905.10 |
2,956.79 |
948.31 |
25.9% |
108.79 |
3.0% |
74% |
True |
False |
|
60 |
3,905.10 |
2,471.91 |
1,433.19 |
39.1% |
95.26 |
2.6% |
83% |
True |
False |
|
80 |
3,905.10 |
2,299.95 |
1,605.15 |
43.8% |
87.29 |
2.4% |
85% |
True |
False |
|
100 |
3,905.10 |
2,299.95 |
1,605.15 |
43.8% |
82.27 |
2.2% |
85% |
True |
False |
|
120 |
3,905.10 |
2,120.26 |
1,784.84 |
48.8% |
78.23 |
2.1% |
86% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,943.12 |
2.618 |
4,544.52 |
1.618 |
4,300.28 |
1.000 |
4,149.34 |
0.618 |
4,056.04 |
HIGH |
3,905.10 |
0.618 |
3,811.80 |
0.500 |
3,782.98 |
0.382 |
3,754.16 |
LOW |
3,660.86 |
0.618 |
3,509.92 |
1.000 |
3,416.62 |
1.618 |
3,265.68 |
2.618 |
3,021.44 |
4.250 |
2,622.84 |
|
|
Fisher Pivots for day following 24-Jan-2000 |
Pivot |
1 day |
3 day |
R1 |
3,782.98 |
3,782.98 |
PP |
3,742.31 |
3,742.31 |
S1 |
3,701.63 |
3,701.63 |
|