Trading Metrics calculated at close of trading on 26-Jan-2000 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jan-2000 |
26-Jan-2000 |
Change |
Change % |
Previous Week |
Open |
3,667.02 |
3,762.69 |
95.67 |
2.6% |
3,704.74 |
High |
3,759.33 |
3,762.69 |
3.36 |
0.1% |
3,891.81 |
Low |
3,591.34 |
3,621.10 |
29.76 |
0.8% |
3,665.87 |
Close |
3,759.11 |
3,621.21 |
-137.90 |
-3.7% |
3,849.96 |
Range |
167.99 |
141.59 |
-26.40 |
-15.7% |
225.94 |
ATR |
134.28 |
134.81 |
0.52 |
0.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 26-Jan-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,093.10 |
3,998.75 |
3,699.08 |
|
R3 |
3,951.51 |
3,857.16 |
3,660.15 |
|
R2 |
3,809.92 |
3,809.92 |
3,647.17 |
|
R1 |
3,715.57 |
3,715.57 |
3,634.19 |
3,691.95 |
PP |
3,668.33 |
3,668.33 |
3,668.33 |
3,656.53 |
S1 |
3,573.98 |
3,573.98 |
3,608.23 |
3,550.36 |
S2 |
3,526.74 |
3,526.74 |
3,595.25 |
|
S3 |
3,385.15 |
3,432.39 |
3,582.27 |
|
S4 |
3,243.56 |
3,290.80 |
3,543.34 |
|
|
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 |
3,591.34 |
313.76 |
8.7% |
146.81 |
4.1% |
10% |
False |
False |
|
10 |
3,905.10 |
3,447.90 |
457.20 |
12.6% |
127.39 |
3.5% |
38% |
False |
False |
|
20 |
3,905.10 |
3,314.75 |
590.35 |
16.3% |
142.95 |
3.9% |
52% |
False |
False |
|
40 |
3,905.10 |
2,956.79 |
948.31 |
26.2% |
113.85 |
3.1% |
70% |
False |
False |
|
60 |
3,905.10 |
2,612.39 |
1,292.71 |
35.7% |
97.43 |
2.7% |
78% |
False |
False |
|
80 |
3,905.10 |
2,299.95 |
1,605.15 |
44.3% |
89.86 |
2.5% |
82% |
False |
False |
|
100 |
3,905.10 |
2,299.95 |
1,605.15 |
44.3% |
84.42 |
2.3% |
82% |
False |
False |
|
120 |
3,905.10 |
2,120.26 |
1,784.84 |
49.3% |
79.64 |
2.2% |
84% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,364.45 |
2.618 |
4,133.37 |
1.618 |
3,991.78 |
1.000 |
3,904.28 |
0.618 |
3,850.19 |
HIGH |
3,762.69 |
0.618 |
3,708.60 |
0.500 |
3,691.90 |
0.382 |
3,675.19 |
LOW |
3,621.10 |
0.618 |
3,533.60 |
1.000 |
3,479.51 |
1.618 |
3,392.01 |
2.618 |
3,250.42 |
4.250 |
3,019.34 |
|
|
Fisher Pivots for day following 26-Jan-2000 |
Pivot |
1 day |
3 day |
R1 |
3,691.90 |
3,748.22 |
PP |
3,668.33 |
3,705.88 |
S1 |
3,644.77 |
3,663.55 |
|