Trading Metrics calculated at close of trading on 27-Jan-2000 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jan-2000 |
27-Jan-2000 |
Change |
Change % |
Previous Week |
Open |
3,762.69 |
3,628.88 |
-133.81 |
-3.6% |
3,704.74 |
High |
3,762.69 |
3,701.30 |
-61.39 |
-1.6% |
3,891.81 |
Low |
3,621.10 |
3,512.07 |
-109.03 |
-3.0% |
3,665.87 |
Close |
3,621.21 |
3,593.15 |
-28.06 |
-0.8% |
3,849.96 |
Range |
141.59 |
189.23 |
47.64 |
33.6% |
225.94 |
ATR |
134.81 |
138.69 |
3.89 |
2.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 27-Jan-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,169.86 |
4,070.74 |
3,697.23 |
|
R3 |
3,980.63 |
3,881.51 |
3,645.19 |
|
R2 |
3,791.40 |
3,791.40 |
3,627.84 |
|
R1 |
3,692.28 |
3,692.28 |
3,610.50 |
3,647.23 |
PP |
3,602.17 |
3,602.17 |
3,602.17 |
3,579.65 |
S1 |
3,503.05 |
3,503.05 |
3,575.80 |
3,458.00 |
S2 |
3,412.94 |
3,412.94 |
3,558.46 |
|
S3 |
3,223.71 |
3,313.82 |
3,541.11 |
|
S4 |
3,034.48 |
3,124.59 |
3,489.07 |
|
|
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 |
3,512.07 |
393.03 |
10.9% |
165.66 |
4.6% |
21% |
False |
True |
|
10 |
3,905.10 |
3,494.39 |
410.71 |
11.4% |
133.84 |
3.7% |
24% |
False |
False |
|
20 |
3,905.10 |
3,314.75 |
590.35 |
16.4% |
147.07 |
4.1% |
47% |
False |
False |
|
40 |
3,905.10 |
2,956.79 |
948.31 |
26.4% |
116.01 |
3.2% |
67% |
False |
False |
|
60 |
3,905.10 |
2,612.39 |
1,292.71 |
36.0% |
99.84 |
2.8% |
76% |
False |
False |
|
80 |
3,905.10 |
2,299.95 |
1,605.15 |
44.7% |
91.46 |
2.5% |
81% |
False |
False |
|
100 |
3,905.10 |
2,299.95 |
1,605.15 |
44.7% |
85.18 |
2.4% |
81% |
False |
False |
|
120 |
3,905.10 |
2,120.26 |
1,784.84 |
49.7% |
80.74 |
2.2% |
83% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,505.53 |
2.618 |
4,196.70 |
1.618 |
4,007.47 |
1.000 |
3,890.53 |
0.618 |
3,818.24 |
HIGH |
3,701.30 |
0.618 |
3,629.01 |
0.500 |
3,606.69 |
0.382 |
3,584.36 |
LOW |
3,512.07 |
0.618 |
3,395.13 |
1.000 |
3,322.84 |
1.618 |
3,205.90 |
2.618 |
3,016.67 |
4.250 |
2,707.84 |
|
|
Fisher Pivots for day following 27-Jan-2000 |
Pivot |
1 day |
3 day |
R1 |
3,606.69 |
3,637.38 |
PP |
3,602.17 |
3,622.64 |
S1 |
3,597.66 |
3,607.89 |
|