Trading Metrics calculated at close of trading on 31-Jan-2000 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jan-2000 |
31-Jan-2000 |
Change |
Change % |
Previous Week |
Open |
3,595.89 |
3,438.09 |
-157.80 |
-4.4% |
3,888.33 |
High |
3,617.60 |
3,570.59 |
-47.01 |
-1.3% |
3,905.10 |
Low |
3,409.59 |
3,349.06 |
-60.53 |
-1.8% |
3,409.59 |
Close |
3,446.13 |
3,570.05 |
123.92 |
3.6% |
3,446.13 |
Range |
208.01 |
221.53 |
13.52 |
6.5% |
495.51 |
ATR |
143.64 |
149.21 |
5.56 |
3.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 31-Jan-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,161.16 |
4,087.13 |
3,691.89 |
|
R3 |
3,939.63 |
3,865.60 |
3,630.97 |
|
R2 |
3,718.10 |
3,718.10 |
3,610.66 |
|
R1 |
3,644.07 |
3,644.07 |
3,590.36 |
3,681.09 |
PP |
3,496.57 |
3,496.57 |
3,496.57 |
3,515.07 |
S1 |
3,422.54 |
3,422.54 |
3,549.74 |
3,459.56 |
S2 |
3,275.04 |
3,275.04 |
3,529.44 |
|
S3 |
3,053.51 |
3,201.01 |
3,509.13 |
|
S4 |
2,831.98 |
2,979.48 |
3,448.21 |
|
|
Weekly Pivots for week ending 28-Jan-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,073.47 |
4,755.31 |
3,718.66 |
|
R3 |
4,577.96 |
4,259.80 |
3,582.40 |
|
R2 |
4,082.45 |
4,082.45 |
3,536.97 |
|
R1 |
3,764.29 |
3,764.29 |
3,491.55 |
3,675.62 |
PP |
3,586.94 |
3,586.94 |
3,586.94 |
3,542.60 |
S1 |
3,268.78 |
3,268.78 |
3,400.71 |
3,180.11 |
S2 |
3,091.43 |
3,091.43 |
3,355.29 |
|
S3 |
2,595.92 |
2,773.27 |
3,309.86 |
|
S4 |
2,100.41 |
2,277.76 |
3,173.60 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,762.69 |
3,349.06 |
413.63 |
11.6% |
185.67 |
5.2% |
53% |
False |
True |
|
10 |
3,905.10 |
3,349.06 |
556.04 |
15.6% |
155.83 |
4.4% |
40% |
False |
True |
|
20 |
3,905.10 |
3,314.75 |
590.35 |
16.5% |
162.95 |
4.6% |
43% |
False |
False |
|
40 |
3,905.10 |
3,093.98 |
811.12 |
22.7% |
122.55 |
3.4% |
59% |
False |
False |
|
60 |
3,905.10 |
2,677.13 |
1,227.97 |
34.4% |
105.23 |
2.9% |
73% |
False |
False |
|
80 |
3,905.10 |
2,299.95 |
1,605.15 |
45.0% |
95.26 |
2.7% |
79% |
False |
False |
|
100 |
3,905.10 |
2,299.95 |
1,605.15 |
45.0% |
88.63 |
2.5% |
79% |
False |
False |
|
120 |
3,905.10 |
2,164.55 |
1,740.55 |
48.8% |
83.35 |
2.3% |
81% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,512.09 |
2.618 |
4,150.56 |
1.618 |
3,929.03 |
1.000 |
3,792.12 |
0.618 |
3,707.50 |
HIGH |
3,570.59 |
0.618 |
3,485.97 |
0.500 |
3,459.83 |
0.382 |
3,433.68 |
LOW |
3,349.06 |
0.618 |
3,212.15 |
1.000 |
3,127.53 |
1.618 |
2,990.62 |
2.618 |
2,769.09 |
4.250 |
2,407.56 |
|
|
Fisher Pivots for day following 31-Jan-2000 |
Pivot |
1 day |
3 day |
R1 |
3,533.31 |
3,555.09 |
PP |
3,496.57 |
3,540.14 |
S1 |
3,459.83 |
3,525.18 |
|