Trading Metrics calculated at close of trading on 04-Jan-1999 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Dec-1998 |
04-Jan-1999 |
Change |
Change % |
Previous Week |
Open |
9,276.44 |
9,201.26 |
-75.18 |
-0.8% |
9,217.99 |
High |
9,287.77 |
9,350.33 |
62.56 |
0.7% |
9,334.88 |
Low |
9,183.24 |
9,122.47 |
-60.77 |
-0.7% |
9,183.24 |
Close |
9,201.26 |
9,180.92 |
-20.34 |
-0.2% |
9,201.26 |
Range |
104.53 |
227.86 |
123.33 |
118.0% |
151.64 |
ATR |
120.32 |
128.00 |
7.68 |
6.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 04-Jan-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,901.49 |
9,769.06 |
9,306.24 |
|
R3 |
9,673.63 |
9,541.20 |
9,243.58 |
|
R2 |
9,445.77 |
9,445.77 |
9,222.69 |
|
R1 |
9,313.34 |
9,313.34 |
9,201.81 |
9,265.63 |
PP |
9,217.91 |
9,217.91 |
9,217.91 |
9,194.05 |
S1 |
9,085.48 |
9,085.48 |
9,160.03 |
9,037.77 |
S2 |
8,990.05 |
8,990.05 |
9,139.15 |
|
S3 |
8,762.19 |
8,857.62 |
9,118.26 |
|
S4 |
8,534.33 |
8,629.76 |
9,055.60 |
|
|
Weekly Pivots for week ending 01-Jan-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,694.71 |
9,599.63 |
9,284.66 |
|
R3 |
9,543.07 |
9,447.99 |
9,242.96 |
|
R2 |
9,391.43 |
9,391.43 |
9,229.06 |
|
R1 |
9,296.35 |
9,296.35 |
9,215.16 |
9,268.07 |
PP |
9,239.79 |
9,239.79 |
9,239.79 |
9,225.66 |
S1 |
9,144.71 |
9,144.71 |
9,187.36 |
9,116.43 |
S2 |
9,088.15 |
9,088.15 |
9,173.46 |
|
S3 |
8,936.51 |
8,993.07 |
9,159.56 |
|
S4 |
8,784.87 |
8,841.43 |
9,117.86 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
9,350.33 |
9,122.47 |
227.86 |
2.5% |
122.25 |
1.3% |
26% |
True |
True |
|
10 |
9,350.33 |
8,858.57 |
491.76 |
5.4% |
121.73 |
1.3% |
66% |
True |
False |
|
20 |
9,350.33 |
8,676.03 |
674.30 |
7.3% |
122.89 |
1.3% |
75% |
True |
False |
|
40 |
9,380.20 |
8,676.03 |
704.17 |
7.7% |
125.09 |
1.4% |
72% |
False |
False |
|
60 |
9,380.20 |
7,467.49 |
1,912.71 |
20.8% |
138.52 |
1.5% |
90% |
False |
False |
|
80 |
9,380.20 |
7,467.49 |
1,912.71 |
20.8% |
157.70 |
1.7% |
90% |
False |
False |
|
100 |
9,380.20 |
7,400.30 |
1,979.90 |
21.6% |
171.31 |
1.9% |
90% |
False |
False |
|
120 |
9,380.20 |
7,400.30 |
1,979.90 |
21.6% |
168.76 |
1.8% |
90% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,318.74 |
2.618 |
9,946.87 |
1.618 |
9,719.01 |
1.000 |
9,578.19 |
0.618 |
9,491.15 |
HIGH |
9,350.33 |
0.618 |
9,263.29 |
0.500 |
9,236.40 |
0.382 |
9,209.51 |
LOW |
9,122.47 |
0.618 |
8,981.65 |
1.000 |
8,894.61 |
1.618 |
8,753.79 |
2.618 |
8,525.93 |
4.250 |
8,154.07 |
|
|
Fisher Pivots for day following 04-Jan-1999 |
Pivot |
1 day |
3 day |
R1 |
9,236.40 |
9,236.40 |
PP |
9,217.91 |
9,217.91 |
S1 |
9,199.41 |
9,199.41 |
|