Trading Metrics calculated at close of trading on 05-Jan-1999 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jan-1999 |
05-Jan-1999 |
Change |
Change % |
Previous Week |
Open |
9,201.26 |
9,180.92 |
-20.34 |
-0.2% |
9,217.99 |
High |
9,350.33 |
9,338.74 |
-11.59 |
-0.1% |
9,334.88 |
Low |
9,122.47 |
9,182.98 |
60.51 |
0.7% |
9,183.24 |
Close |
9,180.92 |
9,308.11 |
127.19 |
1.4% |
9,201.26 |
Range |
227.86 |
155.76 |
-72.10 |
-31.6% |
151.64 |
ATR |
128.00 |
130.13 |
2.13 |
1.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 05-Jan-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,743.89 |
9,681.76 |
9,393.78 |
|
R3 |
9,588.13 |
9,526.00 |
9,350.94 |
|
R2 |
9,432.37 |
9,432.37 |
9,336.67 |
|
R1 |
9,370.24 |
9,370.24 |
9,322.39 |
9,401.31 |
PP |
9,276.61 |
9,276.61 |
9,276.61 |
9,292.14 |
S1 |
9,214.48 |
9,214.48 |
9,293.83 |
9,245.55 |
S2 |
9,120.85 |
9,120.85 |
9,279.55 |
|
S3 |
8,965.09 |
9,058.72 |
9,265.28 |
|
S4 |
8,809.33 |
8,902.96 |
9,222.44 |
|
|
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 |
2.4% |
138.72 |
1.5% |
81% |
False |
False |
|
10 |
9,350.33 |
8,898.74 |
451.59 |
4.9% |
130.30 |
1.4% |
91% |
False |
False |
|
20 |
9,350.33 |
8,676.03 |
674.30 |
7.2% |
123.40 |
1.3% |
94% |
False |
False |
|
40 |
9,380.20 |
8,676.03 |
704.17 |
7.6% |
123.92 |
1.3% |
90% |
False |
False |
|
60 |
9,380.20 |
7,666.51 |
1,713.69 |
18.4% |
136.30 |
1.5% |
96% |
False |
False |
|
80 |
9,380.20 |
7,467.49 |
1,912.71 |
20.5% |
155.42 |
1.7% |
96% |
False |
False |
|
100 |
9,380.20 |
7,400.30 |
1,979.90 |
21.3% |
171.82 |
1.8% |
96% |
False |
False |
|
120 |
9,380.20 |
7,400.30 |
1,979.90 |
21.3% |
169.41 |
1.8% |
96% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,000.72 |
2.618 |
9,746.52 |
1.618 |
9,590.76 |
1.000 |
9,494.50 |
0.618 |
9,435.00 |
HIGH |
9,338.74 |
0.618 |
9,279.24 |
0.500 |
9,260.86 |
0.382 |
9,242.48 |
LOW |
9,182.98 |
0.618 |
9,086.72 |
1.000 |
9,027.22 |
1.618 |
8,930.96 |
2.618 |
8,775.20 |
4.250 |
8,521.00 |
|
|
Fisher Pivots for day following 05-Jan-1999 |
Pivot |
1 day |
3 day |
R1 |
9,292.36 |
9,284.21 |
PP |
9,276.61 |
9,260.30 |
S1 |
9,260.86 |
9,236.40 |
|