Trading Metrics calculated at close of trading on 06-Jan-1999 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jan-1999 |
06-Jan-1999 |
Change |
Change % |
Previous Week |
Open |
9,180.92 |
9,308.11 |
127.19 |
1.4% |
9,217.99 |
High |
9,338.74 |
9,562.22 |
223.48 |
2.4% |
9,334.88 |
Low |
9,182.98 |
9,315.42 |
132.44 |
1.4% |
9,183.24 |
Close |
9,308.11 |
9,544.97 |
236.86 |
2.5% |
9,201.26 |
Range |
155.76 |
246.80 |
91.04 |
58.4% |
151.64 |
ATR |
130.13 |
138.98 |
8.86 |
6.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 06-Jan-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,214.60 |
10,126.59 |
9,680.71 |
|
R3 |
9,967.80 |
9,879.79 |
9,612.84 |
|
R2 |
9,721.00 |
9,721.00 |
9,590.22 |
|
R1 |
9,632.99 |
9,632.99 |
9,567.59 |
9,677.00 |
PP |
9,474.20 |
9,474.20 |
9,474.20 |
9,496.21 |
S1 |
9,386.19 |
9,386.19 |
9,522.35 |
9,430.20 |
S2 |
9,227.40 |
9,227.40 |
9,499.72 |
|
S3 |
8,980.60 |
9,139.39 |
9,477.10 |
|
S4 |
8,733.80 |
8,892.59 |
9,409.23 |
|
|
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 |
9,562.22 |
9,122.47 |
439.75 |
4.6% |
158.63 |
1.7% |
96% |
True |
False |
|
10 |
9,562.22 |
8,948.69 |
613.53 |
6.4% |
136.94 |
1.4% |
97% |
True |
False |
|
20 |
9,562.22 |
8,676.03 |
886.19 |
9.3% |
131.72 |
1.4% |
98% |
True |
False |
|
40 |
9,562.22 |
8,676.03 |
886.19 |
9.3% |
127.75 |
1.3% |
98% |
True |
False |
|
60 |
9,562.22 |
7,878.15 |
1,684.07 |
17.6% |
136.23 |
1.4% |
99% |
True |
False |
|
80 |
9,562.22 |
7,467.49 |
2,094.73 |
21.9% |
154.77 |
1.6% |
99% |
True |
False |
|
100 |
9,562.22 |
7,400.30 |
2,161.92 |
22.6% |
172.85 |
1.8% |
99% |
True |
False |
|
120 |
9,562.22 |
7,400.30 |
2,161.92 |
22.6% |
170.42 |
1.8% |
99% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,611.12 |
2.618 |
10,208.34 |
1.618 |
9,961.54 |
1.000 |
9,809.02 |
0.618 |
9,714.74 |
HIGH |
9,562.22 |
0.618 |
9,467.94 |
0.500 |
9,438.82 |
0.382 |
9,409.70 |
LOW |
9,315.42 |
0.618 |
9,162.90 |
1.000 |
9,068.62 |
1.618 |
8,916.10 |
2.618 |
8,669.30 |
4.250 |
8,266.52 |
|
|
Fisher Pivots for day following 06-Jan-1999 |
Pivot |
1 day |
3 day |
R1 |
9,509.59 |
9,477.43 |
PP |
9,474.20 |
9,409.89 |
S1 |
9,438.82 |
9,342.35 |
|