Trading Metrics calculated at close of trading on 07-Jan-1999 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jan-1999 |
07-Jan-1999 |
Change |
Change % |
Previous Week |
Open |
9,308.11 |
9,544.97 |
236.86 |
2.5% |
9,217.99 |
High |
9,562.22 |
9,542.14 |
-20.08 |
-0.2% |
9,334.88 |
Low |
9,315.42 |
9,426.02 |
110.60 |
1.2% |
9,183.24 |
Close |
9,544.97 |
9,537.76 |
-7.21 |
-0.1% |
9,201.26 |
Range |
246.80 |
116.12 |
-130.68 |
-52.9% |
151.64 |
ATR |
138.98 |
137.55 |
-1.43 |
-1.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 07-Jan-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,850.33 |
9,810.17 |
9,601.63 |
|
R3 |
9,734.21 |
9,694.05 |
9,569.69 |
|
R2 |
9,618.09 |
9,618.09 |
9,559.05 |
|
R1 |
9,577.93 |
9,577.93 |
9,548.40 |
9,539.95 |
PP |
9,501.97 |
9,501.97 |
9,501.97 |
9,482.99 |
S1 |
9,461.81 |
9,461.81 |
9,527.12 |
9,423.83 |
S2 |
9,385.85 |
9,385.85 |
9,516.47 |
|
S3 |
9,269.73 |
9,345.69 |
9,505.83 |
|
S4 |
9,153.61 |
9,229.57 |
9,473.89 |
|
|
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% |
170.21 |
1.8% |
94% |
False |
False |
|
10 |
9,562.22 |
9,043.17 |
519.05 |
5.4% |
136.47 |
1.4% |
95% |
False |
False |
|
20 |
9,562.22 |
8,676.03 |
886.19 |
9.3% |
130.42 |
1.4% |
97% |
False |
False |
|
40 |
9,562.22 |
8,676.03 |
886.19 |
9.3% |
127.17 |
1.3% |
97% |
False |
False |
|
60 |
9,562.22 |
7,878.15 |
1,684.07 |
17.7% |
135.10 |
1.4% |
99% |
False |
False |
|
80 |
9,562.22 |
7,467.49 |
2,094.73 |
22.0% |
153.19 |
1.6% |
99% |
False |
False |
|
100 |
9,562.22 |
7,400.30 |
2,161.92 |
22.7% |
172.25 |
1.8% |
99% |
False |
False |
|
120 |
9,562.22 |
7,400.30 |
2,161.92 |
22.7% |
171.01 |
1.8% |
99% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,035.65 |
2.618 |
9,846.14 |
1.618 |
9,730.02 |
1.000 |
9,658.26 |
0.618 |
9,613.90 |
HIGH |
9,542.14 |
0.618 |
9,497.78 |
0.500 |
9,484.08 |
0.382 |
9,470.38 |
LOW |
9,426.02 |
0.618 |
9,354.26 |
1.000 |
9,309.90 |
1.618 |
9,238.14 |
2.618 |
9,122.02 |
4.250 |
8,932.51 |
|
|
Fisher Pivots for day following 07-Jan-1999 |
Pivot |
1 day |
3 day |
R1 |
9,519.87 |
9,482.71 |
PP |
9,501.97 |
9,427.65 |
S1 |
9,484.08 |
9,372.60 |
|