Trading Metrics calculated at close of trading on 11-Jan-1999 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jan-1999 |
11-Jan-1999 |
Change |
Change % |
Previous Week |
Open |
9,537.76 |
9,643.32 |
105.56 |
1.1% |
9,201.26 |
High |
9,647.96 |
9,643.32 |
-4.64 |
0.0% |
9,647.96 |
Low |
9,525.41 |
9,532.61 |
7.20 |
0.1% |
9,122.47 |
Close |
9,643.32 |
9,619.89 |
-23.43 |
-0.2% |
9,643.32 |
Range |
122.55 |
110.71 |
-11.84 |
-9.7% |
525.49 |
ATR |
136.48 |
134.64 |
-1.84 |
-1.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 11-Jan-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,930.74 |
9,886.02 |
9,680.78 |
|
R3 |
9,820.03 |
9,775.31 |
9,650.34 |
|
R2 |
9,709.32 |
9,709.32 |
9,640.19 |
|
R1 |
9,664.60 |
9,664.60 |
9,630.04 |
9,631.61 |
PP |
9,598.61 |
9,598.61 |
9,598.61 |
9,582.11 |
S1 |
9,553.89 |
9,553.89 |
9,609.74 |
9,520.90 |
S2 |
9,487.90 |
9,487.90 |
9,599.59 |
|
S3 |
9,377.19 |
9,443.18 |
9,589.44 |
|
S4 |
9,266.48 |
9,332.47 |
9,559.00 |
|
|
Weekly Pivots for week ending 08-Jan-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,047.72 |
10,871.01 |
9,932.34 |
|
R3 |
10,522.23 |
10,345.52 |
9,787.83 |
|
R2 |
9,996.74 |
9,996.74 |
9,739.66 |
|
R1 |
9,820.03 |
9,820.03 |
9,691.49 |
9,908.39 |
PP |
9,471.25 |
9,471.25 |
9,471.25 |
9,515.43 |
S1 |
9,294.54 |
9,294.54 |
9,595.15 |
9,382.90 |
S2 |
8,945.76 |
8,945.76 |
9,546.98 |
|
S3 |
8,420.27 |
8,769.05 |
9,498.81 |
|
S4 |
7,894.78 |
8,243.56 |
9,354.30 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
9,647.96 |
9,182.98 |
464.98 |
4.8% |
150.39 |
1.6% |
94% |
False |
False |
|
10 |
9,647.96 |
9,122.47 |
525.49 |
5.5% |
136.32 |
1.4% |
95% |
False |
False |
|
20 |
9,647.96 |
8,676.03 |
971.93 |
10.1% |
128.49 |
1.3% |
97% |
False |
False |
|
40 |
9,647.96 |
8,676.03 |
971.93 |
10.1% |
127.57 |
1.3% |
97% |
False |
False |
|
60 |
9,647.96 |
7,920.12 |
1,727.84 |
18.0% |
134.06 |
1.4% |
98% |
False |
False |
|
80 |
9,647.96 |
7,467.49 |
2,180.47 |
22.7% |
152.43 |
1.6% |
99% |
False |
False |
|
100 |
9,647.96 |
7,400.30 |
2,247.66 |
23.4% |
170.90 |
1.8% |
99% |
False |
False |
|
120 |
9,647.96 |
7,400.30 |
2,247.66 |
23.4% |
170.68 |
1.8% |
99% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,113.84 |
2.618 |
9,933.16 |
1.618 |
9,822.45 |
1.000 |
9,754.03 |
0.618 |
9,711.74 |
HIGH |
9,643.32 |
0.618 |
9,601.03 |
0.500 |
9,587.97 |
0.382 |
9,574.90 |
LOW |
9,532.61 |
0.618 |
9,464.19 |
1.000 |
9,421.90 |
1.618 |
9,353.48 |
2.618 |
9,242.77 |
4.250 |
9,062.09 |
|
|
Fisher Pivots for day following 11-Jan-1999 |
Pivot |
1 day |
3 day |
R1 |
9,609.25 |
9,592.26 |
PP |
9,598.61 |
9,564.62 |
S1 |
9,587.97 |
9,536.99 |
|