Trading Metrics calculated at close of trading on 12-Jan-1999 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-1999 |
12-Jan-1999 |
Change |
Change % |
Previous Week |
Open |
9,643.32 |
9,619.89 |
-23.43 |
-0.2% |
9,201.26 |
High |
9,643.32 |
9,620.15 |
-23.17 |
-0.2% |
9,647.96 |
Low |
9,532.61 |
9,451.77 |
-80.84 |
-0.8% |
9,122.47 |
Close |
9,619.89 |
9,474.68 |
-145.21 |
-1.5% |
9,643.32 |
Range |
110.71 |
168.38 |
57.67 |
52.1% |
525.49 |
ATR |
134.64 |
137.05 |
2.41 |
1.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 12-Jan-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,020.67 |
9,916.06 |
9,567.29 |
|
R3 |
9,852.29 |
9,747.68 |
9,520.98 |
|
R2 |
9,683.91 |
9,683.91 |
9,505.55 |
|
R1 |
9,579.30 |
9,579.30 |
9,490.11 |
9,547.42 |
PP |
9,515.53 |
9,515.53 |
9,515.53 |
9,499.59 |
S1 |
9,410.92 |
9,410.92 |
9,459.25 |
9,379.04 |
S2 |
9,347.15 |
9,347.15 |
9,443.81 |
|
S3 |
9,178.77 |
9,242.54 |
9,428.38 |
|
S4 |
9,010.39 |
9,074.16 |
9,382.07 |
|
|
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 |
9,315.42 |
332.54 |
3.5% |
152.91 |
1.6% |
48% |
False |
False |
|
10 |
9,647.96 |
9,122.47 |
525.49 |
5.5% |
145.82 |
1.5% |
67% |
False |
False |
|
20 |
9,647.96 |
8,676.03 |
971.93 |
10.3% |
131.17 |
1.4% |
82% |
False |
False |
|
40 |
9,647.96 |
8,676.03 |
971.93 |
10.3% |
129.36 |
1.4% |
82% |
False |
False |
|
60 |
9,647.96 |
8,300.39 |
1,347.57 |
14.2% |
129.74 |
1.4% |
87% |
False |
False |
|
80 |
9,647.96 |
7,467.49 |
2,180.47 |
23.0% |
151.74 |
1.6% |
92% |
False |
False |
|
100 |
9,647.96 |
7,400.30 |
2,247.66 |
23.7% |
171.68 |
1.8% |
92% |
False |
False |
|
120 |
9,647.96 |
7,400.30 |
2,247.66 |
23.7% |
171.15 |
1.8% |
92% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,335.77 |
2.618 |
10,060.97 |
1.618 |
9,892.59 |
1.000 |
9,788.53 |
0.618 |
9,724.21 |
HIGH |
9,620.15 |
0.618 |
9,555.83 |
0.500 |
9,535.96 |
0.382 |
9,516.09 |
LOW |
9,451.77 |
0.618 |
9,347.71 |
1.000 |
9,283.39 |
1.618 |
9,179.33 |
2.618 |
9,010.95 |
4.250 |
8,736.16 |
|
|
Fisher Pivots for day following 12-Jan-1999 |
Pivot |
1 day |
3 day |
R1 |
9,535.96 |
9,549.87 |
PP |
9,515.53 |
9,524.80 |
S1 |
9,495.11 |
9,499.74 |
|