Trading Metrics calculated at close of trading on 13-Jan-1999 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jan-1999 |
13-Jan-1999 |
Change |
Change % |
Previous Week |
Open |
9,619.89 |
9,474.68 |
-145.21 |
-1.5% |
9,201.26 |
High |
9,620.15 |
9,471.34 |
-148.81 |
-1.5% |
9,647.96 |
Low |
9,451.77 |
9,213.10 |
-238.67 |
-2.5% |
9,122.47 |
Close |
9,474.68 |
9,349.56 |
-125.12 |
-1.3% |
9,643.32 |
Range |
168.38 |
258.24 |
89.86 |
53.4% |
525.49 |
ATR |
137.05 |
145.95 |
8.89 |
6.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 13-Jan-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,119.39 |
9,992.71 |
9,491.59 |
|
R3 |
9,861.15 |
9,734.47 |
9,420.58 |
|
R2 |
9,602.91 |
9,602.91 |
9,396.90 |
|
R1 |
9,476.23 |
9,476.23 |
9,373.23 |
9,410.45 |
PP |
9,344.67 |
9,344.67 |
9,344.67 |
9,311.78 |
S1 |
9,217.99 |
9,217.99 |
9,325.89 |
9,152.21 |
S2 |
9,086.43 |
9,086.43 |
9,302.22 |
|
S3 |
8,828.19 |
8,959.75 |
9,278.54 |
|
S4 |
8,569.95 |
8,701.51 |
9,207.53 |
|
|
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 |
9,213.10 |
434.86 |
4.7% |
155.20 |
1.7% |
31% |
False |
True |
|
10 |
9,647.96 |
9,122.47 |
525.49 |
5.6% |
156.91 |
1.7% |
43% |
False |
False |
|
20 |
9,647.96 |
8,678.61 |
969.35 |
10.4% |
136.85 |
1.5% |
69% |
False |
False |
|
40 |
9,647.96 |
8,676.03 |
971.93 |
10.4% |
133.42 |
1.4% |
69% |
False |
False |
|
60 |
9,647.96 |
8,328.71 |
1,319.25 |
14.1% |
131.89 |
1.4% |
77% |
False |
False |
|
80 |
9,647.96 |
7,467.49 |
2,180.47 |
23.3% |
153.68 |
1.6% |
86% |
False |
False |
|
100 |
9,647.96 |
7,400.30 |
2,247.66 |
24.0% |
173.36 |
1.9% |
87% |
False |
False |
|
120 |
9,647.96 |
7,400.30 |
2,247.66 |
24.0% |
171.44 |
1.8% |
87% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,568.86 |
2.618 |
10,147.41 |
1.618 |
9,889.17 |
1.000 |
9,729.58 |
0.618 |
9,630.93 |
HIGH |
9,471.34 |
0.618 |
9,372.69 |
0.500 |
9,342.22 |
0.382 |
9,311.75 |
LOW |
9,213.10 |
0.618 |
9,053.51 |
1.000 |
8,954.86 |
1.618 |
8,795.27 |
2.618 |
8,537.03 |
4.250 |
8,115.58 |
|
|
Fisher Pivots for day following 13-Jan-1999 |
Pivot |
1 day |
3 day |
R1 |
9,347.11 |
9,428.21 |
PP |
9,344.67 |
9,401.99 |
S1 |
9,342.22 |
9,375.78 |
|