Trading Metrics calculated at close of trading on 14-Jan-1999 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jan-1999 |
14-Jan-1999 |
Change |
Change % |
Previous Week |
Open |
9,474.68 |
9,349.56 |
-125.12 |
-1.3% |
9,201.26 |
High |
9,471.34 |
9,359.08 |
-112.26 |
-1.2% |
9,647.96 |
Low |
9,213.10 |
9,087.72 |
-125.38 |
-1.4% |
9,122.47 |
Close |
9,349.56 |
9,120.93 |
-228.63 |
-2.4% |
9,643.32 |
Range |
258.24 |
271.36 |
13.12 |
5.1% |
525.49 |
ATR |
145.95 |
154.90 |
8.96 |
6.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 14-Jan-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,003.32 |
9,833.49 |
9,270.18 |
|
R3 |
9,731.96 |
9,562.13 |
9,195.55 |
|
R2 |
9,460.60 |
9,460.60 |
9,170.68 |
|
R1 |
9,290.77 |
9,290.77 |
9,145.80 |
9,240.01 |
PP |
9,189.24 |
9,189.24 |
9,189.24 |
9,163.86 |
S1 |
9,019.41 |
9,019.41 |
9,096.06 |
8,968.65 |
S2 |
8,917.88 |
8,917.88 |
9,071.18 |
|
S3 |
8,646.52 |
8,748.05 |
9,046.31 |
|
S4 |
8,375.16 |
8,476.69 |
8,971.68 |
|
|
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 |
9,087.72 |
560.24 |
6.1% |
186.25 |
2.0% |
6% |
False |
True |
|
10 |
9,647.96 |
9,087.72 |
560.24 |
6.1% |
178.23 |
2.0% |
6% |
False |
True |
|
20 |
9,647.96 |
8,740.65 |
907.31 |
9.9% |
143.61 |
1.6% |
42% |
False |
False |
|
40 |
9,647.96 |
8,676.03 |
971.93 |
10.7% |
137.47 |
1.5% |
46% |
False |
False |
|
60 |
9,647.96 |
8,328.71 |
1,319.25 |
14.5% |
134.31 |
1.5% |
60% |
False |
False |
|
80 |
9,647.96 |
7,467.49 |
2,180.47 |
23.9% |
154.15 |
1.7% |
76% |
False |
False |
|
100 |
9,647.96 |
7,400.30 |
2,247.66 |
24.6% |
173.28 |
1.9% |
77% |
False |
False |
|
120 |
9,647.96 |
7,400.30 |
2,247.66 |
24.6% |
172.58 |
1.9% |
77% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,512.36 |
2.618 |
10,069.50 |
1.618 |
9,798.14 |
1.000 |
9,630.44 |
0.618 |
9,526.78 |
HIGH |
9,359.08 |
0.618 |
9,255.42 |
0.500 |
9,223.40 |
0.382 |
9,191.38 |
LOW |
9,087.72 |
0.618 |
8,920.02 |
1.000 |
8,816.36 |
1.618 |
8,648.66 |
2.618 |
8,377.30 |
4.250 |
7,934.44 |
|
|
Fisher Pivots for day following 14-Jan-1999 |
Pivot |
1 day |
3 day |
R1 |
9,223.40 |
9,353.94 |
PP |
9,189.24 |
9,276.27 |
S1 |
9,155.09 |
9,198.60 |
|