Trading Metrics calculated at close of trading on 15-Jan-1999 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jan-1999 |
15-Jan-1999 |
Change |
Change % |
Previous Week |
Open |
9,349.56 |
9,120.93 |
-228.63 |
-2.4% |
9,643.32 |
High |
9,359.08 |
9,342.61 |
-16.47 |
-0.2% |
9,643.32 |
Low |
9,087.72 |
9,127.16 |
39.44 |
0.4% |
9,087.72 |
Close |
9,120.93 |
9,340.55 |
219.62 |
2.4% |
9,340.55 |
Range |
271.36 |
215.45 |
-55.91 |
-20.6% |
555.60 |
ATR |
154.90 |
159.67 |
4.77 |
3.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 15-Jan-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,916.46 |
9,843.95 |
9,459.05 |
|
R3 |
9,701.01 |
9,628.50 |
9,399.80 |
|
R2 |
9,485.56 |
9,485.56 |
9,380.05 |
|
R1 |
9,413.05 |
9,413.05 |
9,360.30 |
9,449.31 |
PP |
9,270.11 |
9,270.11 |
9,270.11 |
9,288.23 |
S1 |
9,197.60 |
9,197.60 |
9,320.80 |
9,233.86 |
S2 |
9,054.66 |
9,054.66 |
9,301.05 |
|
S3 |
8,839.21 |
8,982.15 |
9,281.30 |
|
S4 |
8,623.76 |
8,766.70 |
9,222.05 |
|
|
Weekly Pivots for week ending 15-Jan-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,024.00 |
10,737.87 |
9,646.13 |
|
R3 |
10,468.40 |
10,182.27 |
9,493.34 |
|
R2 |
9,912.80 |
9,912.80 |
9,442.41 |
|
R1 |
9,626.67 |
9,626.67 |
9,391.48 |
9,491.94 |
PP |
9,357.20 |
9,357.20 |
9,357.20 |
9,289.83 |
S1 |
9,071.07 |
9,071.07 |
9,289.62 |
8,936.34 |
S2 |
8,801.60 |
8,801.60 |
9,238.69 |
|
S3 |
8,246.00 |
8,515.47 |
9,187.76 |
|
S4 |
7,690.40 |
7,959.87 |
9,034.97 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
9,643.32 |
9,087.72 |
555.60 |
5.9% |
204.83 |
2.2% |
46% |
False |
False |
|
10 |
9,647.96 |
9,087.72 |
560.24 |
6.0% |
189.32 |
2.0% |
45% |
False |
False |
|
20 |
9,647.96 |
8,785.75 |
862.21 |
9.2% |
148.84 |
1.6% |
64% |
False |
False |
|
40 |
9,647.96 |
8,676.03 |
971.93 |
10.4% |
138.51 |
1.5% |
68% |
False |
False |
|
60 |
9,647.96 |
8,328.71 |
1,319.25 |
14.1% |
134.88 |
1.4% |
77% |
False |
False |
|
80 |
9,647.96 |
7,467.49 |
2,180.47 |
23.3% |
155.20 |
1.7% |
86% |
False |
False |
|
100 |
9,647.96 |
7,400.30 |
2,247.66 |
24.1% |
174.27 |
1.9% |
86% |
False |
False |
|
120 |
9,647.96 |
7,400.30 |
2,247.66 |
24.1% |
172.93 |
1.9% |
86% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,258.27 |
2.618 |
9,906.66 |
1.618 |
9,691.21 |
1.000 |
9,558.06 |
0.618 |
9,475.76 |
HIGH |
9,342.61 |
0.618 |
9,260.31 |
0.500 |
9,234.89 |
0.382 |
9,209.46 |
LOW |
9,127.16 |
0.618 |
8,994.01 |
1.000 |
8,911.71 |
1.618 |
8,778.56 |
2.618 |
8,563.11 |
4.250 |
8,211.50 |
|
|
Fisher Pivots for day following 15-Jan-1999 |
Pivot |
1 day |
3 day |
R1 |
9,305.33 |
9,320.21 |
PP |
9,270.11 |
9,299.87 |
S1 |
9,234.89 |
9,279.53 |
|