Trading Metrics calculated at close of trading on 20-Jan-1999 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jan-1999 |
20-Jan-1999 |
Change |
Change % |
Previous Week |
Open |
9,340.55 |
9,355.22 |
14.67 |
0.2% |
9,643.32 |
High |
9,399.25 |
9,480.09 |
80.84 |
0.9% |
9,643.32 |
Low |
9,210.01 |
9,300.90 |
90.89 |
1.0% |
9,087.72 |
Close |
9,355.22 |
9,335.91 |
-19.31 |
-0.2% |
9,340.55 |
Range |
189.24 |
179.19 |
-10.05 |
-5.3% |
555.60 |
ATR |
161.79 |
163.03 |
1.24 |
0.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 20-Jan-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,909.87 |
9,802.08 |
9,434.46 |
|
R3 |
9,730.68 |
9,622.89 |
9,385.19 |
|
R2 |
9,551.49 |
9,551.49 |
9,368.76 |
|
R1 |
9,443.70 |
9,443.70 |
9,352.34 |
9,408.00 |
PP |
9,372.30 |
9,372.30 |
9,372.30 |
9,354.45 |
S1 |
9,264.51 |
9,264.51 |
9,319.48 |
9,228.81 |
S2 |
9,193.11 |
9,193.11 |
9,303.06 |
|
S3 |
9,013.92 |
9,085.32 |
9,286.63 |
|
S4 |
8,834.73 |
8,906.13 |
9,237.36 |
|
|
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 |
9,480.09 |
9,087.72 |
392.37 |
4.2% |
222.70 |
2.4% |
63% |
True |
False |
|
10 |
9,647.96 |
9,087.72 |
560.24 |
6.0% |
187.80 |
2.0% |
44% |
False |
False |
|
20 |
9,647.96 |
8,898.74 |
749.22 |
8.0% |
159.05 |
1.7% |
58% |
False |
False |
|
40 |
9,647.96 |
8,676.03 |
971.93 |
10.4% |
143.73 |
1.5% |
68% |
False |
False |
|
60 |
9,647.96 |
8,328.71 |
1,319.25 |
14.1% |
136.86 |
1.5% |
76% |
False |
False |
|
80 |
9,647.96 |
7,467.49 |
2,180.47 |
23.4% |
153.42 |
1.6% |
86% |
False |
False |
|
100 |
9,647.96 |
7,400.30 |
2,247.66 |
24.1% |
175.11 |
1.9% |
86% |
False |
False |
|
120 |
9,647.96 |
7,400.30 |
2,247.66 |
24.1% |
173.23 |
1.9% |
86% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,241.65 |
2.618 |
9,949.21 |
1.618 |
9,770.02 |
1.000 |
9,659.28 |
0.618 |
9,590.83 |
HIGH |
9,480.09 |
0.618 |
9,411.64 |
0.500 |
9,390.50 |
0.382 |
9,369.35 |
LOW |
9,300.90 |
0.618 |
9,190.16 |
1.000 |
9,121.71 |
1.618 |
9,010.97 |
2.618 |
8,831.78 |
4.250 |
8,539.34 |
|
|
Fisher Pivots for day following 20-Jan-1999 |
Pivot |
1 day |
3 day |
R1 |
9,390.50 |
9,325.15 |
PP |
9,372.30 |
9,314.39 |
S1 |
9,354.11 |
9,303.63 |
|