Trading Metrics calculated at close of trading on 21-Jan-1999 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jan-1999 |
21-Jan-1999 |
Change |
Change % |
Previous Week |
Open |
9,355.22 |
9,335.91 |
-19.31 |
-0.2% |
9,643.32 |
High |
9,480.09 |
9,377.36 |
-102.73 |
-1.1% |
9,643.32 |
Low |
9,300.90 |
9,228.55 |
-72.35 |
-0.8% |
9,087.72 |
Close |
9,335.91 |
9,264.08 |
-71.83 |
-0.8% |
9,340.55 |
Range |
179.19 |
148.81 |
-30.38 |
-17.0% |
555.60 |
ATR |
163.03 |
162.01 |
-1.02 |
-0.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 21-Jan-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,736.43 |
9,649.06 |
9,345.93 |
|
R3 |
9,587.62 |
9,500.25 |
9,305.00 |
|
R2 |
9,438.81 |
9,438.81 |
9,291.36 |
|
R1 |
9,351.44 |
9,351.44 |
9,277.72 |
9,320.72 |
PP |
9,290.00 |
9,290.00 |
9,290.00 |
9,274.64 |
S1 |
9,202.63 |
9,202.63 |
9,250.44 |
9,171.91 |
S2 |
9,141.19 |
9,141.19 |
9,236.80 |
|
S3 |
8,992.38 |
9,053.82 |
9,223.16 |
|
S4 |
8,843.57 |
8,905.01 |
9,182.23 |
|
|
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% |
200.81 |
2.2% |
45% |
False |
False |
|
10 |
9,647.96 |
9,087.72 |
560.24 |
6.0% |
178.01 |
1.9% |
31% |
False |
False |
|
20 |
9,647.96 |
8,948.69 |
699.27 |
7.5% |
157.47 |
1.7% |
45% |
False |
False |
|
40 |
9,647.96 |
8,676.03 |
971.93 |
10.5% |
144.88 |
1.6% |
61% |
False |
False |
|
60 |
9,647.96 |
8,328.71 |
1,319.25 |
14.2% |
137.60 |
1.5% |
71% |
False |
False |
|
80 |
9,647.96 |
7,467.49 |
2,180.47 |
23.5% |
152.83 |
1.6% |
82% |
False |
False |
|
100 |
9,647.96 |
7,400.30 |
2,247.66 |
24.3% |
173.06 |
1.9% |
83% |
False |
False |
|
120 |
9,647.96 |
7,400.30 |
2,247.66 |
24.3% |
173.40 |
1.9% |
83% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,009.80 |
2.618 |
9,766.94 |
1.618 |
9,618.13 |
1.000 |
9,526.17 |
0.618 |
9,469.32 |
HIGH |
9,377.36 |
0.618 |
9,320.51 |
0.500 |
9,302.96 |
0.382 |
9,285.40 |
LOW |
9,228.55 |
0.618 |
9,136.59 |
1.000 |
9,079.74 |
1.618 |
8,987.78 |
2.618 |
8,838.97 |
4.250 |
8,596.11 |
|
|
Fisher Pivots for day following 21-Jan-1999 |
Pivot |
1 day |
3 day |
R1 |
9,302.96 |
9,345.05 |
PP |
9,290.00 |
9,318.06 |
S1 |
9,277.04 |
9,291.07 |
|