Trading Metrics calculated at close of trading on 26-Jan-1999 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jan-1999 |
26-Jan-1999 |
Change |
Change % |
Previous Week |
Open |
9,120.67 |
9,203.32 |
82.65 |
0.9% |
9,340.55 |
High |
9,203.83 |
9,329.99 |
126.16 |
1.4% |
9,480.09 |
Low |
9,063.26 |
9,188.38 |
125.12 |
1.4% |
9,088.49 |
Close |
9,203.32 |
9,318.66 |
115.34 |
1.3% |
9,120.67 |
Range |
140.57 |
141.61 |
1.04 |
0.7% |
391.60 |
ATR |
161.42 |
160.00 |
-1.41 |
-0.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 26-Jan-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,703.84 |
9,652.86 |
9,396.55 |
|
R3 |
9,562.23 |
9,511.25 |
9,357.60 |
|
R2 |
9,420.62 |
9,420.62 |
9,344.62 |
|
R1 |
9,369.64 |
9,369.64 |
9,331.64 |
9,395.13 |
PP |
9,279.01 |
9,279.01 |
9,279.01 |
9,291.76 |
S1 |
9,228.03 |
9,228.03 |
9,305.68 |
9,253.52 |
S2 |
9,137.40 |
9,137.40 |
9,292.70 |
|
S3 |
8,995.79 |
9,086.42 |
9,279.72 |
|
S4 |
8,854.18 |
8,944.81 |
9,240.77 |
|
|
Weekly Pivots for week ending 22-Jan-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,404.55 |
10,154.21 |
9,336.05 |
|
R3 |
10,012.95 |
9,762.61 |
9,228.36 |
|
R2 |
9,621.35 |
9,621.35 |
9,192.46 |
|
R1 |
9,371.01 |
9,371.01 |
9,156.57 |
9,300.38 |
PP |
9,229.75 |
9,229.75 |
9,229.75 |
9,194.44 |
S1 |
8,979.41 |
8,979.41 |
9,084.77 |
8,908.78 |
S2 |
8,838.15 |
8,838.15 |
9,048.88 |
|
S3 |
8,446.55 |
8,587.81 |
9,012.98 |
|
S4 |
8,054.95 |
8,196.21 |
8,905.29 |
|
|
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 |
9,063.26 |
416.83 |
4.5% |
157.26 |
1.7% |
61% |
False |
False |
|
10 |
9,620.15 |
9,063.26 |
556.89 |
6.0% |
188.90 |
2.0% |
46% |
False |
False |
|
20 |
9,647.96 |
9,063.26 |
584.70 |
6.3% |
162.61 |
1.7% |
44% |
False |
False |
|
40 |
9,647.96 |
8,676.03 |
971.93 |
10.4% |
147.22 |
1.6% |
66% |
False |
False |
|
60 |
9,647.96 |
8,352.40 |
1,295.56 |
13.9% |
138.50 |
1.5% |
75% |
False |
False |
|
80 |
9,647.96 |
7,467.49 |
2,180.47 |
23.4% |
152.01 |
1.6% |
85% |
False |
False |
|
100 |
9,647.96 |
7,467.49 |
2,180.47 |
23.4% |
164.77 |
1.8% |
85% |
False |
False |
|
120 |
9,647.96 |
7,400.30 |
2,247.66 |
24.1% |
171.62 |
1.8% |
85% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,931.83 |
2.618 |
9,700.72 |
1.618 |
9,559.11 |
1.000 |
9,471.60 |
0.618 |
9,417.50 |
HIGH |
9,329.99 |
0.618 |
9,275.89 |
0.500 |
9,259.19 |
0.382 |
9,242.48 |
LOW |
9,188.38 |
0.618 |
9,100.87 |
1.000 |
9,046.77 |
1.618 |
8,959.26 |
2.618 |
8,817.65 |
4.250 |
8,586.54 |
|
|
Fisher Pivots for day following 26-Jan-1999 |
Pivot |
1 day |
3 day |
R1 |
9,298.84 |
9,277.98 |
PP |
9,279.01 |
9,237.30 |
S1 |
9,259.19 |
9,196.63 |
|