Trading Metrics calculated at close of trading on 28-Jan-1999 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jan-1999 |
28-Jan-1999 |
Change |
Change % |
Previous Week |
Open |
9,318.66 |
9,200.23 |
-118.43 |
-1.3% |
9,340.55 |
High |
9,385.86 |
9,301.15 |
-84.71 |
-0.9% |
9,480.09 |
Low |
9,195.34 |
9,203.57 |
8.23 |
0.1% |
9,088.49 |
Close |
9,200.23 |
9,281.33 |
81.10 |
0.9% |
9,120.67 |
Range |
190.52 |
97.58 |
-92.94 |
-48.8% |
391.60 |
ATR |
162.18 |
157.81 |
-4.38 |
-2.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 28-Jan-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,554.76 |
9,515.62 |
9,335.00 |
|
R3 |
9,457.18 |
9,418.04 |
9,308.16 |
|
R2 |
9,359.60 |
9,359.60 |
9,299.22 |
|
R1 |
9,320.46 |
9,320.46 |
9,290.27 |
9,340.03 |
PP |
9,262.02 |
9,262.02 |
9,262.02 |
9,271.80 |
S1 |
9,222.88 |
9,222.88 |
9,272.39 |
9,242.45 |
S2 |
9,164.44 |
9,164.44 |
9,263.44 |
|
S3 |
9,066.86 |
9,125.30 |
9,254.50 |
|
S4 |
8,969.28 |
9,027.72 |
9,227.66 |
|
|
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 |
9,385.86 |
9,063.26 |
322.60 |
3.5% |
149.28 |
1.6% |
68% |
False |
False |
|
10 |
9,480.09 |
9,063.26 |
416.83 |
4.5% |
175.04 |
1.9% |
52% |
False |
False |
|
20 |
9,647.96 |
9,063.26 |
584.70 |
6.3% |
165.98 |
1.8% |
37% |
False |
False |
|
40 |
9,647.96 |
8,676.03 |
971.93 |
10.5% |
148.15 |
1.6% |
62% |
False |
False |
|
60 |
9,647.96 |
8,595.70 |
1,052.26 |
11.3% |
138.21 |
1.5% |
65% |
False |
False |
|
80 |
9,647.96 |
7,467.49 |
2,180.47 |
23.5% |
148.79 |
1.6% |
83% |
False |
False |
|
100 |
9,647.96 |
7,467.49 |
2,180.47 |
23.5% |
163.77 |
1.8% |
83% |
False |
False |
|
120 |
9,647.96 |
7,400.30 |
2,247.66 |
24.2% |
171.36 |
1.8% |
84% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,715.87 |
2.618 |
9,556.61 |
1.618 |
9,459.03 |
1.000 |
9,398.73 |
0.618 |
9,361.45 |
HIGH |
9,301.15 |
0.618 |
9,263.87 |
0.500 |
9,252.36 |
0.382 |
9,240.85 |
LOW |
9,203.57 |
0.618 |
9,143.27 |
1.000 |
9,105.99 |
1.618 |
9,045.69 |
2.618 |
8,948.11 |
4.250 |
8,788.86 |
|
|
Fisher Pivots for day following 28-Jan-1999 |
Pivot |
1 day |
3 day |
R1 |
9,271.67 |
9,287.12 |
PP |
9,262.02 |
9,285.19 |
S1 |
9,252.36 |
9,283.26 |
|