Trading Metrics calculated at close of trading on 04-Jan-2000 |
Day Change Summary |
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Previous |
Current |
|
|
|
|
03-Jan-2000 |
04-Jan-2000 |
Change |
Change % |
Previous Week |
Open |
11,494.70 |
11,209.50 |
-285.20 |
-2.5% |
11,430.80 |
High |
11,522.00 |
11,350.10 |
-171.90 |
-1.5% |
11,568.80 |
Low |
11,305.70 |
10,986.50 |
-319.20 |
-2.8% |
11,380.60 |
Close |
11,357.50 |
10,997.90 |
-359.60 |
-3.2% |
11,497.10 |
Range |
216.30 |
363.60 |
147.30 |
68.1% |
188.20 |
ATR |
139.49 |
156.02 |
16.54 |
11.9% |
0.00 |
Volume |
|
|
|
|
|
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Daily Pivots for day following 04-Jan-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,202.30 |
11,963.70 |
11,197.88 |
|
R3 |
11,838.70 |
11,600.10 |
11,097.89 |
|
R2 |
11,475.10 |
11,475.10 |
11,064.56 |
|
R1 |
11,236.50 |
11,236.50 |
11,031.23 |
11,174.00 |
PP |
11,111.50 |
11,111.50 |
11,111.50 |
11,080.25 |
S1 |
10,872.90 |
10,872.90 |
10,964.57 |
10,810.40 |
S2 |
10,747.90 |
10,747.90 |
10,931.24 |
|
S3 |
10,384.30 |
10,509.30 |
10,897.91 |
|
S4 |
10,020.70 |
10,145.70 |
10,797.92 |
|
|
Weekly Pivots for week ending 31-Dec-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,046.77 |
11,960.13 |
11,600.61 |
|
R3 |
11,858.57 |
11,771.93 |
11,548.86 |
|
R2 |
11,670.37 |
11,670.37 |
11,531.60 |
|
R1 |
11,583.73 |
11,583.73 |
11,514.35 |
11,627.05 |
PP |
11,482.17 |
11,482.17 |
11,482.17 |
11,503.83 |
S1 |
11,395.53 |
11,395.53 |
11,479.85 |
11,438.85 |
S2 |
11,293.97 |
11,293.97 |
11,462.60 |
|
S3 |
11,105.77 |
11,207.33 |
11,445.35 |
|
S4 |
10,917.57 |
11,019.13 |
11,393.59 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
11,568.80 |
10,986.50 |
582.30 |
5.3% |
183.82 |
1.7% |
2% |
False |
True |
|
10 |
11,568.80 |
10,986.50 |
582.30 |
5.3% |
160.81 |
1.5% |
2% |
False |
True |
|
20 |
11,568.80 |
10,986.50 |
582.30 |
5.3% |
147.14 |
1.3% |
2% |
False |
True |
|
40 |
11,568.80 |
10,536.30 |
1,032.50 |
9.4% |
139.33 |
1.3% |
45% |
False |
False |
|
60 |
11,568.80 |
9,976.02 |
1,592.78 |
14.5% |
151.39 |
1.4% |
64% |
False |
False |
|
80 |
11,568.80 |
9,976.02 |
1,592.78 |
14.5% |
153.56 |
1.4% |
64% |
False |
False |
|
100 |
11,568.80 |
9,976.02 |
1,592.78 |
14.5% |
153.12 |
1.4% |
64% |
False |
False |
|
120 |
11,568.80 |
9,976.02 |
1,592.78 |
14.5% |
152.27 |
1.4% |
64% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,895.40 |
2.618 |
12,302.00 |
1.618 |
11,938.40 |
1.000 |
11,713.70 |
0.618 |
11,574.80 |
HIGH |
11,350.10 |
0.618 |
11,211.20 |
0.500 |
11,168.30 |
0.382 |
11,125.40 |
LOW |
10,986.50 |
0.618 |
10,761.80 |
1.000 |
10,622.90 |
1.618 |
10,398.20 |
2.618 |
10,034.60 |
4.250 |
9,441.20 |
|
|
Fisher Pivots for day following 04-Jan-2000 |
Pivot |
1 day |
3 day |
R1 |
11,168.30 |
11,264.45 |
PP |
11,111.50 |
11,175.60 |
S1 |
11,054.70 |
11,086.75 |
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