| Trading Metrics calculated at close of trading on 06-Jan-2000 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jan-2000 |
06-Jan-2000 |
Change |
Change % |
Previous Week |
| Open |
11,014.40 |
11,116.80 |
102.40 |
0.9% |
11,430.80 |
| High |
11,215.10 |
11,313.50 |
98.40 |
0.9% |
11,568.80 |
| Low |
10,938.70 |
11,098.50 |
159.80 |
1.5% |
11,380.60 |
| Close |
11,122.70 |
11,253.30 |
130.60 |
1.2% |
11,497.10 |
| Range |
276.40 |
215.00 |
-61.40 |
-22.2% |
188.20 |
| ATR |
164.62 |
168.22 |
3.60 |
2.2% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 06-Jan-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,866.77 |
11,775.03 |
11,371.55 |
|
| R3 |
11,651.77 |
11,560.03 |
11,312.43 |
|
| R2 |
11,436.77 |
11,436.77 |
11,292.72 |
|
| R1 |
11,345.03 |
11,345.03 |
11,273.01 |
11,390.90 |
| PP |
11,221.77 |
11,221.77 |
11,221.77 |
11,244.70 |
| S1 |
11,130.03 |
11,130.03 |
11,233.59 |
11,175.90 |
| S2 |
11,006.77 |
11,006.77 |
11,213.88 |
|
| S3 |
10,791.77 |
10,915.03 |
11,194.18 |
|
| S4 |
10,576.77 |
10,700.03 |
11,135.05 |
|
|
| 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 |
11,542.40 |
10,938.70 |
603.70 |
5.4% |
234.18 |
2.1% |
52% |
False |
False |
|
| 10 |
11,568.80 |
10,938.70 |
630.10 |
5.6% |
188.13 |
1.7% |
50% |
False |
False |
|
| 20 |
11,568.80 |
10,938.70 |
630.10 |
5.6% |
159.18 |
1.4% |
50% |
False |
False |
|
| 40 |
11,568.80 |
10,536.30 |
1,032.50 |
9.2% |
143.96 |
1.3% |
69% |
False |
False |
|
| 60 |
11,568.80 |
9,976.02 |
1,592.78 |
14.2% |
154.31 |
1.4% |
80% |
False |
False |
|
| 80 |
11,568.80 |
9,976.02 |
1,592.78 |
14.2% |
157.17 |
1.4% |
80% |
False |
False |
|
| 100 |
11,568.80 |
9,976.02 |
1,592.78 |
14.2% |
155.13 |
1.4% |
80% |
False |
False |
|
| 120 |
11,568.80 |
9,976.02 |
1,592.78 |
14.2% |
155.01 |
1.4% |
80% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,227.25 |
|
2.618 |
11,876.37 |
|
1.618 |
11,661.37 |
|
1.000 |
11,528.50 |
|
0.618 |
11,446.37 |
|
HIGH |
11,313.50 |
|
0.618 |
11,231.37 |
|
0.500 |
11,206.00 |
|
0.382 |
11,180.63 |
|
LOW |
11,098.50 |
|
0.618 |
10,965.63 |
|
1.000 |
10,883.50 |
|
1.618 |
10,750.63 |
|
2.618 |
10,535.63 |
|
4.250 |
10,184.75 |
|
|
| Fisher Pivots for day following 06-Jan-2000 |
| Pivot |
1 day |
3 day |
| R1 |
11,237.53 |
11,217.00 |
| PP |
11,221.77 |
11,180.70 |
| S1 |
11,206.00 |
11,144.40 |
|