| Trading Metrics calculated at close of trading on 07-Jan-2000 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jan-2000 |
07-Jan-2000 |
Change |
Change % |
Previous Week |
| Open |
11,116.80 |
11,351.30 |
234.50 |
2.1% |
11,494.70 |
| High |
11,313.50 |
11,528.10 |
214.60 |
1.9% |
11,528.10 |
| Low |
11,098.50 |
11,239.90 |
141.40 |
1.3% |
10,938.70 |
| Close |
11,253.30 |
11,522.60 |
269.30 |
2.4% |
11,522.60 |
| Range |
215.00 |
288.20 |
73.20 |
34.0% |
589.40 |
| ATR |
168.22 |
176.79 |
8.57 |
5.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 07-Jan-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,294.80 |
12,196.90 |
11,681.11 |
|
| R3 |
12,006.60 |
11,908.70 |
11,601.86 |
|
| R2 |
11,718.40 |
11,718.40 |
11,575.44 |
|
| R1 |
11,620.50 |
11,620.50 |
11,549.02 |
11,669.45 |
| PP |
11,430.20 |
11,430.20 |
11,430.20 |
11,454.68 |
| S1 |
11,332.30 |
11,332.30 |
11,496.18 |
11,381.25 |
| S2 |
11,142.00 |
11,142.00 |
11,469.76 |
|
| S3 |
10,853.80 |
11,044.10 |
11,443.35 |
|
| S4 |
10,565.60 |
10,755.90 |
11,364.09 |
|
|
| Weekly Pivots for week ending 07-Jan-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,098.00 |
12,899.70 |
11,846.77 |
|
| R3 |
12,508.60 |
12,310.30 |
11,684.69 |
|
| R2 |
11,919.20 |
11,919.20 |
11,630.66 |
|
| R1 |
11,720.90 |
11,720.90 |
11,576.63 |
11,820.05 |
| PP |
11,329.80 |
11,329.80 |
11,329.80 |
11,379.38 |
| S1 |
11,131.50 |
11,131.50 |
11,468.57 |
11,230.65 |
| S2 |
10,740.40 |
10,740.40 |
11,414.54 |
|
| S3 |
10,151.00 |
10,542.10 |
11,360.52 |
|
| S4 |
9,561.60 |
9,952.70 |
11,198.43 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,528.10 |
10,938.70 |
589.40 |
5.1% |
271.90 |
2.4% |
99% |
True |
False |
|
| 10 |
11,568.80 |
10,938.70 |
630.10 |
5.5% |
192.85 |
1.7% |
93% |
False |
False |
|
| 20 |
11,568.80 |
10,938.70 |
630.10 |
5.5% |
166.12 |
1.4% |
93% |
False |
False |
|
| 40 |
11,568.80 |
10,542.40 |
1,026.40 |
8.9% |
148.21 |
1.3% |
95% |
False |
False |
|
| 60 |
11,568.80 |
9,976.02 |
1,592.78 |
13.8% |
155.51 |
1.3% |
97% |
False |
False |
|
| 80 |
11,568.80 |
9,976.02 |
1,592.78 |
13.8% |
158.08 |
1.4% |
97% |
False |
False |
|
| 100 |
11,568.80 |
9,976.02 |
1,592.78 |
13.8% |
156.95 |
1.4% |
97% |
False |
False |
|
| 120 |
11,568.80 |
9,976.02 |
1,592.78 |
13.8% |
155.59 |
1.4% |
97% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,752.95 |
|
2.618 |
12,282.61 |
|
1.618 |
11,994.41 |
|
1.000 |
11,816.30 |
|
0.618 |
11,706.21 |
|
HIGH |
11,528.10 |
|
0.618 |
11,418.01 |
|
0.500 |
11,384.00 |
|
0.382 |
11,349.99 |
|
LOW |
11,239.90 |
|
0.618 |
11,061.79 |
|
1.000 |
10,951.70 |
|
1.618 |
10,773.59 |
|
2.618 |
10,485.39 |
|
4.250 |
10,015.05 |
|
|
| Fisher Pivots for day following 07-Jan-2000 |
| Pivot |
1 day |
3 day |
| R1 |
11,476.40 |
11,426.20 |
| PP |
11,430.20 |
11,329.80 |
| S1 |
11,384.00 |
11,233.40 |
|