Trading Metrics calculated at close of trading on 10-Jan-2000 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jan-2000 |
10-Jan-2000 |
Change |
Change % |
Previous Week |
Open |
11,351.30 |
11,606.00 |
254.70 |
2.2% |
11,494.70 |
High |
11,528.10 |
11,638.30 |
110.20 |
1.0% |
11,528.10 |
Low |
11,239.90 |
11,532.50 |
292.60 |
2.6% |
10,938.70 |
Close |
11,522.60 |
11,572.20 |
49.60 |
0.4% |
11,522.60 |
Range |
288.20 |
105.80 |
-182.40 |
-63.3% |
589.40 |
ATR |
176.79 |
172.43 |
-4.36 |
-2.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 10-Jan-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,898.40 |
11,841.10 |
11,630.39 |
|
R3 |
11,792.60 |
11,735.30 |
11,601.30 |
|
R2 |
11,686.80 |
11,686.80 |
11,591.60 |
|
R1 |
11,629.50 |
11,629.50 |
11,581.90 |
11,605.25 |
PP |
11,581.00 |
11,581.00 |
11,581.00 |
11,568.88 |
S1 |
11,523.70 |
11,523.70 |
11,562.50 |
11,499.45 |
S2 |
11,475.20 |
11,475.20 |
11,552.80 |
|
S3 |
11,369.40 |
11,417.90 |
11,543.11 |
|
S4 |
11,263.60 |
11,312.10 |
11,514.01 |
|
|
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 |
11,638.30 |
10,938.70 |
699.60 |
6.0% |
249.80 |
2.2% |
91% |
True |
False |
|
10 |
11,638.30 |
10,938.70 |
699.60 |
6.0% |
193.97 |
1.7% |
91% |
True |
False |
|
20 |
11,638.30 |
10,938.70 |
699.60 |
6.0% |
163.60 |
1.4% |
91% |
True |
False |
|
40 |
11,638.30 |
10,542.40 |
1,095.90 |
9.5% |
148.35 |
1.3% |
94% |
True |
False |
|
60 |
11,638.30 |
9,976.02 |
1,662.28 |
14.4% |
153.78 |
1.3% |
96% |
True |
False |
|
80 |
11,638.30 |
9,976.02 |
1,662.28 |
14.4% |
157.25 |
1.4% |
96% |
True |
False |
|
100 |
11,638.30 |
9,976.02 |
1,662.28 |
14.4% |
156.73 |
1.4% |
96% |
True |
False |
|
120 |
11,638.30 |
9,976.02 |
1,662.28 |
14.4% |
155.55 |
1.3% |
96% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,087.95 |
2.618 |
11,915.28 |
1.618 |
11,809.48 |
1.000 |
11,744.10 |
0.618 |
11,703.68 |
HIGH |
11,638.30 |
0.618 |
11,597.88 |
0.500 |
11,585.40 |
0.382 |
11,572.92 |
LOW |
11,532.50 |
0.618 |
11,467.12 |
1.000 |
11,426.70 |
1.618 |
11,361.32 |
2.618 |
11,255.52 |
4.250 |
11,082.85 |
|
|
Fisher Pivots for day following 10-Jan-2000 |
Pivot |
1 day |
3 day |
R1 |
11,585.40 |
11,504.27 |
PP |
11,581.00 |
11,436.33 |
S1 |
11,576.60 |
11,368.40 |
|