| Trading Metrics calculated at close of trading on 13-Jan-2000 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jan-2000 |
13-Jan-2000 |
Change |
Change % |
Previous Week |
| Open |
11,528.10 |
11,619.40 |
91.30 |
0.8% |
11,494.70 |
| High |
11,612.50 |
11,656.60 |
44.10 |
0.4% |
11,528.10 |
| Low |
11,505.20 |
11,524.10 |
18.90 |
0.2% |
10,938.70 |
| Close |
11,551.10 |
11,582.40 |
31.30 |
0.3% |
11,522.60 |
| Range |
107.30 |
132.50 |
25.20 |
23.5% |
589.40 |
| ATR |
166.98 |
164.51 |
-2.46 |
-1.5% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 13-Jan-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,985.20 |
11,916.30 |
11,655.28 |
|
| R3 |
11,852.70 |
11,783.80 |
11,618.84 |
|
| R2 |
11,720.20 |
11,720.20 |
11,606.69 |
|
| R1 |
11,651.30 |
11,651.30 |
11,594.55 |
11,619.50 |
| PP |
11,587.70 |
11,587.70 |
11,587.70 |
11,571.80 |
| S1 |
11,518.80 |
11,518.80 |
11,570.25 |
11,487.00 |
| S2 |
11,455.20 |
11,455.20 |
11,558.11 |
|
| S3 |
11,322.70 |
11,386.30 |
11,545.96 |
|
| S4 |
11,190.20 |
11,253.80 |
11,509.53 |
|
|
| 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 |
11,663.10 |
11,239.90 |
423.20 |
3.7% |
158.84 |
1.4% |
81% |
False |
False |
|
| 10 |
11,663.10 |
10,938.70 |
724.40 |
6.3% |
196.51 |
1.7% |
89% |
False |
False |
|
| 20 |
11,663.10 |
10,938.70 |
724.40 |
6.3% |
166.98 |
1.4% |
89% |
False |
False |
|
| 40 |
11,663.10 |
10,859.70 |
803.40 |
6.9% |
145.95 |
1.3% |
90% |
False |
False |
|
| 60 |
11,663.10 |
10,177.40 |
1,485.70 |
12.8% |
149.48 |
1.3% |
95% |
False |
False |
|
| 80 |
11,663.10 |
9,976.02 |
1,687.08 |
14.6% |
156.60 |
1.4% |
95% |
False |
False |
|
| 100 |
11,663.10 |
9,976.02 |
1,687.08 |
14.6% |
156.13 |
1.3% |
95% |
False |
False |
|
| 120 |
11,663.10 |
9,976.02 |
1,687.08 |
14.6% |
155.50 |
1.3% |
95% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,219.73 |
|
2.618 |
12,003.49 |
|
1.618 |
11,870.99 |
|
1.000 |
11,789.10 |
|
0.618 |
11,738.49 |
|
HIGH |
11,656.60 |
|
0.618 |
11,605.99 |
|
0.500 |
11,590.35 |
|
0.382 |
11,574.72 |
|
LOW |
11,524.10 |
|
0.618 |
11,442.22 |
|
1.000 |
11,391.60 |
|
1.618 |
11,309.72 |
|
2.618 |
11,177.22 |
|
4.250 |
10,960.98 |
|
|
| Fisher Pivots for day following 13-Jan-2000 |
| Pivot |
1 day |
3 day |
| R1 |
11,590.35 |
11,582.90 |
| PP |
11,587.70 |
11,582.73 |
| S1 |
11,585.05 |
11,582.57 |
|