Trading Metrics calculated at close of trading on 14-Jan-2000 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jan-2000 |
14-Jan-2000 |
Change |
Change % |
Previous Week |
Open |
11,619.40 |
11,729.20 |
109.80 |
0.9% |
11,606.00 |
High |
11,656.60 |
11,750.30 |
93.70 |
0.8% |
11,750.30 |
Low |
11,524.10 |
11,612.50 |
88.40 |
0.8% |
11,502.70 |
Close |
11,582.40 |
11,723.00 |
140.60 |
1.2% |
11,723.00 |
Range |
132.50 |
137.80 |
5.30 |
4.0% |
247.60 |
ATR |
164.51 |
164.76 |
0.24 |
0.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 14-Jan-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,108.67 |
12,053.63 |
11,798.79 |
|
R3 |
11,970.87 |
11,915.83 |
11,760.90 |
|
R2 |
11,833.07 |
11,833.07 |
11,748.26 |
|
R1 |
11,778.03 |
11,778.03 |
11,735.63 |
11,736.65 |
PP |
11,695.27 |
11,695.27 |
11,695.27 |
11,674.58 |
S1 |
11,640.23 |
11,640.23 |
11,710.37 |
11,598.85 |
S2 |
11,557.47 |
11,557.47 |
11,697.74 |
|
S3 |
11,419.67 |
11,502.43 |
11,685.11 |
|
S4 |
11,281.87 |
11,364.63 |
11,647.21 |
|
|
Weekly Pivots for week ending 14-Jan-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,401.47 |
12,309.83 |
11,859.18 |
|
R3 |
12,153.87 |
12,062.23 |
11,791.09 |
|
R2 |
11,906.27 |
11,906.27 |
11,768.39 |
|
R1 |
11,814.63 |
11,814.63 |
11,745.70 |
11,860.45 |
PP |
11,658.67 |
11,658.67 |
11,658.67 |
11,681.58 |
S1 |
11,567.03 |
11,567.03 |
11,700.30 |
11,612.85 |
S2 |
11,411.07 |
11,411.07 |
11,677.61 |
|
S3 |
11,163.47 |
11,319.43 |
11,654.91 |
|
S4 |
10,915.87 |
11,071.83 |
11,586.82 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
11,750.30 |
11,502.70 |
247.60 |
2.1% |
128.76 |
1.1% |
89% |
True |
False |
|
10 |
11,750.30 |
10,938.70 |
811.60 |
6.9% |
200.33 |
1.7% |
97% |
True |
False |
|
20 |
11,750.30 |
10,938.70 |
811.60 |
6.9% |
167.85 |
1.4% |
97% |
True |
False |
|
40 |
11,750.30 |
10,859.70 |
890.60 |
7.6% |
147.94 |
1.3% |
97% |
True |
False |
|
60 |
11,750.30 |
10,177.40 |
1,572.90 |
13.4% |
148.63 |
1.3% |
98% |
True |
False |
|
80 |
11,750.30 |
9,976.02 |
1,774.28 |
15.1% |
156.92 |
1.3% |
98% |
True |
False |
|
100 |
11,750.30 |
9,976.02 |
1,774.28 |
15.1% |
155.79 |
1.3% |
98% |
True |
False |
|
120 |
11,750.30 |
9,976.02 |
1,774.28 |
15.1% |
155.24 |
1.3% |
98% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,335.95 |
2.618 |
12,111.06 |
1.618 |
11,973.26 |
1.000 |
11,888.10 |
0.618 |
11,835.46 |
HIGH |
11,750.30 |
0.618 |
11,697.66 |
0.500 |
11,681.40 |
0.382 |
11,665.14 |
LOW |
11,612.50 |
0.618 |
11,527.34 |
1.000 |
11,474.70 |
1.618 |
11,389.54 |
2.618 |
11,251.74 |
4.250 |
11,026.85 |
|
|
Fisher Pivots for day following 14-Jan-2000 |
Pivot |
1 day |
3 day |
R1 |
11,709.13 |
11,691.25 |
PP |
11,695.27 |
11,659.50 |
S1 |
11,681.40 |
11,627.75 |
|