Trading Metrics calculated at close of trading on 18-Jan-2000 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jan-2000 |
18-Jan-2000 |
Change |
Change % |
Previous Week |
Open |
11,729.20 |
11,631.70 |
-97.50 |
-0.8% |
11,606.00 |
High |
11,750.30 |
11,720.10 |
-30.20 |
-0.3% |
11,750.30 |
Low |
11,612.50 |
11,546.50 |
-66.00 |
-0.6% |
11,502.70 |
Close |
11,723.00 |
11,560.70 |
-162.30 |
-1.4% |
11,723.00 |
Range |
137.80 |
173.60 |
35.80 |
26.0% |
247.60 |
ATR |
164.76 |
165.59 |
0.84 |
0.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 18-Jan-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,129.90 |
12,018.90 |
11,656.18 |
|
R3 |
11,956.30 |
11,845.30 |
11,608.44 |
|
R2 |
11,782.70 |
11,782.70 |
11,592.53 |
|
R1 |
11,671.70 |
11,671.70 |
11,576.61 |
11,640.40 |
PP |
11,609.10 |
11,609.10 |
11,609.10 |
11,593.45 |
S1 |
11,498.10 |
11,498.10 |
11,544.79 |
11,466.80 |
S2 |
11,435.50 |
11,435.50 |
11,528.87 |
|
S3 |
11,261.90 |
11,324.50 |
11,512.96 |
|
S4 |
11,088.30 |
11,150.90 |
11,465.22 |
|
|
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% |
142.32 |
1.2% |
23% |
False |
False |
|
10 |
11,750.30 |
10,938.70 |
811.60 |
7.0% |
196.06 |
1.7% |
77% |
False |
False |
|
20 |
11,750.30 |
10,938.70 |
811.60 |
7.0% |
170.21 |
1.5% |
77% |
False |
False |
|
40 |
11,750.30 |
10,859.70 |
890.60 |
7.7% |
148.07 |
1.3% |
79% |
False |
False |
|
60 |
11,750.30 |
10,274.00 |
1,476.30 |
12.8% |
147.97 |
1.3% |
87% |
False |
False |
|
80 |
11,750.30 |
9,976.02 |
1,774.28 |
15.3% |
155.71 |
1.3% |
89% |
False |
False |
|
100 |
11,750.30 |
9,976.02 |
1,774.28 |
15.3% |
156.16 |
1.4% |
89% |
False |
False |
|
120 |
11,750.30 |
9,976.02 |
1,774.28 |
15.3% |
155.87 |
1.3% |
89% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,457.90 |
2.618 |
12,174.58 |
1.618 |
12,000.98 |
1.000 |
11,893.70 |
0.618 |
11,827.38 |
HIGH |
11,720.10 |
0.618 |
11,653.78 |
0.500 |
11,633.30 |
0.382 |
11,612.82 |
LOW |
11,546.50 |
0.618 |
11,439.22 |
1.000 |
11,372.90 |
1.618 |
11,265.62 |
2.618 |
11,092.02 |
4.250 |
10,808.70 |
|
|
Fisher Pivots for day following 18-Jan-2000 |
Pivot |
1 day |
3 day |
R1 |
11,633.30 |
11,637.20 |
PP |
11,609.10 |
11,611.70 |
S1 |
11,584.90 |
11,586.20 |
|