| Trading Metrics calculated at close of trading on 19-Jan-2000 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jan-2000 |
19-Jan-2000 |
Change |
Change % |
Previous Week |
| Open |
11,631.70 |
11,511.40 |
-120.30 |
-1.0% |
11,606.00 |
| High |
11,720.10 |
11,574.70 |
-145.40 |
-1.2% |
11,750.30 |
| Low |
11,546.50 |
11,456.00 |
-90.50 |
-0.8% |
11,502.70 |
| Close |
11,560.70 |
11,489.40 |
-71.30 |
-0.6% |
11,723.00 |
| Range |
173.60 |
118.70 |
-54.90 |
-31.6% |
247.60 |
| ATR |
165.59 |
162.25 |
-3.35 |
-2.0% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 19-Jan-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,862.80 |
11,794.80 |
11,554.69 |
|
| R3 |
11,744.10 |
11,676.10 |
11,522.04 |
|
| R2 |
11,625.40 |
11,625.40 |
11,511.16 |
|
| R1 |
11,557.40 |
11,557.40 |
11,500.28 |
11,532.05 |
| PP |
11,506.70 |
11,506.70 |
11,506.70 |
11,494.03 |
| S1 |
11,438.70 |
11,438.70 |
11,478.52 |
11,413.35 |
| S2 |
11,388.00 |
11,388.00 |
11,467.64 |
|
| S3 |
11,269.30 |
11,320.00 |
11,456.76 |
|
| S4 |
11,150.60 |
11,201.30 |
11,424.12 |
|
|
| 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 |
11,456.00 |
294.30 |
2.6% |
133.98 |
1.2% |
11% |
False |
True |
|
| 10 |
11,750.30 |
10,938.70 |
811.60 |
7.1% |
171.57 |
1.5% |
68% |
False |
False |
|
| 20 |
11,750.30 |
10,938.70 |
811.60 |
7.1% |
166.19 |
1.4% |
68% |
False |
False |
|
| 40 |
11,750.30 |
10,859.70 |
890.60 |
7.8% |
149.53 |
1.3% |
71% |
False |
False |
|
| 60 |
11,750.30 |
10,274.00 |
1,476.30 |
12.8% |
146.25 |
1.3% |
82% |
False |
False |
|
| 80 |
11,750.30 |
9,976.02 |
1,774.28 |
15.4% |
155.33 |
1.4% |
85% |
False |
False |
|
| 100 |
11,750.30 |
9,976.02 |
1,774.28 |
15.4% |
155.93 |
1.4% |
85% |
False |
False |
|
| 120 |
11,750.30 |
9,976.02 |
1,774.28 |
15.4% |
154.72 |
1.3% |
85% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,079.18 |
|
2.618 |
11,885.46 |
|
1.618 |
11,766.76 |
|
1.000 |
11,693.40 |
|
0.618 |
11,648.06 |
|
HIGH |
11,574.70 |
|
0.618 |
11,529.36 |
|
0.500 |
11,515.35 |
|
0.382 |
11,501.34 |
|
LOW |
11,456.00 |
|
0.618 |
11,382.64 |
|
1.000 |
11,337.30 |
|
1.618 |
11,263.94 |
|
2.618 |
11,145.24 |
|
4.250 |
10,951.53 |
|
|
| Fisher Pivots for day following 19-Jan-2000 |
| Pivot |
1 day |
3 day |
| R1 |
11,515.35 |
11,603.15 |
| PP |
11,506.70 |
11,565.23 |
| S1 |
11,498.05 |
11,527.32 |
|