| Trading Metrics calculated at close of trading on 20-Jan-2000 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jan-2000 |
20-Jan-2000 |
Change |
Change % |
Previous Week |
| Open |
11,511.40 |
11,549.90 |
38.50 |
0.3% |
11,606.00 |
| High |
11,574.70 |
11,558.70 |
-16.00 |
-0.1% |
11,750.30 |
| Low |
11,456.00 |
11,275.00 |
-181.00 |
-1.6% |
11,502.70 |
| Close |
11,489.40 |
11,351.30 |
-138.10 |
-1.2% |
11,723.00 |
| Range |
118.70 |
283.70 |
165.00 |
139.0% |
247.60 |
| ATR |
162.25 |
170.92 |
8.68 |
5.3% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 20-Jan-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,246.10 |
12,082.40 |
11,507.34 |
|
| R3 |
11,962.40 |
11,798.70 |
11,429.32 |
|
| R2 |
11,678.70 |
11,678.70 |
11,403.31 |
|
| R1 |
11,515.00 |
11,515.00 |
11,377.31 |
11,455.00 |
| PP |
11,395.00 |
11,395.00 |
11,395.00 |
11,365.00 |
| S1 |
11,231.30 |
11,231.30 |
11,325.29 |
11,171.30 |
| S2 |
11,111.30 |
11,111.30 |
11,299.29 |
|
| S3 |
10,827.60 |
10,947.60 |
11,273.28 |
|
| S4 |
10,543.90 |
10,663.90 |
11,195.27 |
|
|
| 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 |
11,275.00 |
475.30 |
4.2% |
169.26 |
1.5% |
16% |
False |
True |
|
| 10 |
11,750.30 |
11,098.50 |
651.80 |
5.7% |
172.30 |
1.5% |
39% |
False |
False |
|
| 20 |
11,750.30 |
10,938.70 |
811.60 |
7.1% |
173.38 |
1.5% |
51% |
False |
False |
|
| 40 |
11,750.30 |
10,859.70 |
890.60 |
7.8% |
153.26 |
1.4% |
55% |
False |
False |
|
| 60 |
11,750.30 |
10,274.00 |
1,476.30 |
13.0% |
148.40 |
1.3% |
73% |
False |
False |
|
| 80 |
11,750.30 |
9,976.02 |
1,774.28 |
15.6% |
157.34 |
1.4% |
78% |
False |
False |
|
| 100 |
11,750.30 |
9,976.02 |
1,774.28 |
15.6% |
157.26 |
1.4% |
78% |
False |
False |
|
| 120 |
11,750.30 |
9,976.02 |
1,774.28 |
15.6% |
155.60 |
1.4% |
78% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,764.43 |
|
2.618 |
12,301.43 |
|
1.618 |
12,017.73 |
|
1.000 |
11,842.40 |
|
0.618 |
11,734.03 |
|
HIGH |
11,558.70 |
|
0.618 |
11,450.33 |
|
0.500 |
11,416.85 |
|
0.382 |
11,383.37 |
|
LOW |
11,275.00 |
|
0.618 |
11,099.67 |
|
1.000 |
10,991.30 |
|
1.618 |
10,815.97 |
|
2.618 |
10,532.27 |
|
4.250 |
10,069.28 |
|
|
| Fisher Pivots for day following 20-Jan-2000 |
| Pivot |
1 day |
3 day |
| R1 |
11,416.85 |
11,497.55 |
| PP |
11,395.00 |
11,448.80 |
| S1 |
11,373.15 |
11,400.05 |
|