| Trading Metrics calculated at close of trading on 21-Jan-2000 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jan-2000 |
21-Jan-2000 |
Change |
Change % |
Previous Week |
| Open |
11,549.90 |
11,432.00 |
-117.90 |
-1.0% |
11,631.70 |
| High |
11,558.70 |
11,387.60 |
-171.10 |
-1.5% |
11,720.10 |
| Low |
11,275.00 |
11,222.20 |
-52.80 |
-0.5% |
11,222.20 |
| Close |
11,351.30 |
11,251.70 |
-99.60 |
-0.9% |
11,251.70 |
| Range |
283.70 |
165.40 |
-118.30 |
-41.7% |
497.90 |
| ATR |
170.92 |
170.53 |
-0.39 |
-0.2% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 21-Jan-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,783.37 |
11,682.93 |
11,342.67 |
|
| R3 |
11,617.97 |
11,517.53 |
11,297.19 |
|
| R2 |
11,452.57 |
11,452.57 |
11,282.02 |
|
| R1 |
11,352.13 |
11,352.13 |
11,266.86 |
11,319.65 |
| PP |
11,287.17 |
11,287.17 |
11,287.17 |
11,270.93 |
| S1 |
11,186.73 |
11,186.73 |
11,236.54 |
11,154.25 |
| S2 |
11,121.77 |
11,121.77 |
11,221.38 |
|
| S3 |
10,956.37 |
11,021.33 |
11,206.22 |
|
| S4 |
10,790.97 |
10,855.93 |
11,160.73 |
|
|
| Weekly Pivots for week ending 21-Jan-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,891.70 |
12,569.60 |
11,525.55 |
|
| R3 |
12,393.80 |
12,071.70 |
11,388.62 |
|
| R2 |
11,895.90 |
11,895.90 |
11,342.98 |
|
| R1 |
11,573.80 |
11,573.80 |
11,297.34 |
11,485.90 |
| PP |
11,398.00 |
11,398.00 |
11,398.00 |
11,354.05 |
| S1 |
11,075.90 |
11,075.90 |
11,206.06 |
10,988.00 |
| S2 |
10,900.10 |
10,900.10 |
11,160.42 |
|
| S3 |
10,402.20 |
10,578.00 |
11,114.78 |
|
| S4 |
9,904.30 |
10,080.10 |
10,977.86 |
|
|
| 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 |
11,222.20 |
528.10 |
4.7% |
175.84 |
1.6% |
6% |
False |
True |
|
| 10 |
11,750.30 |
11,222.20 |
528.10 |
4.7% |
167.34 |
1.5% |
6% |
False |
True |
|
| 20 |
11,750.30 |
10,938.70 |
811.60 |
7.2% |
177.74 |
1.6% |
39% |
False |
False |
|
| 40 |
11,750.30 |
10,859.70 |
890.60 |
7.9% |
154.26 |
1.4% |
44% |
False |
False |
|
| 60 |
11,750.30 |
10,274.00 |
1,476.30 |
13.1% |
149.37 |
1.3% |
66% |
False |
False |
|
| 80 |
11,750.30 |
9,976.02 |
1,774.28 |
15.8% |
156.55 |
1.4% |
72% |
False |
False |
|
| 100 |
11,750.30 |
9,976.02 |
1,774.28 |
15.8% |
156.70 |
1.4% |
72% |
False |
False |
|
| 120 |
11,750.30 |
9,976.02 |
1,774.28 |
15.8% |
155.51 |
1.4% |
72% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,090.55 |
|
2.618 |
11,820.62 |
|
1.618 |
11,655.22 |
|
1.000 |
11,553.00 |
|
0.618 |
11,489.82 |
|
HIGH |
11,387.60 |
|
0.618 |
11,324.42 |
|
0.500 |
11,304.90 |
|
0.382 |
11,285.38 |
|
LOW |
11,222.20 |
|
0.618 |
11,119.98 |
|
1.000 |
11,056.80 |
|
1.618 |
10,954.58 |
|
2.618 |
10,789.18 |
|
4.250 |
10,519.25 |
|
|
| Fisher Pivots for day following 21-Jan-2000 |
| Pivot |
1 day |
3 day |
| R1 |
11,304.90 |
11,398.45 |
| PP |
11,287.17 |
11,349.53 |
| S1 |
11,269.43 |
11,300.62 |
|