Trading Metrics calculated at close of trading on 24-Jan-2000 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jan-2000 |
24-Jan-2000 |
Change |
Change % |
Previous Week |
Open |
11,432.00 |
11,332.80 |
-99.20 |
-0.9% |
11,631.70 |
High |
11,387.60 |
11,366.50 |
-21.10 |
-0.2% |
11,720.10 |
Low |
11,222.20 |
10,917.30 |
-304.90 |
-2.7% |
11,222.20 |
Close |
11,251.70 |
11,008.20 |
-243.50 |
-2.2% |
11,251.70 |
Range |
165.40 |
449.20 |
283.80 |
171.6% |
497.90 |
ATR |
170.53 |
190.43 |
19.91 |
11.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 24-Jan-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,444.93 |
12,175.77 |
11,255.26 |
|
R3 |
11,995.73 |
11,726.57 |
11,131.73 |
|
R2 |
11,546.53 |
11,546.53 |
11,090.55 |
|
R1 |
11,277.37 |
11,277.37 |
11,049.38 |
11,187.35 |
PP |
11,097.33 |
11,097.33 |
11,097.33 |
11,052.33 |
S1 |
10,828.17 |
10,828.17 |
10,967.02 |
10,738.15 |
S2 |
10,648.13 |
10,648.13 |
10,925.85 |
|
S3 |
10,198.93 |
10,378.97 |
10,884.67 |
|
S4 |
9,749.73 |
9,929.77 |
10,761.14 |
|
|
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 |
11,720.10 |
10,917.30 |
802.80 |
7.3% |
238.12 |
2.2% |
11% |
False |
True |
|
10 |
11,750.30 |
10,917.30 |
833.00 |
7.6% |
183.44 |
1.7% |
11% |
False |
True |
|
20 |
11,750.30 |
10,917.30 |
833.00 |
7.6% |
188.15 |
1.7% |
11% |
False |
True |
|
40 |
11,750.30 |
10,859.70 |
890.60 |
8.1% |
163.11 |
1.5% |
17% |
False |
False |
|
60 |
11,750.30 |
10,397.70 |
1,352.60 |
12.3% |
154.42 |
1.4% |
45% |
False |
False |
|
80 |
11,750.30 |
9,976.02 |
1,774.28 |
16.1% |
160.61 |
1.5% |
58% |
False |
False |
|
100 |
11,750.30 |
9,976.02 |
1,774.28 |
16.1% |
159.19 |
1.4% |
58% |
False |
False |
|
120 |
11,750.30 |
9,976.02 |
1,774.28 |
16.1% |
158.30 |
1.4% |
58% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,275.60 |
2.618 |
12,542.51 |
1.618 |
12,093.31 |
1.000 |
11,815.70 |
0.618 |
11,644.11 |
HIGH |
11,366.50 |
0.618 |
11,194.91 |
0.500 |
11,141.90 |
0.382 |
11,088.89 |
LOW |
10,917.30 |
0.618 |
10,639.69 |
1.000 |
10,468.10 |
1.618 |
10,190.49 |
2.618 |
9,741.29 |
4.250 |
9,008.20 |
|
|
Fisher Pivots for day following 24-Jan-2000 |
Pivot |
1 day |
3 day |
R1 |
11,141.90 |
11,238.00 |
PP |
11,097.33 |
11,161.40 |
S1 |
11,052.77 |
11,084.80 |
|