| Trading Metrics calculated at close of trading on 25-Jan-2000 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jan-2000 |
25-Jan-2000 |
Change |
Change % |
Previous Week |
| Open |
11,332.80 |
11,036.70 |
-296.10 |
-2.6% |
11,631.70 |
| High |
11,366.50 |
11,079.50 |
-287.00 |
-2.5% |
11,720.10 |
| Low |
10,917.30 |
10,883.50 |
-33.80 |
-0.3% |
11,222.20 |
| Close |
11,008.20 |
11,029.90 |
21.70 |
0.2% |
11,251.70 |
| Range |
449.20 |
196.00 |
-253.20 |
-56.4% |
497.90 |
| ATR |
190.43 |
190.83 |
0.40 |
0.2% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 25-Jan-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,585.63 |
11,503.77 |
11,137.70 |
|
| R3 |
11,389.63 |
11,307.77 |
11,083.80 |
|
| R2 |
11,193.63 |
11,193.63 |
11,065.83 |
|
| R1 |
11,111.77 |
11,111.77 |
11,047.87 |
11,054.70 |
| PP |
10,997.63 |
10,997.63 |
10,997.63 |
10,969.10 |
| S1 |
10,915.77 |
10,915.77 |
11,011.93 |
10,858.70 |
| S2 |
10,801.63 |
10,801.63 |
10,993.97 |
|
| S3 |
10,605.63 |
10,719.77 |
10,976.00 |
|
| S4 |
10,409.63 |
10,523.77 |
10,922.10 |
|
|
| 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 |
11,574.70 |
10,883.50 |
691.20 |
6.3% |
242.60 |
2.2% |
21% |
False |
True |
|
| 10 |
11,750.30 |
10,883.50 |
866.80 |
7.9% |
192.46 |
1.7% |
17% |
False |
True |
|
| 20 |
11,750.30 |
10,883.50 |
866.80 |
7.9% |
193.22 |
1.8% |
17% |
False |
True |
|
| 40 |
11,750.30 |
10,859.70 |
890.60 |
8.1% |
166.22 |
1.5% |
19% |
False |
False |
|
| 60 |
11,750.30 |
10,536.30 |
1,214.00 |
11.0% |
153.68 |
1.4% |
41% |
False |
False |
|
| 80 |
11,750.30 |
9,976.02 |
1,774.28 |
16.1% |
160.69 |
1.5% |
59% |
False |
False |
|
| 100 |
11,750.30 |
9,976.02 |
1,774.28 |
16.1% |
160.02 |
1.5% |
59% |
False |
False |
|
| 120 |
11,750.30 |
9,976.02 |
1,774.28 |
16.1% |
158.60 |
1.4% |
59% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,912.50 |
|
2.618 |
11,592.63 |
|
1.618 |
11,396.63 |
|
1.000 |
11,275.50 |
|
0.618 |
11,200.63 |
|
HIGH |
11,079.50 |
|
0.618 |
11,004.63 |
|
0.500 |
10,981.50 |
|
0.382 |
10,958.37 |
|
LOW |
10,883.50 |
|
0.618 |
10,762.37 |
|
1.000 |
10,687.50 |
|
1.618 |
10,566.37 |
|
2.618 |
10,370.37 |
|
4.250 |
10,050.50 |
|
|
| Fisher Pivots for day following 25-Jan-2000 |
| Pivot |
1 day |
3 day |
| R1 |
11,013.77 |
11,135.55 |
| PP |
10,997.63 |
11,100.33 |
| S1 |
10,981.50 |
11,065.12 |
|