| Trading Metrics calculated at close of trading on 27-Jan-2000 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jan-2000 |
27-Jan-2000 |
Change |
Change % |
Previous Week |
| Open |
11,086.00 |
11,114.70 |
28.70 |
0.3% |
11,631.70 |
| High |
11,131.00 |
11,164.10 |
33.10 |
0.3% |
11,720.10 |
| Low |
11,002.60 |
10,915.40 |
-87.20 |
-0.8% |
11,222.20 |
| Close |
11,033.00 |
11,028.00 |
-5.00 |
0.0% |
11,251.70 |
| Range |
128.40 |
248.70 |
120.30 |
93.7% |
497.90 |
| ATR |
186.37 |
190.82 |
4.45 |
2.4% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 27-Jan-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,781.93 |
11,653.67 |
11,164.79 |
|
| R3 |
11,533.23 |
11,404.97 |
11,096.39 |
|
| R2 |
11,284.53 |
11,284.53 |
11,073.60 |
|
| R1 |
11,156.27 |
11,156.27 |
11,050.80 |
11,096.05 |
| PP |
11,035.83 |
11,035.83 |
11,035.83 |
11,005.73 |
| S1 |
10,907.57 |
10,907.57 |
11,005.20 |
10,847.35 |
| S2 |
10,787.13 |
10,787.13 |
10,982.41 |
|
| S3 |
10,538.43 |
10,658.87 |
10,959.61 |
|
| S4 |
10,289.73 |
10,410.17 |
10,891.22 |
|
|
| 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 |
11,387.60 |
10,883.50 |
504.10 |
4.6% |
237.54 |
2.2% |
29% |
False |
False |
|
| 10 |
11,750.30 |
10,883.50 |
866.80 |
7.9% |
203.40 |
1.8% |
17% |
False |
False |
|
| 20 |
11,750.30 |
10,883.50 |
866.80 |
7.9% |
199.44 |
1.8% |
17% |
False |
False |
|
| 40 |
11,750.30 |
10,859.70 |
890.60 |
8.1% |
168.82 |
1.5% |
19% |
False |
False |
|
| 60 |
11,750.30 |
10,536.30 |
1,214.00 |
11.0% |
155.66 |
1.4% |
41% |
False |
False |
|
| 80 |
11,750.30 |
9,976.02 |
1,774.28 |
16.1% |
161.71 |
1.5% |
59% |
False |
False |
|
| 100 |
11,750.30 |
9,976.02 |
1,774.28 |
16.1% |
159.47 |
1.4% |
59% |
False |
False |
|
| 120 |
11,750.30 |
9,976.02 |
1,774.28 |
16.1% |
158.44 |
1.4% |
59% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,221.08 |
|
2.618 |
11,815.20 |
|
1.618 |
11,566.50 |
|
1.000 |
11,412.80 |
|
0.618 |
11,317.80 |
|
HIGH |
11,164.10 |
|
0.618 |
11,069.10 |
|
0.500 |
11,039.75 |
|
0.382 |
11,010.40 |
|
LOW |
10,915.40 |
|
0.618 |
10,761.70 |
|
1.000 |
10,666.70 |
|
1.618 |
10,513.00 |
|
2.618 |
10,264.30 |
|
4.250 |
9,858.43 |
|
|
| Fisher Pivots for day following 27-Jan-2000 |
| Pivot |
1 day |
3 day |
| R1 |
11,039.75 |
11,026.60 |
| PP |
11,035.83 |
11,025.20 |
| S1 |
11,031.92 |
11,023.80 |
|