Trading Metrics calculated at close of trading on 28-Jan-2000 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jan-2000 |
28-Jan-2000 |
Change |
Change % |
Previous Week |
Open |
11,114.70 |
10,963.20 |
-151.50 |
-1.4% |
11,332.80 |
High |
11,164.10 |
11,024.90 |
-139.20 |
-1.2% |
11,366.50 |
Low |
10,915.40 |
10,735.80 |
-179.60 |
-1.6% |
10,735.80 |
Close |
11,028.00 |
10,738.90 |
-289.10 |
-2.6% |
10,738.90 |
Range |
248.70 |
289.10 |
40.40 |
16.2% |
630.70 |
ATR |
190.82 |
198.06 |
7.24 |
3.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 28-Jan-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,700.50 |
11,508.80 |
10,897.91 |
|
R3 |
11,411.40 |
11,219.70 |
10,818.40 |
|
R2 |
11,122.30 |
11,122.30 |
10,791.90 |
|
R1 |
10,930.60 |
10,930.60 |
10,765.40 |
10,881.90 |
PP |
10,833.20 |
10,833.20 |
10,833.20 |
10,808.85 |
S1 |
10,641.50 |
10,641.50 |
10,712.40 |
10,592.80 |
S2 |
10,544.10 |
10,544.10 |
10,685.90 |
|
S3 |
10,255.00 |
10,352.40 |
10,659.40 |
|
S4 |
9,965.90 |
10,063.30 |
10,579.90 |
|
|
Weekly Pivots for week ending 28-Jan-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,839.17 |
12,419.73 |
11,085.79 |
|
R3 |
12,208.47 |
11,789.03 |
10,912.34 |
|
R2 |
11,577.77 |
11,577.77 |
10,854.53 |
|
R1 |
11,158.33 |
11,158.33 |
10,796.71 |
11,052.70 |
PP |
10,947.07 |
10,947.07 |
10,947.07 |
10,894.25 |
S1 |
10,527.63 |
10,527.63 |
10,681.09 |
10,422.00 |
S2 |
10,316.37 |
10,316.37 |
10,623.27 |
|
S3 |
9,685.67 |
9,896.93 |
10,565.46 |
|
S4 |
9,054.97 |
9,266.23 |
10,392.02 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
11,366.50 |
10,735.80 |
630.70 |
5.9% |
262.28 |
2.4% |
0% |
False |
True |
|
10 |
11,750.30 |
10,735.80 |
1,014.50 |
9.4% |
219.06 |
2.0% |
0% |
False |
True |
|
20 |
11,750.30 |
10,735.80 |
1,014.50 |
9.4% |
207.79 |
1.9% |
0% |
False |
True |
|
40 |
11,750.30 |
10,735.80 |
1,014.50 |
9.4% |
172.52 |
1.6% |
0% |
False |
True |
|
60 |
11,750.30 |
10,536.30 |
1,214.00 |
11.3% |
157.49 |
1.5% |
17% |
False |
False |
|
80 |
11,750.30 |
9,976.02 |
1,774.28 |
16.5% |
162.43 |
1.5% |
43% |
False |
False |
|
100 |
11,750.30 |
9,976.02 |
1,774.28 |
16.5% |
161.44 |
1.5% |
43% |
False |
False |
|
120 |
11,750.30 |
9,976.02 |
1,774.28 |
16.5% |
160.19 |
1.5% |
43% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,253.58 |
2.618 |
11,781.76 |
1.618 |
11,492.66 |
1.000 |
11,314.00 |
0.618 |
11,203.56 |
HIGH |
11,024.90 |
0.618 |
10,914.46 |
0.500 |
10,880.35 |
0.382 |
10,846.24 |
LOW |
10,735.80 |
0.618 |
10,557.14 |
1.000 |
10,446.70 |
1.618 |
10,268.04 |
2.618 |
9,978.94 |
4.250 |
9,507.13 |
|
|
Fisher Pivots for day following 28-Jan-2000 |
Pivot |
1 day |
3 day |
R1 |
10,880.35 |
10,949.95 |
PP |
10,833.20 |
10,879.60 |
S1 |
10,786.05 |
10,809.25 |
|