| Trading Metrics calculated at close of trading on 21-Jan-1999 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jan-1999 |
21-Jan-1999 |
Change |
Change % |
Previous Week |
| Open |
2,033.71 |
2,033.71 |
0.00 |
0.0% |
1,973.66 |
| High |
2,096.27 |
2,033.71 |
-62.56 |
-3.0% |
2,007.10 |
| Low |
2,032.81 |
1,957.32 |
-75.49 |
-3.7% |
1,838.65 |
| Close |
2,033.71 |
1,961.76 |
-71.95 |
-3.5% |
1,981.62 |
| Range |
63.46 |
76.39 |
12.93 |
20.4% |
168.45 |
| ATR |
55.54 |
57.03 |
1.49 |
2.7% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 21-Jan-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,213.43 |
2,163.99 |
2,003.77 |
|
| R3 |
2,137.04 |
2,087.60 |
1,982.77 |
|
| R2 |
2,060.65 |
2,060.65 |
1,975.76 |
|
| R1 |
2,011.21 |
2,011.21 |
1,968.76 |
1,997.74 |
| PP |
1,984.26 |
1,984.26 |
1,984.26 |
1,977.53 |
| S1 |
1,934.82 |
1,934.82 |
1,954.76 |
1,921.35 |
| S2 |
1,907.87 |
1,907.87 |
1,947.76 |
|
| S3 |
1,831.48 |
1,858.43 |
1,940.75 |
|
| S4 |
1,755.09 |
1,782.04 |
1,919.75 |
|
|
| Weekly Pivots for week ending 15-Jan-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,447.81 |
2,383.16 |
2,074.27 |
|
| R3 |
2,279.36 |
2,214.71 |
2,027.94 |
|
| R2 |
2,110.91 |
2,110.91 |
2,012.50 |
|
| R1 |
2,046.26 |
2,046.26 |
1,997.06 |
2,078.59 |
| PP |
1,942.46 |
1,942.46 |
1,942.46 |
1,958.62 |
| S1 |
1,877.81 |
1,877.81 |
1,966.18 |
1,910.14 |
| S2 |
1,774.01 |
1,774.01 |
1,950.74 |
|
| S3 |
1,605.56 |
1,709.36 |
1,935.30 |
|
| S4 |
1,437.11 |
1,540.91 |
1,888.97 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,096.27 |
1,905.47 |
190.80 |
9.7% |
65.64 |
3.3% |
30% |
False |
False |
|
| 10 |
2,096.27 |
1,838.65 |
257.62 |
13.1% |
69.32 |
3.5% |
48% |
False |
False |
|
| 20 |
2,096.27 |
1,751.68 |
344.59 |
17.6% |
54.05 |
2.8% |
61% |
False |
False |
|
| 40 |
2,096.27 |
1,535.18 |
561.09 |
28.6% |
51.06 |
2.6% |
76% |
False |
False |
|
| 60 |
2,096.27 |
1,339.39 |
756.88 |
38.6% |
43.84 |
2.2% |
82% |
False |
False |
|
| 80 |
2,096.27 |
1,063.27 |
1,033.00 |
52.7% |
46.75 |
2.4% |
87% |
False |
False |
|
| 100 |
2,096.27 |
1,063.27 |
1,033.00 |
52.7% |
48.28 |
2.5% |
87% |
False |
False |
|
| 120 |
2,096.27 |
1,063.27 |
1,033.00 |
52.7% |
46.58 |
2.4% |
87% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,358.37 |
|
2.618 |
2,233.70 |
|
1.618 |
2,157.31 |
|
1.000 |
2,110.10 |
|
0.618 |
2,080.92 |
|
HIGH |
2,033.71 |
|
0.618 |
2,004.53 |
|
0.500 |
1,995.52 |
|
0.382 |
1,986.50 |
|
LOW |
1,957.32 |
|
0.618 |
1,910.11 |
|
1.000 |
1,880.93 |
|
1.618 |
1,833.72 |
|
2.618 |
1,757.33 |
|
4.250 |
1,632.66 |
|
|
| Fisher Pivots for day following 21-Jan-1999 |
| Pivot |
1 day |
3 day |
| R1 |
1,995.52 |
2,026.80 |
| PP |
1,984.26 |
2,005.12 |
| S1 |
1,973.01 |
1,983.44 |
|