| Trading Metrics calculated at close of trading on 28-Jan-1999 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jan-1999 |
28-Jan-1999 |
Change |
Change % |
Previous Week |
| Open |
2,062.22 |
2,030.36 |
-31.86 |
-1.5% |
1,981.62 |
| High |
2,091.51 |
2,105.66 |
14.15 |
0.7% |
2,096.27 |
| Low |
2,030.08 |
2,030.36 |
0.28 |
0.0% |
1,926.70 |
| Close |
2,030.36 |
2,104.59 |
74.23 |
3.7% |
1,964.21 |
| Range |
61.43 |
75.30 |
13.87 |
22.6% |
169.57 |
| ATR |
57.74 |
59.00 |
1.25 |
2.2% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 28-Jan-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,306.10 |
2,280.65 |
2,146.01 |
|
| R3 |
2,230.80 |
2,205.35 |
2,125.30 |
|
| R2 |
2,155.50 |
2,155.50 |
2,118.40 |
|
| R1 |
2,130.05 |
2,130.05 |
2,111.49 |
2,142.78 |
| PP |
2,080.20 |
2,080.20 |
2,080.20 |
2,086.57 |
| S1 |
2,054.75 |
2,054.75 |
2,097.69 |
2,067.48 |
| S2 |
2,004.90 |
2,004.90 |
2,090.79 |
|
| S3 |
1,929.60 |
1,979.45 |
2,083.88 |
|
| S4 |
1,854.30 |
1,904.15 |
2,063.18 |
|
|
| Weekly Pivots for week ending 22-Jan-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,504.44 |
2,403.89 |
2,057.47 |
|
| R3 |
2,334.87 |
2,234.32 |
2,010.84 |
|
| R2 |
2,165.30 |
2,165.30 |
1,995.30 |
|
| R1 |
2,064.75 |
2,064.75 |
1,979.75 |
2,030.24 |
| PP |
1,995.73 |
1,995.73 |
1,995.73 |
1,978.47 |
| S1 |
1,895.18 |
1,895.18 |
1,948.67 |
1,860.67 |
| S2 |
1,826.16 |
1,826.16 |
1,933.12 |
|
| S3 |
1,656.59 |
1,725.61 |
1,917.58 |
|
| S4 |
1,487.02 |
1,556.04 |
1,870.95 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,105.66 |
1,926.70 |
178.96 |
8.5% |
61.42 |
2.9% |
99% |
True |
False |
|
| 10 |
2,105.66 |
1,905.47 |
200.19 |
9.5% |
63.53 |
3.0% |
99% |
True |
False |
|
| 20 |
2,105.66 |
1,806.25 |
299.41 |
14.2% |
61.51 |
2.9% |
100% |
True |
False |
|
| 40 |
2,105.66 |
1,535.18 |
570.48 |
27.1% |
53.41 |
2.5% |
100% |
True |
False |
|
| 60 |
2,105.66 |
1,395.53 |
710.13 |
33.7% |
46.12 |
2.2% |
100% |
True |
False |
|
| 80 |
2,105.66 |
1,063.27 |
1,042.39 |
49.5% |
47.42 |
2.3% |
100% |
True |
False |
|
| 100 |
2,105.66 |
1,063.27 |
1,042.39 |
49.5% |
47.37 |
2.3% |
100% |
True |
False |
|
| 120 |
2,105.66 |
1,063.27 |
1,042.39 |
49.5% |
47.13 |
2.2% |
100% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,425.69 |
|
2.618 |
2,302.80 |
|
1.618 |
2,227.50 |
|
1.000 |
2,180.96 |
|
0.618 |
2,152.20 |
|
HIGH |
2,105.66 |
|
0.618 |
2,076.90 |
|
0.500 |
2,068.01 |
|
0.382 |
2,059.12 |
|
LOW |
2,030.36 |
|
0.618 |
1,983.82 |
|
1.000 |
1,955.06 |
|
1.618 |
1,908.52 |
|
2.618 |
1,833.22 |
|
4.250 |
1,710.34 |
|
|
| Fisher Pivots for day following 28-Jan-1999 |
| Pivot |
1 day |
3 day |
| R1 |
2,092.40 |
2,088.03 |
| PP |
2,080.20 |
2,071.46 |
| S1 |
2,068.01 |
2,054.90 |
|