| Trading Metrics calculated at close of trading on 05-Jan-2000 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jan-2000 |
05-Jan-2000 |
Change |
Change % |
Previous Week |
| Open |
3,766.57 |
3,543.13 |
-223.44 |
-5.9% |
3,588.43 |
| High |
3,766.57 |
3,576.17 |
-190.40 |
-5.1% |
3,750.41 |
| Low |
3,542.73 |
3,371.75 |
-170.98 |
-4.8% |
3,521.85 |
| Close |
3,546.20 |
3,507.31 |
-38.89 |
-1.1% |
3,707.83 |
| Range |
223.84 |
204.42 |
-19.42 |
-8.7% |
228.56 |
| ATR |
100.30 |
107.73 |
7.44 |
7.4% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 05-Jan-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,098.34 |
4,007.24 |
3,619.74 |
|
| R3 |
3,893.92 |
3,802.82 |
3,563.53 |
|
| R2 |
3,689.50 |
3,689.50 |
3,544.79 |
|
| R1 |
3,598.40 |
3,598.40 |
3,526.05 |
3,541.74 |
| PP |
3,485.08 |
3,485.08 |
3,485.08 |
3,456.75 |
| S1 |
3,393.98 |
3,393.98 |
3,488.57 |
3,337.32 |
| S2 |
3,280.66 |
3,280.66 |
3,469.83 |
|
| S3 |
3,076.24 |
3,189.56 |
3,451.09 |
|
| S4 |
2,871.82 |
2,985.14 |
3,394.88 |
|
|
| Weekly Pivots for week ending 31-Dec-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,345.71 |
4,255.33 |
3,833.54 |
|
| R3 |
4,117.15 |
4,026.77 |
3,770.68 |
|
| R2 |
3,888.59 |
3,888.59 |
3,749.73 |
|
| R1 |
3,798.21 |
3,798.21 |
3,728.78 |
3,843.40 |
| PP |
3,660.03 |
3,660.03 |
3,660.03 |
3,682.63 |
| S1 |
3,569.65 |
3,569.65 |
3,686.88 |
3,614.84 |
| S2 |
3,431.47 |
3,431.47 |
3,665.93 |
|
| S3 |
3,202.91 |
3,341.09 |
3,644.98 |
|
| S4 |
2,974.35 |
3,112.53 |
3,582.12 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,836.86 |
3,371.75 |
465.11 |
13.3% |
146.78 |
4.2% |
29% |
False |
True |
|
| 10 |
3,836.86 |
3,371.75 |
465.11 |
13.3% |
113.75 |
3.2% |
29% |
False |
True |
|
| 20 |
3,836.86 |
3,093.98 |
742.88 |
21.2% |
102.56 |
2.9% |
56% |
False |
False |
|
| 40 |
3,836.86 |
2,741.17 |
1,095.69 |
31.2% |
87.74 |
2.5% |
70% |
False |
False |
|
| 60 |
3,836.86 |
2,299.95 |
1,536.91 |
43.8% |
80.62 |
2.3% |
79% |
False |
False |
|
| 80 |
3,836.86 |
2,299.95 |
1,536.91 |
43.8% |
75.97 |
2.2% |
79% |
False |
False |
|
| 100 |
3,836.86 |
2,270.96 |
1,565.90 |
44.6% |
71.49 |
2.0% |
79% |
False |
False |
|
| 120 |
3,836.86 |
2,120.26 |
1,716.60 |
48.9% |
70.42 |
2.0% |
81% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,444.96 |
|
2.618 |
4,111.34 |
|
1.618 |
3,906.92 |
|
1.000 |
3,780.59 |
|
0.618 |
3,702.50 |
|
HIGH |
3,576.17 |
|
0.618 |
3,498.08 |
|
0.500 |
3,473.96 |
|
0.382 |
3,449.84 |
|
LOW |
3,371.75 |
|
0.618 |
3,245.42 |
|
1.000 |
3,167.33 |
|
1.618 |
3,041.00 |
|
2.618 |
2,836.58 |
|
4.250 |
2,502.97 |
|
|
| Fisher Pivots for day following 05-Jan-2000 |
| Pivot |
1 day |
3 day |
| R1 |
3,496.19 |
3,604.31 |
| PP |
3,485.08 |
3,571.97 |
| S1 |
3,473.96 |
3,539.64 |
|