| Trading Metrics calculated at close of trading on 06-Jan-2000 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jan-2000 |
06-Jan-2000 |
Change |
Change % |
Previous Week |
| Open |
3,543.13 |
3,488.31 |
-54.82 |
-1.5% |
3,588.43 |
| High |
3,576.17 |
3,513.55 |
-62.62 |
-1.8% |
3,750.41 |
| Low |
3,371.75 |
3,334.02 |
-37.73 |
-1.1% |
3,521.85 |
| Close |
3,507.31 |
3,340.81 |
-166.50 |
-4.7% |
3,707.83 |
| Range |
204.42 |
179.53 |
-24.89 |
-12.2% |
228.56 |
| ATR |
107.73 |
112.86 |
5.13 |
4.8% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 06-Jan-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,934.72 |
3,817.29 |
3,439.55 |
|
| R3 |
3,755.19 |
3,637.76 |
3,390.18 |
|
| R2 |
3,575.66 |
3,575.66 |
3,373.72 |
|
| R1 |
3,458.23 |
3,458.23 |
3,357.27 |
3,427.18 |
| PP |
3,396.13 |
3,396.13 |
3,396.13 |
3,380.60 |
| S1 |
3,278.70 |
3,278.70 |
3,324.35 |
3,247.65 |
| S2 |
3,216.60 |
3,216.60 |
3,307.90 |
|
| S3 |
3,037.07 |
3,099.17 |
3,291.44 |
|
| S4 |
2,857.54 |
2,919.64 |
3,242.07 |
|
|
| 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 |
3,334.02 |
502.84 |
15.1% |
168.75 |
5.1% |
1% |
False |
True |
|
| 10 |
3,836.86 |
3,334.02 |
502.84 |
15.1% |
124.99 |
3.7% |
1% |
False |
True |
|
| 20 |
3,836.86 |
3,093.98 |
742.88 |
22.2% |
108.30 |
3.2% |
33% |
False |
False |
|
| 40 |
3,836.86 |
2,757.98 |
1,078.88 |
32.3% |
90.42 |
2.7% |
54% |
False |
False |
|
| 60 |
3,836.86 |
2,299.95 |
1,536.91 |
46.0% |
82.31 |
2.5% |
68% |
False |
False |
|
| 80 |
3,836.86 |
2,299.95 |
1,536.91 |
46.0% |
77.67 |
2.3% |
68% |
False |
False |
|
| 100 |
3,836.86 |
2,270.96 |
1,565.90 |
46.9% |
72.90 |
2.2% |
68% |
False |
False |
|
| 120 |
3,836.86 |
2,120.26 |
1,716.60 |
51.4% |
71.54 |
2.1% |
71% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,276.55 |
|
2.618 |
3,983.56 |
|
1.618 |
3,804.03 |
|
1.000 |
3,693.08 |
|
0.618 |
3,624.50 |
|
HIGH |
3,513.55 |
|
0.618 |
3,444.97 |
|
0.500 |
3,423.79 |
|
0.382 |
3,402.60 |
|
LOW |
3,334.02 |
|
0.618 |
3,223.07 |
|
1.000 |
3,154.49 |
|
1.618 |
3,043.54 |
|
2.618 |
2,864.01 |
|
4.250 |
2,571.02 |
|
|
| Fisher Pivots for day following 06-Jan-2000 |
| Pivot |
1 day |
3 day |
| R1 |
3,423.79 |
3,550.30 |
| PP |
3,396.13 |
3,480.47 |
| S1 |
3,368.47 |
3,410.64 |
|