| Trading Metrics calculated at close of trading on 12-Jan-2000 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-2000 |
12-Jan-2000 |
Change |
Change % |
Previous Week |
| Open |
3,715.22 |
3,548.77 |
-166.45 |
-4.5% |
3,755.74 |
| High |
3,717.17 |
3,572.62 |
-144.55 |
-3.9% |
3,836.86 |
| Low |
3,517.79 |
3,447.90 |
-69.89 |
-2.0% |
3,314.75 |
| Close |
3,544.35 |
3,478.14 |
-66.21 |
-1.9% |
3,529.60 |
| Range |
199.38 |
124.72 |
-74.66 |
-37.4% |
522.11 |
| ATR |
132.89 |
132.31 |
-0.58 |
-0.4% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 12-Jan-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,873.71 |
3,800.65 |
3,546.74 |
|
| R3 |
3,748.99 |
3,675.93 |
3,512.44 |
|
| R2 |
3,624.27 |
3,624.27 |
3,501.01 |
|
| R1 |
3,551.21 |
3,551.21 |
3,489.57 |
3,525.38 |
| PP |
3,499.55 |
3,499.55 |
3,499.55 |
3,486.64 |
| S1 |
3,426.49 |
3,426.49 |
3,466.71 |
3,400.66 |
| S2 |
3,374.83 |
3,374.83 |
3,455.27 |
|
| S3 |
3,250.11 |
3,301.77 |
3,443.84 |
|
| S4 |
3,125.39 |
3,177.05 |
3,409.54 |
|
|
| Weekly Pivots for week ending 07-Jan-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,126.73 |
4,850.28 |
3,816.76 |
|
| R3 |
4,604.62 |
4,328.17 |
3,673.18 |
|
| R2 |
4,082.51 |
4,082.51 |
3,625.32 |
|
| R1 |
3,806.06 |
3,806.06 |
3,577.46 |
3,683.23 |
| PP |
3,560.40 |
3,560.40 |
3,560.40 |
3,498.99 |
| S1 |
3,283.95 |
3,283.95 |
3,481.74 |
3,161.12 |
| S2 |
3,038.29 |
3,038.29 |
3,433.88 |
|
| S3 |
2,516.18 |
2,761.84 |
3,386.02 |
|
| S4 |
1,994.07 |
2,239.73 |
3,242.44 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,756.17 |
3,314.75 |
441.42 |
12.7% |
173.83 |
5.0% |
37% |
False |
False |
|
| 10 |
3,836.86 |
3,314.75 |
522.11 |
15.0% |
160.30 |
4.6% |
31% |
False |
False |
|
| 20 |
3,836.86 |
3,121.32 |
715.54 |
20.6% |
124.33 |
3.6% |
50% |
False |
False |
|
| 40 |
3,836.86 |
2,875.87 |
960.99 |
27.6% |
101.02 |
2.9% |
63% |
False |
False |
|
| 60 |
3,836.86 |
2,346.27 |
1,490.59 |
42.9% |
88.27 |
2.5% |
76% |
False |
False |
|
| 80 |
3,836.86 |
2,299.95 |
1,536.91 |
44.2% |
83.29 |
2.4% |
77% |
False |
False |
|
| 100 |
3,836.86 |
2,299.95 |
1,536.91 |
44.2% |
78.09 |
2.2% |
77% |
False |
False |
|
| 120 |
3,836.86 |
2,120.26 |
1,716.60 |
49.4% |
75.07 |
2.2% |
79% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,102.68 |
|
2.618 |
3,899.14 |
|
1.618 |
3,774.42 |
|
1.000 |
3,697.34 |
|
0.618 |
3,649.70 |
|
HIGH |
3,572.62 |
|
0.618 |
3,524.98 |
|
0.500 |
3,510.26 |
|
0.382 |
3,495.54 |
|
LOW |
3,447.90 |
|
0.618 |
3,370.82 |
|
1.000 |
3,323.18 |
|
1.618 |
3,246.10 |
|
2.618 |
3,121.38 |
|
4.250 |
2,917.84 |
|
|
| Fisher Pivots for day following 12-Jan-2000 |
| Pivot |
1 day |
3 day |
| R1 |
3,510.26 |
3,602.04 |
| PP |
3,499.55 |
3,560.74 |
| S1 |
3,488.85 |
3,519.44 |
|