| Trading Metrics calculated at close of trading on 25-Jan-2000 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jan-2000 |
25-Jan-2000 |
Change |
Change % |
Previous Week |
| Open |
3,888.33 |
3,667.02 |
-221.31 |
-5.7% |
3,704.74 |
| High |
3,905.10 |
3,759.33 |
-145.77 |
-3.7% |
3,891.81 |
| Low |
3,660.86 |
3,591.34 |
-69.52 |
-1.9% |
3,665.87 |
| Close |
3,660.96 |
3,759.11 |
98.15 |
2.7% |
3,849.96 |
| Range |
244.24 |
167.99 |
-76.25 |
-31.2% |
225.94 |
| ATR |
131.69 |
134.28 |
2.59 |
2.0% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 25-Jan-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,207.23 |
4,151.16 |
3,851.50 |
|
| R3 |
4,039.24 |
3,983.17 |
3,805.31 |
|
| R2 |
3,871.25 |
3,871.25 |
3,789.91 |
|
| R1 |
3,815.18 |
3,815.18 |
3,774.51 |
3,843.22 |
| PP |
3,703.26 |
3,703.26 |
3,703.26 |
3,717.28 |
| S1 |
3,647.19 |
3,647.19 |
3,743.71 |
3,675.23 |
| S2 |
3,535.27 |
3,535.27 |
3,728.31 |
|
| S3 |
3,367.28 |
3,479.20 |
3,712.91 |
|
| S4 |
3,199.29 |
3,311.21 |
3,666.72 |
|
|
| Weekly Pivots for week ending 21-Jan-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,480.37 |
4,391.10 |
3,974.23 |
|
| R3 |
4,254.43 |
4,165.16 |
3,912.09 |
|
| R2 |
4,028.49 |
4,028.49 |
3,891.38 |
|
| R1 |
3,939.22 |
3,939.22 |
3,870.67 |
3,983.86 |
| PP |
3,802.55 |
3,802.55 |
3,802.55 |
3,824.86 |
| S1 |
3,713.28 |
3,713.28 |
3,829.25 |
3,757.92 |
| S2 |
3,576.61 |
3,576.61 |
3,808.54 |
|
| S3 |
3,350.67 |
3,487.34 |
3,787.83 |
|
| S4 |
3,124.73 |
3,261.40 |
3,725.69 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,905.10 |
3,591.34 |
313.76 |
8.3% |
136.84 |
3.6% |
53% |
False |
True |
|
| 10 |
3,905.10 |
3,447.90 |
457.20 |
12.2% |
133.16 |
3.5% |
68% |
False |
False |
|
| 20 |
3,905.10 |
3,314.75 |
590.35 |
15.7% |
139.48 |
3.7% |
75% |
False |
False |
|
| 40 |
3,905.10 |
2,956.79 |
948.31 |
25.2% |
111.91 |
3.0% |
85% |
False |
False |
|
| 60 |
3,905.10 |
2,539.93 |
1,365.17 |
36.3% |
96.92 |
2.6% |
89% |
False |
False |
|
| 80 |
3,905.10 |
2,299.95 |
1,605.15 |
42.7% |
88.71 |
2.4% |
91% |
False |
False |
|
| 100 |
3,905.10 |
2,299.95 |
1,605.15 |
42.7% |
83.51 |
2.2% |
91% |
False |
False |
|
| 120 |
3,905.10 |
2,120.26 |
1,784.84 |
47.5% |
79.16 |
2.1% |
92% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,473.29 |
|
2.618 |
4,199.13 |
|
1.618 |
4,031.14 |
|
1.000 |
3,927.32 |
|
0.618 |
3,863.15 |
|
HIGH |
3,759.33 |
|
0.618 |
3,695.16 |
|
0.500 |
3,675.34 |
|
0.382 |
3,655.51 |
|
LOW |
3,591.34 |
|
0.618 |
3,487.52 |
|
1.000 |
3,423.35 |
|
1.618 |
3,319.53 |
|
2.618 |
3,151.54 |
|
4.250 |
2,877.38 |
|
|
| Fisher Pivots for day following 25-Jan-2000 |
| Pivot |
1 day |
3 day |
| R1 |
3,731.19 |
3,755.48 |
| PP |
3,703.26 |
3,751.85 |
| S1 |
3,675.34 |
3,748.22 |
|