| Trading Metrics calculated at close of trading on 28-Jan-2000 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jan-2000 |
28-Jan-2000 |
Change |
Change % |
Previous Week |
| Open |
3,628.88 |
3,595.89 |
-32.99 |
-0.9% |
3,888.33 |
| High |
3,701.30 |
3,617.60 |
-83.70 |
-2.3% |
3,905.10 |
| Low |
3,512.07 |
3,409.59 |
-102.48 |
-2.9% |
3,409.59 |
| Close |
3,593.15 |
3,446.13 |
-147.02 |
-4.1% |
3,446.13 |
| Range |
189.23 |
208.01 |
18.78 |
9.9% |
495.51 |
| ATR |
138.69 |
143.64 |
4.95 |
3.6% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 28-Jan-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,115.14 |
3,988.64 |
3,560.54 |
|
| R3 |
3,907.13 |
3,780.63 |
3,503.33 |
|
| R2 |
3,699.12 |
3,699.12 |
3,484.27 |
|
| R1 |
3,572.62 |
3,572.62 |
3,465.20 |
3,531.87 |
| PP |
3,491.11 |
3,491.11 |
3,491.11 |
3,470.73 |
| S1 |
3,364.61 |
3,364.61 |
3,427.06 |
3,323.86 |
| S2 |
3,283.10 |
3,283.10 |
3,407.99 |
|
| S3 |
3,075.09 |
3,156.60 |
3,388.93 |
|
| S4 |
2,867.08 |
2,948.59 |
3,331.72 |
|
|
| Weekly Pivots for week ending 28-Jan-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,073.47 |
4,755.31 |
3,718.66 |
|
| R3 |
4,577.96 |
4,259.80 |
3,582.40 |
|
| R2 |
4,082.45 |
4,082.45 |
3,536.97 |
|
| R1 |
3,764.29 |
3,764.29 |
3,491.55 |
3,675.62 |
| PP |
3,586.94 |
3,586.94 |
3,586.94 |
3,542.60 |
| S1 |
3,268.78 |
3,268.78 |
3,400.71 |
3,180.11 |
| S2 |
3,091.43 |
3,091.43 |
3,355.29 |
|
| S3 |
2,595.92 |
2,773.27 |
3,309.86 |
|
| S4 |
2,100.41 |
2,277.76 |
3,173.60 |
|
|
| 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 |
3,409.59 |
495.51 |
14.4% |
190.21 |
5.5% |
7% |
False |
True |
|
| 10 |
3,905.10 |
3,409.59 |
495.51 |
14.4% |
142.83 |
4.1% |
7% |
False |
True |
|
| 20 |
3,905.10 |
3,314.75 |
590.35 |
17.1% |
153.99 |
4.5% |
22% |
False |
False |
|
| 40 |
3,905.10 |
3,002.90 |
902.20 |
26.2% |
119.65 |
3.5% |
49% |
False |
False |
|
| 60 |
3,905.10 |
2,630.73 |
1,274.37 |
37.0% |
102.47 |
3.0% |
64% |
False |
False |
|
| 80 |
3,905.10 |
2,299.95 |
1,605.15 |
46.6% |
93.16 |
2.7% |
71% |
False |
False |
|
| 100 |
3,905.10 |
2,299.95 |
1,605.15 |
46.6% |
86.93 |
2.5% |
71% |
False |
False |
|
| 120 |
3,905.10 |
2,120.26 |
1,784.84 |
51.8% |
82.11 |
2.4% |
74% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,501.64 |
|
2.618 |
4,162.17 |
|
1.618 |
3,954.16 |
|
1.000 |
3,825.61 |
|
0.618 |
3,746.15 |
|
HIGH |
3,617.60 |
|
0.618 |
3,538.14 |
|
0.500 |
3,513.60 |
|
0.382 |
3,489.05 |
|
LOW |
3,409.59 |
|
0.618 |
3,281.04 |
|
1.000 |
3,201.58 |
|
1.618 |
3,073.03 |
|
2.618 |
2,865.02 |
|
4.250 |
2,525.55 |
|
|
| Fisher Pivots for day following 28-Jan-2000 |
| Pivot |
1 day |
3 day |
| R1 |
3,513.60 |
3,586.14 |
| PP |
3,491.11 |
3,539.47 |
| S1 |
3,468.62 |
3,492.80 |
|