| Trading Metrics calculated at close of trading on 08-Jan-1999 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jan-1999 |
08-Jan-1999 |
Change |
Change % |
Previous Week |
| Open |
9,544.97 |
9,537.76 |
-7.21 |
-0.1% |
9,201.26 |
| High |
9,542.14 |
9,647.96 |
105.82 |
1.1% |
9,647.96 |
| Low |
9,426.02 |
9,525.41 |
99.39 |
1.1% |
9,122.47 |
| Close |
9,537.76 |
9,643.32 |
105.56 |
1.1% |
9,643.32 |
| Range |
116.12 |
122.55 |
6.43 |
5.5% |
525.49 |
| ATR |
137.55 |
136.48 |
-1.07 |
-0.8% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 08-Jan-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,973.21 |
9,930.82 |
9,710.72 |
|
| R3 |
9,850.66 |
9,808.27 |
9,677.02 |
|
| R2 |
9,728.11 |
9,728.11 |
9,665.79 |
|
| R1 |
9,685.72 |
9,685.72 |
9,654.55 |
9,706.92 |
| PP |
9,605.56 |
9,605.56 |
9,605.56 |
9,616.16 |
| S1 |
9,563.17 |
9,563.17 |
9,632.09 |
9,584.37 |
| S2 |
9,483.01 |
9,483.01 |
9,620.85 |
|
| S3 |
9,360.46 |
9,440.62 |
9,609.62 |
|
| S4 |
9,237.91 |
9,318.07 |
9,575.92 |
|
|
| Weekly Pivots for week ending 08-Jan-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,047.72 |
10,871.01 |
9,932.34 |
|
| R3 |
10,522.23 |
10,345.52 |
9,787.83 |
|
| R2 |
9,996.74 |
9,996.74 |
9,739.66 |
|
| R1 |
9,820.03 |
9,820.03 |
9,691.49 |
9,908.39 |
| PP |
9,471.25 |
9,471.25 |
9,471.25 |
9,515.43 |
| S1 |
9,294.54 |
9,294.54 |
9,595.15 |
9,382.90 |
| S2 |
8,945.76 |
8,945.76 |
9,546.98 |
|
| S3 |
8,420.27 |
8,769.05 |
9,498.81 |
|
| S4 |
7,894.78 |
8,243.56 |
9,354.30 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
9,647.96 |
9,122.47 |
525.49 |
5.4% |
173.82 |
1.8% |
99% |
True |
False |
|
| 10 |
9,647.96 |
9,122.47 |
525.49 |
5.4% |
131.94 |
1.4% |
99% |
True |
False |
|
| 20 |
9,647.96 |
8,676.03 |
971.93 |
10.1% |
132.43 |
1.4% |
100% |
True |
False |
|
| 40 |
9,647.96 |
8,676.03 |
971.93 |
10.1% |
128.39 |
1.3% |
100% |
True |
False |
|
| 60 |
9,647.96 |
7,878.15 |
1,769.81 |
18.4% |
135.05 |
1.4% |
100% |
True |
False |
|
| 80 |
9,647.96 |
7,467.49 |
2,180.47 |
22.6% |
152.80 |
1.6% |
100% |
True |
False |
|
| 100 |
9,647.96 |
7,400.30 |
2,247.66 |
23.3% |
171.41 |
1.8% |
100% |
True |
False |
|
| 120 |
9,647.96 |
7,400.30 |
2,247.66 |
23.3% |
171.18 |
1.8% |
100% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,168.80 |
|
2.618 |
9,968.80 |
|
1.618 |
9,846.25 |
|
1.000 |
9,770.51 |
|
0.618 |
9,723.70 |
|
HIGH |
9,647.96 |
|
0.618 |
9,601.15 |
|
0.500 |
9,586.69 |
|
0.382 |
9,572.22 |
|
LOW |
9,525.41 |
|
0.618 |
9,449.67 |
|
1.000 |
9,402.86 |
|
1.618 |
9,327.12 |
|
2.618 |
9,204.57 |
|
4.250 |
9,004.57 |
|
|
| Fisher Pivots for day following 08-Jan-1999 |
| Pivot |
1 day |
3 day |
| R1 |
9,624.44 |
9,589.44 |
| PP |
9,605.56 |
9,535.57 |
| S1 |
9,586.69 |
9,481.69 |
|