| Trading Metrics calculated at close of trading on 27-Jan-1999 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jan-1999 |
27-Jan-1999 |
Change |
Change % |
Previous Week |
| Open |
9,203.32 |
9,318.66 |
115.34 |
1.3% |
9,340.55 |
| High |
9,329.99 |
9,385.86 |
55.87 |
0.6% |
9,480.09 |
| Low |
9,188.38 |
9,195.34 |
6.96 |
0.1% |
9,088.49 |
| Close |
9,318.66 |
9,200.23 |
-118.43 |
-1.3% |
9,120.67 |
| Range |
141.61 |
190.52 |
48.91 |
34.5% |
391.60 |
| ATR |
160.00 |
162.18 |
2.18 |
1.4% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 27-Jan-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,832.04 |
9,706.65 |
9,305.02 |
|
| R3 |
9,641.52 |
9,516.13 |
9,252.62 |
|
| R2 |
9,451.00 |
9,451.00 |
9,235.16 |
|
| R1 |
9,325.61 |
9,325.61 |
9,217.69 |
9,293.05 |
| PP |
9,260.48 |
9,260.48 |
9,260.48 |
9,244.19 |
| S1 |
9,135.09 |
9,135.09 |
9,182.77 |
9,102.53 |
| S2 |
9,069.96 |
9,069.96 |
9,165.30 |
|
| S3 |
8,879.44 |
8,944.57 |
9,147.84 |
|
| S4 |
8,688.92 |
8,754.05 |
9,095.44 |
|
|
| Weekly Pivots for week ending 22-Jan-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,404.55 |
10,154.21 |
9,336.05 |
|
| R3 |
10,012.95 |
9,762.61 |
9,228.36 |
|
| R2 |
9,621.35 |
9,621.35 |
9,192.46 |
|
| R1 |
9,371.01 |
9,371.01 |
9,156.57 |
9,300.38 |
| PP |
9,229.75 |
9,229.75 |
9,229.75 |
9,194.44 |
| S1 |
8,979.41 |
8,979.41 |
9,084.77 |
8,908.78 |
| S2 |
8,838.15 |
8,838.15 |
9,048.88 |
|
| S3 |
8,446.55 |
8,587.81 |
9,012.98 |
|
| S4 |
8,054.95 |
8,196.21 |
8,905.29 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
9,385.86 |
9,063.26 |
322.60 |
3.5% |
159.52 |
1.7% |
42% |
True |
False |
|
| 10 |
9,480.09 |
9,063.26 |
416.83 |
4.5% |
191.11 |
2.1% |
33% |
False |
False |
|
| 20 |
9,647.96 |
9,063.26 |
584.70 |
6.4% |
168.46 |
1.8% |
23% |
False |
False |
|
| 40 |
9,647.96 |
8,676.03 |
971.93 |
10.6% |
150.94 |
1.6% |
54% |
False |
False |
|
| 60 |
9,647.96 |
8,498.12 |
1,149.84 |
12.5% |
139.28 |
1.5% |
61% |
False |
False |
|
| 80 |
9,647.96 |
7,467.49 |
2,180.47 |
23.7% |
151.16 |
1.6% |
79% |
False |
False |
|
| 100 |
9,647.96 |
7,467.49 |
2,180.47 |
23.7% |
164.82 |
1.8% |
79% |
False |
False |
|
| 120 |
9,647.96 |
7,400.30 |
2,247.66 |
24.4% |
171.44 |
1.9% |
80% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,195.57 |
|
2.618 |
9,884.64 |
|
1.618 |
9,694.12 |
|
1.000 |
9,576.38 |
|
0.618 |
9,503.60 |
|
HIGH |
9,385.86 |
|
0.618 |
9,313.08 |
|
0.500 |
9,290.60 |
|
0.382 |
9,268.12 |
|
LOW |
9,195.34 |
|
0.618 |
9,077.60 |
|
1.000 |
9,004.82 |
|
1.618 |
8,887.08 |
|
2.618 |
8,696.56 |
|
4.250 |
8,385.63 |
|
|
| Fisher Pivots for day following 27-Jan-1999 |
| Pivot |
1 day |
3 day |
| R1 |
9,290.60 |
9,224.56 |
| PP |
9,260.48 |
9,216.45 |
| S1 |
9,230.35 |
9,208.34 |
|