| Trading Metrics calculated at close of trading on 11-Jan-2000 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jan-2000 |
11-Jan-2000 |
Change |
Change % |
Previous Week |
| Open |
11,606.00 |
11,536.20 |
-69.80 |
-0.6% |
11,494.70 |
| High |
11,638.30 |
11,663.10 |
24.80 |
0.2% |
11,528.10 |
| Low |
11,532.50 |
11,502.70 |
-29.80 |
-0.3% |
10,938.70 |
| Close |
11,572.20 |
11,511.10 |
-61.10 |
-0.5% |
11,522.60 |
| Range |
105.80 |
160.40 |
54.60 |
51.6% |
589.40 |
| ATR |
172.43 |
171.57 |
-0.86 |
-0.5% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 11-Jan-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,040.17 |
11,936.03 |
11,599.32 |
|
| R3 |
11,879.77 |
11,775.63 |
11,555.21 |
|
| R2 |
11,719.37 |
11,719.37 |
11,540.51 |
|
| R1 |
11,615.23 |
11,615.23 |
11,525.80 |
11,587.10 |
| PP |
11,558.97 |
11,558.97 |
11,558.97 |
11,544.90 |
| S1 |
11,454.83 |
11,454.83 |
11,496.40 |
11,426.70 |
| S2 |
11,398.57 |
11,398.57 |
11,481.69 |
|
| S3 |
11,238.17 |
11,294.43 |
11,466.99 |
|
| S4 |
11,077.77 |
11,134.03 |
11,422.88 |
|
|
| Weekly Pivots for week ending 07-Jan-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,098.00 |
12,899.70 |
11,846.77 |
|
| R3 |
12,508.60 |
12,310.30 |
11,684.69 |
|
| R2 |
11,919.20 |
11,919.20 |
11,630.66 |
|
| R1 |
11,720.90 |
11,720.90 |
11,576.63 |
11,820.05 |
| PP |
11,329.80 |
11,329.80 |
11,329.80 |
11,379.38 |
| S1 |
11,131.50 |
11,131.50 |
11,468.57 |
11,230.65 |
| S2 |
10,740.40 |
10,740.40 |
11,414.54 |
|
| S3 |
10,151.00 |
10,542.10 |
11,360.52 |
|
| S4 |
9,561.60 |
9,952.70 |
11,198.43 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,663.10 |
10,938.70 |
724.40 |
6.3% |
209.16 |
1.8% |
79% |
True |
False |
|
| 10 |
11,663.10 |
10,938.70 |
724.40 |
6.3% |
196.49 |
1.7% |
79% |
True |
False |
|
| 20 |
11,663.10 |
10,938.70 |
724.40 |
6.3% |
167.21 |
1.5% |
79% |
True |
False |
|
| 40 |
11,663.10 |
10,712.10 |
951.00 |
8.3% |
146.63 |
1.3% |
84% |
True |
False |
|
| 60 |
11,663.10 |
9,976.02 |
1,687.08 |
14.7% |
151.65 |
1.3% |
91% |
True |
False |
|
| 80 |
11,663.10 |
9,976.02 |
1,687.08 |
14.7% |
157.81 |
1.4% |
91% |
True |
False |
|
| 100 |
11,663.10 |
9,976.02 |
1,687.08 |
14.7% |
157.11 |
1.4% |
91% |
True |
False |
|
| 120 |
11,663.10 |
9,976.02 |
1,687.08 |
14.7% |
155.52 |
1.4% |
91% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,344.80 |
|
2.618 |
12,083.03 |
|
1.618 |
11,922.63 |
|
1.000 |
11,823.50 |
|
0.618 |
11,762.23 |
|
HIGH |
11,663.10 |
|
0.618 |
11,601.83 |
|
0.500 |
11,582.90 |
|
0.382 |
11,563.97 |
|
LOW |
11,502.70 |
|
0.618 |
11,403.57 |
|
1.000 |
11,342.30 |
|
1.618 |
11,243.17 |
|
2.618 |
11,082.77 |
|
4.250 |
10,821.00 |
|
|
| Fisher Pivots for day following 11-Jan-2000 |
| Pivot |
1 day |
3 day |
| R1 |
11,582.90 |
11,491.23 |
| PP |
11,558.97 |
11,471.37 |
| S1 |
11,535.03 |
11,451.50 |
|