| Trading Metrics calculated at close of trading on 12-Jan-2000 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-2000 |
12-Jan-2000 |
Change |
Change % |
Previous Week |
| Open |
11,536.20 |
11,528.10 |
-8.10 |
-0.1% |
11,494.70 |
| High |
11,663.10 |
11,612.50 |
-50.60 |
-0.4% |
11,528.10 |
| Low |
11,502.70 |
11,505.20 |
2.50 |
0.0% |
10,938.70 |
| Close |
11,511.10 |
11,551.10 |
40.00 |
0.3% |
11,522.60 |
| Range |
160.40 |
107.30 |
-53.10 |
-33.1% |
589.40 |
| ATR |
171.57 |
166.98 |
-4.59 |
-2.7% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 12-Jan-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,878.17 |
11,821.93 |
11,610.12 |
|
| R3 |
11,770.87 |
11,714.63 |
11,580.61 |
|
| R2 |
11,663.57 |
11,663.57 |
11,570.77 |
|
| R1 |
11,607.33 |
11,607.33 |
11,560.94 |
11,635.45 |
| PP |
11,556.27 |
11,556.27 |
11,556.27 |
11,570.33 |
| S1 |
11,500.03 |
11,500.03 |
11,541.26 |
11,528.15 |
| S2 |
11,448.97 |
11,448.97 |
11,531.43 |
|
| S3 |
11,341.67 |
11,392.73 |
11,521.59 |
|
| S4 |
11,234.37 |
11,285.43 |
11,492.09 |
|
|
| 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 |
11,098.50 |
564.60 |
4.9% |
175.34 |
1.5% |
80% |
False |
False |
|
| 10 |
11,663.10 |
10,938.70 |
724.40 |
6.3% |
195.47 |
1.7% |
85% |
False |
False |
|
| 20 |
11,663.10 |
10,938.70 |
724.40 |
6.3% |
167.94 |
1.5% |
85% |
False |
False |
|
| 40 |
11,663.10 |
10,757.40 |
905.70 |
7.8% |
147.15 |
1.3% |
88% |
False |
False |
|
| 60 |
11,663.10 |
10,117.50 |
1,545.60 |
13.4% |
150.91 |
1.3% |
93% |
False |
False |
|
| 80 |
11,663.10 |
9,976.02 |
1,687.08 |
14.6% |
158.34 |
1.4% |
93% |
False |
False |
|
| 100 |
11,663.10 |
9,976.02 |
1,687.08 |
14.6% |
156.82 |
1.4% |
93% |
False |
False |
|
| 120 |
11,663.10 |
9,976.02 |
1,687.08 |
14.6% |
155.21 |
1.3% |
93% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,068.53 |
|
2.618 |
11,893.41 |
|
1.618 |
11,786.11 |
|
1.000 |
11,719.80 |
|
0.618 |
11,678.81 |
|
HIGH |
11,612.50 |
|
0.618 |
11,571.51 |
|
0.500 |
11,558.85 |
|
0.382 |
11,546.19 |
|
LOW |
11,505.20 |
|
0.618 |
11,438.89 |
|
1.000 |
11,397.90 |
|
1.618 |
11,331.59 |
|
2.618 |
11,224.29 |
|
4.250 |
11,049.18 |
|
|
| Fisher Pivots for day following 12-Jan-2000 |
| Pivot |
1 day |
3 day |
| R1 |
11,558.85 |
11,582.90 |
| PP |
11,556.27 |
11,572.30 |
| S1 |
11,553.68 |
11,561.70 |
|