| Trading Metrics calculated at close of trading on 26-Jan-2000 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jan-2000 |
26-Jan-2000 |
Change |
Change % |
Previous Week |
| Open |
11,036.70 |
11,086.00 |
49.30 |
0.4% |
11,631.70 |
| High |
11,079.50 |
11,131.00 |
51.50 |
0.5% |
11,720.10 |
| Low |
10,883.50 |
11,002.60 |
119.10 |
1.1% |
11,222.20 |
| Close |
11,029.90 |
11,033.00 |
3.10 |
0.0% |
11,251.70 |
| Range |
196.00 |
128.40 |
-67.60 |
-34.5% |
497.90 |
| ATR |
190.83 |
186.37 |
-4.46 |
-2.3% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 26-Jan-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,440.73 |
11,365.27 |
11,103.62 |
|
| R3 |
11,312.33 |
11,236.87 |
11,068.31 |
|
| R2 |
11,183.93 |
11,183.93 |
11,056.54 |
|
| R1 |
11,108.47 |
11,108.47 |
11,044.77 |
11,082.00 |
| PP |
11,055.53 |
11,055.53 |
11,055.53 |
11,042.30 |
| S1 |
10,980.07 |
10,980.07 |
11,021.23 |
10,953.60 |
| S2 |
10,927.13 |
10,927.13 |
11,009.46 |
|
| S3 |
10,798.73 |
10,851.67 |
10,997.69 |
|
| S4 |
10,670.33 |
10,723.27 |
10,962.38 |
|
|
| Weekly Pivots for week ending 21-Jan-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,891.70 |
12,569.60 |
11,525.55 |
|
| R3 |
12,393.80 |
12,071.70 |
11,388.62 |
|
| R2 |
11,895.90 |
11,895.90 |
11,342.98 |
|
| R1 |
11,573.80 |
11,573.80 |
11,297.34 |
11,485.90 |
| PP |
11,398.00 |
11,398.00 |
11,398.00 |
11,354.05 |
| S1 |
11,075.90 |
11,075.90 |
11,206.06 |
10,988.00 |
| S2 |
10,900.10 |
10,900.10 |
11,160.42 |
|
| S3 |
10,402.20 |
10,578.00 |
11,114.78 |
|
| S4 |
9,904.30 |
10,080.10 |
10,977.86 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,558.70 |
10,883.50 |
675.20 |
6.1% |
244.54 |
2.2% |
22% |
False |
False |
|
| 10 |
11,750.30 |
10,883.50 |
866.80 |
7.9% |
189.26 |
1.7% |
17% |
False |
False |
|
| 20 |
11,750.30 |
10,883.50 |
866.80 |
7.9% |
192.88 |
1.7% |
17% |
False |
False |
|
| 40 |
11,750.30 |
10,859.70 |
890.60 |
8.1% |
166.90 |
1.5% |
19% |
False |
False |
|
| 60 |
11,750.30 |
10,536.30 |
1,214.00 |
11.0% |
153.14 |
1.4% |
41% |
False |
False |
|
| 80 |
11,750.30 |
9,976.02 |
1,774.28 |
16.1% |
160.40 |
1.5% |
60% |
False |
False |
|
| 100 |
11,750.30 |
9,976.02 |
1,774.28 |
16.1% |
159.29 |
1.4% |
60% |
False |
False |
|
| 120 |
11,750.30 |
9,976.02 |
1,774.28 |
16.1% |
157.74 |
1.4% |
60% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,676.70 |
|
2.618 |
11,467.15 |
|
1.618 |
11,338.75 |
|
1.000 |
11,259.40 |
|
0.618 |
11,210.35 |
|
HIGH |
11,131.00 |
|
0.618 |
11,081.95 |
|
0.500 |
11,066.80 |
|
0.382 |
11,051.65 |
|
LOW |
11,002.60 |
|
0.618 |
10,923.25 |
|
1.000 |
10,874.20 |
|
1.618 |
10,794.85 |
|
2.618 |
10,666.45 |
|
4.250 |
10,456.90 |
|
|
| Fisher Pivots for day following 26-Jan-2000 |
| Pivot |
1 day |
3 day |
| R1 |
11,066.80 |
11,125.00 |
| PP |
11,055.53 |
11,094.33 |
| S1 |
11,044.27 |
11,063.67 |
|