| Trading Metrics calculated at close of trading on 31-Jan-2000 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jan-2000 |
31-Jan-2000 |
Change |
Change % |
Previous Week |
| Open |
10,963.20 |
10,731.70 |
-231.50 |
-2.1% |
11,332.80 |
| High |
11,024.90 |
10,956.70 |
-68.20 |
-0.6% |
11,366.50 |
| Low |
10,735.80 |
10,701.60 |
-34.20 |
-0.3% |
10,735.80 |
| Close |
10,738.90 |
10,940.50 |
201.60 |
1.9% |
10,738.90 |
| Range |
289.10 |
255.10 |
-34.00 |
-11.8% |
630.70 |
| ATR |
198.06 |
202.14 |
4.07 |
2.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 31-Jan-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,631.57 |
11,541.13 |
11,080.81 |
|
| R3 |
11,376.47 |
11,286.03 |
11,010.65 |
|
| R2 |
11,121.37 |
11,121.37 |
10,987.27 |
|
| R1 |
11,030.93 |
11,030.93 |
10,963.88 |
11,076.15 |
| PP |
10,866.27 |
10,866.27 |
10,866.27 |
10,888.88 |
| S1 |
10,775.83 |
10,775.83 |
10,917.12 |
10,821.05 |
| S2 |
10,611.17 |
10,611.17 |
10,893.73 |
|
| S3 |
10,356.07 |
10,520.73 |
10,870.35 |
|
| S4 |
10,100.97 |
10,265.63 |
10,800.20 |
|
|
| Weekly Pivots for week ending 28-Jan-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,839.17 |
12,419.73 |
11,085.79 |
|
| R3 |
12,208.47 |
11,789.03 |
10,912.34 |
|
| R2 |
11,577.77 |
11,577.77 |
10,854.53 |
|
| R1 |
11,158.33 |
11,158.33 |
10,796.71 |
11,052.70 |
| PP |
10,947.07 |
10,947.07 |
10,947.07 |
10,894.25 |
| S1 |
10,527.63 |
10,527.63 |
10,681.09 |
10,422.00 |
| S2 |
10,316.37 |
10,316.37 |
10,623.27 |
|
| S3 |
9,685.67 |
9,896.93 |
10,565.46 |
|
| S4 |
9,054.97 |
9,266.23 |
10,392.02 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,164.10 |
10,701.60 |
462.50 |
4.2% |
223.46 |
2.0% |
52% |
False |
True |
|
| 10 |
11,720.10 |
10,701.60 |
1,018.50 |
9.3% |
230.79 |
2.1% |
23% |
False |
True |
|
| 20 |
11,750.30 |
10,701.60 |
1,048.70 |
9.6% |
215.56 |
2.0% |
23% |
False |
True |
|
| 40 |
11,750.30 |
10,701.60 |
1,048.70 |
9.6% |
176.84 |
1.6% |
23% |
False |
True |
|
| 60 |
11,750.30 |
10,536.30 |
1,214.00 |
11.1% |
160.29 |
1.5% |
33% |
False |
False |
|
| 80 |
11,750.30 |
9,976.02 |
1,774.28 |
16.2% |
163.26 |
1.5% |
54% |
False |
False |
|
| 100 |
11,750.30 |
9,976.02 |
1,774.28 |
16.2% |
162.49 |
1.5% |
54% |
False |
False |
|
| 120 |
11,750.30 |
9,976.02 |
1,774.28 |
16.2% |
160.94 |
1.5% |
54% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,040.88 |
|
2.618 |
11,624.55 |
|
1.618 |
11,369.45 |
|
1.000 |
11,211.80 |
|
0.618 |
11,114.35 |
|
HIGH |
10,956.70 |
|
0.618 |
10,859.25 |
|
0.500 |
10,829.15 |
|
0.382 |
10,799.05 |
|
LOW |
10,701.60 |
|
0.618 |
10,543.95 |
|
1.000 |
10,446.50 |
|
1.618 |
10,288.85 |
|
2.618 |
10,033.75 |
|
4.250 |
9,617.43 |
|
|
| Fisher Pivots for day following 31-Jan-2000 |
| Pivot |
1 day |
3 day |
| R1 |
10,903.38 |
10,937.95 |
| PP |
10,866.27 |
10,935.40 |
| S1 |
10,829.15 |
10,932.85 |
|