Strongly coupled plasma states of water were produced by a combination of static compression using diamond anvil cell and dynamic compression using laser shock. Their equations of state were probed by two VISAR systems and a SOP system. These equation of state data show that even in the strongly coupled plasma regime, the molecular dynamics simulations based on the density-functional theory can still give a reasonably good prediction on the equations of state. In addition, optical conductivity data derived from reflectivity measurements, together with the data from other literatures, show that the threshold energy for electronic excitation is about 0.88 eV when water is in the thermodynamic regime of about 100-400 GPa and 2500-25000 K, spanning the ionic fluid, superionic solid and plasma phases. In comparison, the threshold energy for ionic formation (charge transfer) is about 0.28 eV when water is in the thermodynamic regime of about 0-30 GPa and 300-2000 K, spanning the molecular fluid and ionic fluid phases. The coupling parameter data derived from both the equation of state data and reflectivity data show that the Coulomb interaction between electrons is much stronger than their average kinetic energies, which is similar to the case that one may find in the interior of Saturn.