Trading Metrics calculated at close of trading on 29-Nov-1999 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Nov-1999 |
29-Nov-1999 |
Change |
Change % |
Previous Week |
Open |
3,109.35 |
3,114.88 |
5.53 |
0.2% |
3,028.51 |
High |
3,151.77 |
3,127.05 |
-24.72 |
-0.8% |
3,151.77 |
Low |
3,108.49 |
3,063.23 |
-45.26 |
-1.5% |
2,975.71 |
Close |
3,116.62 |
3,063.23 |
-53.39 |
-1.7% |
3,116.62 |
Range |
43.28 |
63.82 |
20.54 |
47.5% |
176.06 |
ATR |
68.52 |
68.18 |
-0.34 |
-0.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 29-Nov-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,275.96 |
3,233.42 |
3,098.33 |
|
R3 |
3,212.14 |
3,169.60 |
3,080.78 |
|
R2 |
3,148.32 |
3,148.32 |
3,074.93 |
|
R1 |
3,105.78 |
3,105.78 |
3,069.08 |
3,095.14 |
PP |
3,084.50 |
3,084.50 |
3,084.50 |
3,079.19 |
S1 |
3,041.96 |
3,041.96 |
3,057.38 |
3,031.32 |
S2 |
3,020.68 |
3,020.68 |
3,051.53 |
|
S3 |
2,956.86 |
2,978.14 |
3,045.68 |
|
S4 |
2,893.04 |
2,914.32 |
3,028.13 |
|
|
Weekly Pivots for week ending 26-Nov-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,609.55 |
3,539.14 |
3,213.45 |
|
R3 |
3,433.49 |
3,363.08 |
3,165.04 |
|
R2 |
3,257.43 |
3,257.43 |
3,148.90 |
|
R1 |
3,187.02 |
3,187.02 |
3,132.76 |
3,222.23 |
PP |
3,081.37 |
3,081.37 |
3,081.37 |
3,098.97 |
S1 |
3,010.96 |
3,010.96 |
3,100.48 |
3,046.17 |
S2 |
2,905.31 |
2,905.31 |
3,084.34 |
|
S3 |
2,729.25 |
2,834.90 |
3,068.20 |
|
S4 |
2,553.19 |
2,658.84 |
3,019.79 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,151.77 |
2,975.71 |
176.06 |
5.7% |
74.18 |
2.4% |
50% |
False |
False |
|
10 |
3,151.77 |
2,869.45 |
282.32 |
9.2% |
66.75 |
2.2% |
69% |
False |
False |
|
20 |
3,151.77 |
2,612.39 |
539.38 |
17.6% |
64.58 |
2.1% |
84% |
False |
False |
|
40 |
3,151.77 |
2,299.95 |
851.82 |
27.8% |
65.87 |
2.2% |
90% |
False |
False |
|
60 |
3,151.77 |
2,299.95 |
851.82 |
27.8% |
64.79 |
2.1% |
90% |
False |
False |
|
80 |
3,151.77 |
2,120.26 |
1,031.51 |
33.7% |
62.54 |
2.0% |
91% |
False |
False |
|
100 |
3,151.77 |
2,120.26 |
1,031.51 |
33.7% |
61.34 |
2.0% |
91% |
False |
False |
|
120 |
3,151.77 |
2,020.38 |
1,131.39 |
36.9% |
60.86 |
2.0% |
92% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,398.29 |
2.618 |
3,294.13 |
1.618 |
3,230.31 |
1.000 |
3,190.87 |
0.618 |
3,166.49 |
HIGH |
3,127.05 |
0.618 |
3,102.67 |
0.500 |
3,095.14 |
0.382 |
3,087.61 |
LOW |
3,063.23 |
0.618 |
3,023.79 |
1.000 |
2,999.41 |
1.618 |
2,959.97 |
2.618 |
2,896.15 |
4.250 |
2,792.00 |
|
|
Fisher Pivots for day following 29-Nov-1999 |
Pivot |
1 day |
3 day |
R1 |
3,095.14 |
3,066.90 |
PP |
3,084.50 |
3,065.67 |
S1 |
3,073.87 |
3,064.45 |
|