Trading Metrics calculated at close of trading on 23-Sep-1999 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Sep-1999 |
23-Sep-1999 |
Change |
Change % |
Previous Week |
Open |
10,598.50 |
10,524.10 |
-74.40 |
-0.7% |
11,028.40 |
High |
10,606.10 |
10,572.50 |
-33.60 |
-0.3% |
11,042.40 |
Low |
10,494.00 |
10,302.10 |
-191.90 |
-1.8% |
10,626.70 |
Close |
10,524.10 |
10,318.60 |
-205.50 |
-2.0% |
10,803.60 |
Range |
112.10 |
270.40 |
158.30 |
141.2% |
415.70 |
ATR |
149.53 |
158.16 |
8.63 |
5.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 23-Sep-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,208.93 |
11,034.17 |
10,467.32 |
|
R3 |
10,938.53 |
10,763.77 |
10,392.96 |
|
R2 |
10,668.13 |
10,668.13 |
10,368.17 |
|
R1 |
10,493.37 |
10,493.37 |
10,343.39 |
10,445.55 |
PP |
10,397.73 |
10,397.73 |
10,397.73 |
10,373.83 |
S1 |
10,222.97 |
10,222.97 |
10,293.81 |
10,175.15 |
S2 |
10,127.33 |
10,127.33 |
10,269.03 |
|
S3 |
9,856.93 |
9,952.57 |
10,244.24 |
|
S4 |
9,586.53 |
9,682.17 |
10,169.88 |
|
|
Weekly Pivots for week ending 17-Sep-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,071.33 |
11,853.17 |
11,032.24 |
|
R3 |
11,655.63 |
11,437.47 |
10,917.92 |
|
R2 |
11,239.93 |
11,239.93 |
10,879.81 |
|
R1 |
11,021.77 |
11,021.77 |
10,841.71 |
10,923.00 |
PP |
10,824.23 |
10,824.23 |
10,824.23 |
10,774.85 |
S1 |
10,606.07 |
10,606.07 |
10,765.49 |
10,507.30 |
S2 |
10,408.53 |
10,408.53 |
10,727.39 |
|
S3 |
9,992.83 |
10,190.37 |
10,689.28 |
|
S4 |
9,577.13 |
9,774.67 |
10,574.97 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
10,860.90 |
10,302.10 |
558.80 |
5.4% |
166.86 |
1.6% |
3% |
False |
True |
|
10 |
11,142.40 |
10,302.10 |
840.30 |
8.1% |
154.32 |
1.5% |
2% |
False |
True |
|
20 |
11,333.00 |
10,302.10 |
1,030.90 |
10.0% |
157.95 |
1.5% |
2% |
False |
True |
|
40 |
11,365.90 |
10,302.10 |
1,063.80 |
10.3% |
156.19 |
1.5% |
2% |
False |
True |
|
60 |
11,365.90 |
10,302.10 |
1,063.80 |
10.3% |
145.73 |
1.4% |
2% |
False |
True |
|
80 |
11,365.90 |
10,302.10 |
1,063.80 |
10.3% |
145.50 |
1.4% |
2% |
False |
True |
|
100 |
11,365.90 |
10,302.10 |
1,063.80 |
10.3% |
149.59 |
1.4% |
2% |
False |
True |
|
120 |
11,365.90 |
9,915.76 |
1,450.14 |
14.1% |
151.61 |
1.5% |
28% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,721.70 |
2.618 |
11,280.41 |
1.618 |
11,010.01 |
1.000 |
10,842.90 |
0.618 |
10,739.61 |
HIGH |
10,572.50 |
0.618 |
10,469.21 |
0.500 |
10,437.30 |
0.382 |
10,405.39 |
LOW |
10,302.10 |
0.618 |
10,134.99 |
1.000 |
10,031.70 |
1.618 |
9,864.59 |
2.618 |
9,594.19 |
4.250 |
9,152.90 |
|
|
Fisher Pivots for day following 23-Sep-1999 |
Pivot |
1 day |
3 day |
R1 |
10,437.30 |
10,562.55 |
PP |
10,397.73 |
10,481.23 |
S1 |
10,358.17 |
10,399.92 |
|