Trading Metrics calculated at close of trading on 27-Sep-1999 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Sep-1999 |
27-Sep-1999 |
Change |
Change % |
Previous Week |
Open |
10,318.60 |
10,279.30 |
-39.30 |
-0.4% |
10,803.60 |
High |
10,336.30 |
10,402.50 |
66.20 |
0.6% |
10,845.70 |
Low |
10,187.20 |
10,279.30 |
92.10 |
0.9% |
10,187.20 |
Close |
10,279.30 |
10,303.40 |
24.10 |
0.2% |
10,279.30 |
Range |
149.10 |
123.20 |
-25.90 |
-17.4% |
658.50 |
ATR |
157.51 |
155.06 |
-2.45 |
-1.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 27-Sep-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,698.00 |
10,623.90 |
10,371.16 |
|
R3 |
10,574.80 |
10,500.70 |
10,337.28 |
|
R2 |
10,451.60 |
10,451.60 |
10,325.99 |
|
R1 |
10,377.50 |
10,377.50 |
10,314.69 |
10,414.55 |
PP |
10,328.40 |
10,328.40 |
10,328.40 |
10,346.93 |
S1 |
10,254.30 |
10,254.30 |
10,292.11 |
10,291.35 |
S2 |
10,205.20 |
10,205.20 |
10,280.81 |
|
S3 |
10,082.00 |
10,131.10 |
10,269.52 |
|
S4 |
9,958.80 |
10,007.90 |
10,235.64 |
|
|
Weekly Pivots for week ending 24-Sep-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,412.90 |
12,004.60 |
10,641.48 |
|
R3 |
11,754.40 |
11,346.10 |
10,460.39 |
|
R2 |
11,095.90 |
11,095.90 |
10,400.03 |
|
R1 |
10,687.60 |
10,687.60 |
10,339.66 |
10,562.50 |
PP |
10,437.40 |
10,437.40 |
10,437.40 |
10,374.85 |
S1 |
10,029.10 |
10,029.10 |
10,218.94 |
9,904.00 |
S2 |
9,778.90 |
9,778.90 |
10,158.58 |
|
S3 |
9,120.40 |
9,370.60 |
10,098.21 |
|
S4 |
8,461.90 |
8,712.10 |
9,917.13 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
10,823.00 |
10,187.20 |
635.80 |
6.2% |
185.18 |
1.8% |
18% |
False |
False |
|
10 |
11,028.70 |
10,187.20 |
841.50 |
8.2% |
163.69 |
1.6% |
14% |
False |
False |
|
20 |
11,142.40 |
10,187.20 |
955.20 |
9.3% |
156.92 |
1.5% |
12% |
False |
False |
|
40 |
11,365.90 |
10,187.20 |
1,178.70 |
11.4% |
152.12 |
1.5% |
10% |
False |
False |
|
60 |
11,365.90 |
10,187.20 |
1,178.70 |
11.4% |
142.79 |
1.4% |
10% |
False |
False |
|
80 |
11,365.90 |
10,187.20 |
1,178.70 |
11.4% |
145.74 |
1.4% |
10% |
False |
False |
|
100 |
11,365.90 |
10,187.20 |
1,178.70 |
11.4% |
148.85 |
1.4% |
10% |
False |
False |
|
120 |
11,365.90 |
10,059.80 |
1,306.10 |
12.7% |
151.80 |
1.5% |
19% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,926.10 |
2.618 |
10,725.04 |
1.618 |
10,601.84 |
1.000 |
10,525.70 |
0.618 |
10,478.64 |
HIGH |
10,402.50 |
0.618 |
10,355.44 |
0.500 |
10,340.90 |
0.382 |
10,326.36 |
LOW |
10,279.30 |
0.618 |
10,203.16 |
1.000 |
10,156.10 |
1.618 |
10,079.96 |
2.618 |
9,956.76 |
4.250 |
9,755.70 |
|
|
Fisher Pivots for day following 27-Sep-1999 |
Pivot |
1 day |
3 day |
R1 |
10,340.90 |
10,379.85 |
PP |
10,328.40 |
10,354.37 |
S1 |
10,315.90 |
10,328.88 |
|