Trading Metrics calculated at close of trading on 29-Sep-1999 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Sep-1999 |
29-Sep-1999 |
Change |
Change % |
Previous Week |
Open |
10,303.40 |
10,275.50 |
-27.90 |
-0.3% |
10,803.60 |
High |
10,310.00 |
10,334.70 |
24.70 |
0.2% |
10,845.70 |
Low |
10,081.10 |
10,210.90 |
129.80 |
1.3% |
10,187.20 |
Close |
10,275.50 |
10,213.50 |
-62.00 |
-0.6% |
10,279.30 |
Range |
228.90 |
123.80 |
-105.10 |
-45.9% |
658.50 |
ATR |
160.34 |
157.73 |
-2.61 |
-1.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 29-Sep-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,624.43 |
10,542.77 |
10,281.59 |
|
R3 |
10,500.63 |
10,418.97 |
10,247.55 |
|
R2 |
10,376.83 |
10,376.83 |
10,236.20 |
|
R1 |
10,295.17 |
10,295.17 |
10,224.85 |
10,274.10 |
PP |
10,253.03 |
10,253.03 |
10,253.03 |
10,242.50 |
S1 |
10,171.37 |
10,171.37 |
10,202.15 |
10,150.30 |
S2 |
10,129.23 |
10,129.23 |
10,190.80 |
|
S3 |
10,005.43 |
10,047.57 |
10,179.46 |
|
S4 |
9,881.63 |
9,923.77 |
10,145.41 |
|
|
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 |
10,572.50 |
10,081.10 |
491.40 |
4.8% |
179.08 |
1.8% |
27% |
False |
False |
|
10 |
10,860.90 |
10,081.10 |
779.80 |
7.6% |
163.19 |
1.6% |
17% |
False |
False |
|
20 |
11,142.40 |
10,081.10 |
1,061.30 |
10.4% |
153.50 |
1.5% |
12% |
False |
False |
|
40 |
11,365.90 |
10,081.10 |
1,284.80 |
12.6% |
153.68 |
1.5% |
10% |
False |
False |
|
60 |
11,365.90 |
10,081.10 |
1,284.80 |
12.6% |
145.11 |
1.4% |
10% |
False |
False |
|
80 |
11,365.90 |
10,081.10 |
1,284.80 |
12.6% |
146.72 |
1.4% |
10% |
False |
False |
|
100 |
11,365.90 |
10,081.10 |
1,284.80 |
12.6% |
150.10 |
1.5% |
10% |
False |
False |
|
120 |
11,365.90 |
10,081.10 |
1,284.80 |
12.6% |
152.52 |
1.5% |
10% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,860.85 |
2.618 |
10,658.81 |
1.618 |
10,535.01 |
1.000 |
10,458.50 |
0.618 |
10,411.21 |
HIGH |
10,334.70 |
0.618 |
10,287.41 |
0.500 |
10,272.80 |
0.382 |
10,258.19 |
LOW |
10,210.90 |
0.618 |
10,134.39 |
1.000 |
10,087.10 |
1.618 |
10,010.59 |
2.618 |
9,886.79 |
4.250 |
9,684.75 |
|
|
Fisher Pivots for day following 29-Sep-1999 |
Pivot |
1 day |
3 day |
R1 |
10,272.80 |
10,241.80 |
PP |
10,253.03 |
10,232.37 |
S1 |
10,233.27 |
10,222.93 |
|