Trading Metrics calculated at close of trading on 30-Sep-1999 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Sep-1999 |
30-Sep-1999 |
Change |
Change % |
Previous Week |
Open |
10,275.50 |
10,213.50 |
-62.00 |
-0.6% |
10,803.60 |
High |
10,334.70 |
10,402.80 |
68.10 |
0.7% |
10,845.70 |
Low |
10,210.90 |
10,212.80 |
1.90 |
0.0% |
10,187.20 |
Close |
10,213.50 |
10,337.00 |
123.50 |
1.2% |
10,279.30 |
Range |
123.80 |
190.00 |
66.20 |
53.5% |
658.50 |
ATR |
157.73 |
160.03 |
2.31 |
1.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 30-Sep-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,887.53 |
10,802.27 |
10,441.50 |
|
R3 |
10,697.53 |
10,612.27 |
10,389.25 |
|
R2 |
10,507.53 |
10,507.53 |
10,371.83 |
|
R1 |
10,422.27 |
10,422.27 |
10,354.42 |
10,464.90 |
PP |
10,317.53 |
10,317.53 |
10,317.53 |
10,338.85 |
S1 |
10,232.27 |
10,232.27 |
10,319.58 |
10,274.90 |
S2 |
10,127.53 |
10,127.53 |
10,302.17 |
|
S3 |
9,937.53 |
10,042.27 |
10,284.75 |
|
S4 |
9,747.53 |
9,852.27 |
10,232.50 |
|
|
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 |
10,402.80 |
10,081.10 |
321.70 |
3.1% |
163.00 |
1.6% |
80% |
True |
False |
|
10 |
10,860.90 |
10,081.10 |
779.80 |
7.5% |
164.93 |
1.6% |
33% |
False |
False |
|
20 |
11,142.40 |
10,081.10 |
1,061.30 |
10.3% |
157.35 |
1.5% |
24% |
False |
False |
|
40 |
11,365.90 |
10,081.10 |
1,284.80 |
12.4% |
154.43 |
1.5% |
20% |
False |
False |
|
60 |
11,365.90 |
10,081.10 |
1,284.80 |
12.4% |
146.50 |
1.4% |
20% |
False |
False |
|
80 |
11,365.90 |
10,081.10 |
1,284.80 |
12.4% |
146.78 |
1.4% |
20% |
False |
False |
|
100 |
11,365.90 |
10,081.10 |
1,284.80 |
12.4% |
150.52 |
1.5% |
20% |
False |
False |
|
120 |
11,365.90 |
10,081.10 |
1,284.80 |
12.4% |
152.07 |
1.5% |
20% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,210.30 |
2.618 |
10,900.22 |
1.618 |
10,710.22 |
1.000 |
10,592.80 |
0.618 |
10,520.22 |
HIGH |
10,402.80 |
0.618 |
10,330.22 |
0.500 |
10,307.80 |
0.382 |
10,285.38 |
LOW |
10,212.80 |
0.618 |
10,095.38 |
1.000 |
10,022.80 |
1.618 |
9,905.38 |
2.618 |
9,715.38 |
4.250 |
9,405.30 |
|
|
Fisher Pivots for day following 30-Sep-1999 |
Pivot |
1 day |
3 day |
R1 |
10,327.27 |
10,305.32 |
PP |
10,317.53 |
10,273.63 |
S1 |
10,307.80 |
10,241.95 |
|