Trading Metrics calculated at close of trading on 01-Oct-1999 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Sep-1999 |
01-Oct-1999 |
Change |
Change % |
Previous Week |
Open |
10,213.50 |
10,337.00 |
123.50 |
1.2% |
10,279.30 |
High |
10,402.80 |
10,335.70 |
-67.10 |
-0.6% |
10,402.80 |
Low |
10,212.80 |
10,184.00 |
-28.80 |
-0.3% |
10,081.10 |
Close |
10,337.00 |
10,273.00 |
-64.00 |
-0.6% |
10,273.00 |
Range |
190.00 |
151.70 |
-38.30 |
-20.2% |
321.70 |
ATR |
160.03 |
159.53 |
-0.50 |
-0.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 01-Oct-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,719.33 |
10,647.87 |
10,356.44 |
|
R3 |
10,567.63 |
10,496.17 |
10,314.72 |
|
R2 |
10,415.93 |
10,415.93 |
10,300.81 |
|
R1 |
10,344.47 |
10,344.47 |
10,286.91 |
10,304.35 |
PP |
10,264.23 |
10,264.23 |
10,264.23 |
10,244.18 |
S1 |
10,192.77 |
10,192.77 |
10,259.09 |
10,152.65 |
S2 |
10,112.53 |
10,112.53 |
10,245.19 |
|
S3 |
9,960.83 |
10,041.07 |
10,231.28 |
|
S4 |
9,809.13 |
9,889.37 |
10,189.57 |
|
|
Weekly Pivots for week ending 01-Oct-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,217.40 |
11,066.90 |
10,449.94 |
|
R3 |
10,895.70 |
10,745.20 |
10,361.47 |
|
R2 |
10,574.00 |
10,574.00 |
10,331.98 |
|
R1 |
10,423.50 |
10,423.50 |
10,302.49 |
10,337.90 |
PP |
10,252.30 |
10,252.30 |
10,252.30 |
10,209.50 |
S1 |
10,101.80 |
10,101.80 |
10,243.51 |
10,016.20 |
S2 |
9,930.60 |
9,930.60 |
10,214.02 |
|
S3 |
9,608.90 |
9,780.10 |
10,184.53 |
|
S4 |
9,287.20 |
9,458.40 |
10,096.07 |
|
|
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% |
163.52 |
1.6% |
60% |
False |
False |
|
10 |
10,845.70 |
10,081.10 |
764.60 |
7.4% |
168.52 |
1.6% |
25% |
False |
False |
|
20 |
11,142.40 |
10,081.10 |
1,061.30 |
10.3% |
154.86 |
1.5% |
18% |
False |
False |
|
40 |
11,365.90 |
10,081.10 |
1,284.80 |
12.5% |
152.42 |
1.5% |
15% |
False |
False |
|
60 |
11,365.90 |
10,081.10 |
1,284.80 |
12.5% |
147.04 |
1.4% |
15% |
False |
False |
|
80 |
11,365.90 |
10,081.10 |
1,284.80 |
12.5% |
147.21 |
1.4% |
15% |
False |
False |
|
100 |
11,365.90 |
10,081.10 |
1,284.80 |
12.5% |
150.72 |
1.5% |
15% |
False |
False |
|
120 |
11,365.90 |
10,081.10 |
1,284.80 |
12.5% |
152.48 |
1.5% |
15% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,980.43 |
2.618 |
10,732.85 |
1.618 |
10,581.15 |
1.000 |
10,487.40 |
0.618 |
10,429.45 |
HIGH |
10,335.70 |
0.618 |
10,277.75 |
0.500 |
10,259.85 |
0.382 |
10,241.95 |
LOW |
10,184.00 |
0.618 |
10,090.25 |
1.000 |
10,032.30 |
1.618 |
9,938.55 |
2.618 |
9,786.85 |
4.250 |
9,539.28 |
|
|
Fisher Pivots for day following 01-Oct-1999 |
Pivot |
1 day |
3 day |
R1 |
10,268.62 |
10,293.40 |
PP |
10,264.23 |
10,286.60 |
S1 |
10,259.85 |
10,279.80 |
|