Trading Metrics calculated at close of trading on 04-Oct-1999 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Oct-1999 |
04-Oct-1999 |
Change |
Change % |
Previous Week |
Open |
10,337.00 |
10,273.00 |
-64.00 |
-0.6% |
10,279.30 |
High |
10,335.70 |
10,417.70 |
82.00 |
0.8% |
10,402.80 |
Low |
10,184.00 |
10,274.30 |
90.30 |
0.9% |
10,081.10 |
Close |
10,273.00 |
10,401.20 |
128.20 |
1.2% |
10,273.00 |
Range |
151.70 |
143.40 |
-8.30 |
-5.5% |
321.70 |
ATR |
159.53 |
158.47 |
-1.06 |
-0.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 04-Oct-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,794.60 |
10,741.30 |
10,480.07 |
|
R3 |
10,651.20 |
10,597.90 |
10,440.64 |
|
R2 |
10,507.80 |
10,507.80 |
10,427.49 |
|
R1 |
10,454.50 |
10,454.50 |
10,414.35 |
10,481.15 |
PP |
10,364.40 |
10,364.40 |
10,364.40 |
10,377.73 |
S1 |
10,311.10 |
10,311.10 |
10,388.06 |
10,337.75 |
S2 |
10,221.00 |
10,221.00 |
10,374.91 |
|
S3 |
10,077.60 |
10,167.70 |
10,361.77 |
|
S4 |
9,934.20 |
10,024.30 |
10,322.33 |
|
|
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 |
10,417.70 |
10,081.10 |
336.60 |
3.2% |
167.56 |
1.6% |
95% |
True |
False |
|
10 |
10,823.00 |
10,081.10 |
741.90 |
7.1% |
176.37 |
1.7% |
43% |
False |
False |
|
20 |
11,142.40 |
10,081.10 |
1,061.30 |
10.2% |
150.49 |
1.4% |
30% |
False |
False |
|
40 |
11,365.90 |
10,081.10 |
1,284.80 |
12.4% |
151.88 |
1.5% |
25% |
False |
False |
|
60 |
11,365.90 |
10,081.10 |
1,284.80 |
12.4% |
148.26 |
1.4% |
25% |
False |
False |
|
80 |
11,365.90 |
10,081.10 |
1,284.80 |
12.4% |
146.95 |
1.4% |
25% |
False |
False |
|
100 |
11,365.90 |
10,081.10 |
1,284.80 |
12.4% |
149.84 |
1.4% |
25% |
False |
False |
|
120 |
11,365.90 |
10,081.10 |
1,284.80 |
12.4% |
152.35 |
1.5% |
25% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,027.15 |
2.618 |
10,793.12 |
1.618 |
10,649.72 |
1.000 |
10,561.10 |
0.618 |
10,506.32 |
HIGH |
10,417.70 |
0.618 |
10,362.92 |
0.500 |
10,346.00 |
0.382 |
10,329.08 |
LOW |
10,274.30 |
0.618 |
10,185.68 |
1.000 |
10,130.90 |
1.618 |
10,042.28 |
2.618 |
9,898.88 |
4.250 |
9,664.85 |
|
|
Fisher Pivots for day following 04-Oct-1999 |
Pivot |
1 day |
3 day |
R1 |
10,382.80 |
10,367.75 |
PP |
10,364.40 |
10,334.30 |
S1 |
10,346.00 |
10,300.85 |
|