Trading Metrics calculated at close of trading on 06-Oct-1999 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Oct-1999 |
06-Oct-1999 |
Change |
Change % |
Previous Week |
Open |
10,401.20 |
10,588.30 |
187.10 |
1.8% |
10,279.30 |
High |
10,509.20 |
10,588.30 |
79.10 |
0.8% |
10,402.80 |
Low |
10,277.10 |
10,399.50 |
122.40 |
1.2% |
10,081.10 |
Close |
10,400.60 |
10,588.30 |
187.70 |
1.8% |
10,273.00 |
Range |
232.10 |
188.80 |
-43.30 |
-18.7% |
321.70 |
ATR |
163.73 |
165.52 |
1.79 |
1.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 06-Oct-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,091.77 |
11,028.83 |
10,692.14 |
|
R3 |
10,902.97 |
10,840.03 |
10,640.22 |
|
R2 |
10,714.17 |
10,714.17 |
10,622.91 |
|
R1 |
10,651.23 |
10,651.23 |
10,605.61 |
10,682.70 |
PP |
10,525.37 |
10,525.37 |
10,525.37 |
10,541.10 |
S1 |
10,462.43 |
10,462.43 |
10,570.99 |
10,493.90 |
S2 |
10,336.57 |
10,336.57 |
10,553.69 |
|
S3 |
10,147.77 |
10,273.63 |
10,536.38 |
|
S4 |
9,958.97 |
10,084.83 |
10,484.46 |
|
|
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 |
10,588.30 |
10,184.00 |
404.30 |
3.8% |
181.20 |
1.7% |
100% |
True |
False |
|
10 |
10,588.30 |
10,081.10 |
507.20 |
4.8% |
180.14 |
1.7% |
100% |
True |
False |
|
20 |
11,142.40 |
10,081.10 |
1,061.30 |
10.0% |
159.41 |
1.5% |
48% |
False |
False |
|
40 |
11,365.90 |
10,081.10 |
1,284.80 |
12.1% |
156.30 |
1.5% |
39% |
False |
False |
|
60 |
11,365.90 |
10,081.10 |
1,284.80 |
12.1% |
151.82 |
1.4% |
39% |
False |
False |
|
80 |
11,365.90 |
10,081.10 |
1,284.80 |
12.1% |
147.46 |
1.4% |
39% |
False |
False |
|
100 |
11,365.90 |
10,081.10 |
1,284.80 |
12.1% |
150.36 |
1.4% |
39% |
False |
False |
|
120 |
11,365.90 |
10,081.10 |
1,284.80 |
12.1% |
153.73 |
1.5% |
39% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,390.70 |
2.618 |
11,082.58 |
1.618 |
10,893.78 |
1.000 |
10,777.10 |
0.618 |
10,704.98 |
HIGH |
10,588.30 |
0.618 |
10,516.18 |
0.500 |
10,493.90 |
0.382 |
10,471.62 |
LOW |
10,399.50 |
0.618 |
10,282.82 |
1.000 |
10,210.70 |
1.618 |
10,094.02 |
2.618 |
9,905.22 |
4.250 |
9,597.10 |
|
|
Fisher Pivots for day following 06-Oct-1999 |
Pivot |
1 day |
3 day |
R1 |
10,556.83 |
10,535.97 |
PP |
10,525.37 |
10,483.63 |
S1 |
10,493.90 |
10,431.30 |
|