Trading Metrics calculated at close of trading on 08-Oct-1999 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Oct-1999 |
08-Oct-1999 |
Change |
Change % |
Previous Week |
Open |
10,588.30 |
10,537.00 |
-51.30 |
-0.5% |
10,273.00 |
High |
10,604.50 |
10,655.80 |
51.30 |
0.5% |
10,655.80 |
Low |
10,508.20 |
10,506.30 |
-1.90 |
0.0% |
10,274.30 |
Close |
10,537.00 |
10,649.80 |
112.80 |
1.1% |
10,649.80 |
Range |
96.30 |
149.50 |
53.20 |
55.2% |
381.50 |
ATR |
160.58 |
159.78 |
-0.79 |
-0.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 08-Oct-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,052.47 |
11,000.63 |
10,732.03 |
|
R3 |
10,902.97 |
10,851.13 |
10,690.91 |
|
R2 |
10,753.47 |
10,753.47 |
10,677.21 |
|
R1 |
10,701.63 |
10,701.63 |
10,663.50 |
10,727.55 |
PP |
10,603.97 |
10,603.97 |
10,603.97 |
10,616.93 |
S1 |
10,552.13 |
10,552.13 |
10,636.10 |
10,578.05 |
S2 |
10,454.47 |
10,454.47 |
10,622.39 |
|
S3 |
10,304.97 |
10,402.63 |
10,608.69 |
|
S4 |
10,155.47 |
10,253.13 |
10,567.58 |
|
|
Weekly Pivots for week ending 08-Oct-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,671.13 |
11,541.97 |
10,859.63 |
|
R3 |
11,289.63 |
11,160.47 |
10,754.71 |
|
R2 |
10,908.13 |
10,908.13 |
10,719.74 |
|
R1 |
10,778.97 |
10,778.97 |
10,684.77 |
10,843.55 |
PP |
10,526.63 |
10,526.63 |
10,526.63 |
10,558.93 |
S1 |
10,397.47 |
10,397.47 |
10,614.83 |
10,462.05 |
S2 |
10,145.13 |
10,145.13 |
10,579.86 |
|
S3 |
9,763.63 |
10,015.97 |
10,544.89 |
|
S4 |
9,382.13 |
9,634.47 |
10,439.98 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
10,655.80 |
10,274.30 |
381.50 |
3.6% |
162.02 |
1.5% |
98% |
True |
False |
|
10 |
10,655.80 |
10,081.10 |
574.70 |
5.4% |
162.77 |
1.5% |
99% |
True |
False |
|
20 |
11,042.40 |
10,081.10 |
961.30 |
9.0% |
160.08 |
1.5% |
59% |
False |
False |
|
40 |
11,365.90 |
10,081.10 |
1,284.80 |
12.1% |
155.73 |
1.5% |
44% |
False |
False |
|
60 |
11,365.90 |
10,081.10 |
1,284.80 |
12.1% |
153.16 |
1.4% |
44% |
False |
False |
|
80 |
11,365.90 |
10,081.10 |
1,284.80 |
12.1% |
146.50 |
1.4% |
44% |
False |
False |
|
100 |
11,365.90 |
10,081.10 |
1,284.80 |
12.1% |
149.27 |
1.4% |
44% |
False |
False |
|
120 |
11,365.90 |
10,081.10 |
1,284.80 |
12.1% |
151.41 |
1.4% |
44% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,291.18 |
2.618 |
11,047.19 |
1.618 |
10,897.69 |
1.000 |
10,805.30 |
0.618 |
10,748.19 |
HIGH |
10,655.80 |
0.618 |
10,598.69 |
0.500 |
10,581.05 |
0.382 |
10,563.41 |
LOW |
10,506.30 |
0.618 |
10,413.91 |
1.000 |
10,356.80 |
1.618 |
10,264.41 |
2.618 |
10,114.91 |
4.250 |
9,870.93 |
|
|
Fisher Pivots for day following 08-Oct-1999 |
Pivot |
1 day |
3 day |
R1 |
10,626.88 |
10,609.08 |
PP |
10,603.97 |
10,568.37 |
S1 |
10,581.05 |
10,527.65 |
|