Trading Metrics calculated at close of trading on 11-Oct-1999 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Oct-1999 |
11-Oct-1999 |
Change |
Change % |
Previous Week |
Open |
10,537.00 |
10,649.80 |
112.80 |
1.1% |
10,273.00 |
High |
10,655.80 |
10,719.10 |
63.30 |
0.6% |
10,655.80 |
Low |
10,506.30 |
10,634.90 |
128.60 |
1.2% |
10,274.30 |
Close |
10,649.80 |
10,648.20 |
-1.60 |
0.0% |
10,649.80 |
Range |
149.50 |
84.20 |
-65.30 |
-43.7% |
381.50 |
ATR |
159.78 |
154.39 |
-5.40 |
-3.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 11-Oct-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,920.00 |
10,868.30 |
10,694.51 |
|
R3 |
10,835.80 |
10,784.10 |
10,671.36 |
|
R2 |
10,751.60 |
10,751.60 |
10,663.64 |
|
R1 |
10,699.90 |
10,699.90 |
10,655.92 |
10,683.65 |
PP |
10,667.40 |
10,667.40 |
10,667.40 |
10,659.28 |
S1 |
10,615.70 |
10,615.70 |
10,640.48 |
10,599.45 |
S2 |
10,583.20 |
10,583.20 |
10,632.76 |
|
S3 |
10,499.00 |
10,531.50 |
10,625.05 |
|
S4 |
10,414.80 |
10,447.30 |
10,601.89 |
|
|
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 |
10,719.10 |
10,277.10 |
442.00 |
4.2% |
150.18 |
1.4% |
84% |
True |
False |
|
10 |
10,719.10 |
10,081.10 |
638.00 |
6.0% |
158.87 |
1.5% |
89% |
True |
False |
|
20 |
11,028.70 |
10,081.10 |
947.60 |
8.9% |
161.28 |
1.5% |
60% |
False |
False |
|
40 |
11,365.90 |
10,081.10 |
1,284.80 |
12.1% |
152.95 |
1.4% |
44% |
False |
False |
|
60 |
11,365.90 |
10,081.10 |
1,284.80 |
12.1% |
153.39 |
1.4% |
44% |
False |
False |
|
80 |
11,365.90 |
10,081.10 |
1,284.80 |
12.1% |
145.60 |
1.4% |
44% |
False |
False |
|
100 |
11,365.90 |
10,081.10 |
1,284.80 |
12.1% |
149.17 |
1.4% |
44% |
False |
False |
|
120 |
11,365.90 |
10,081.10 |
1,284.80 |
12.1% |
150.78 |
1.4% |
44% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,076.95 |
2.618 |
10,939.54 |
1.618 |
10,855.34 |
1.000 |
10,803.30 |
0.618 |
10,771.14 |
HIGH |
10,719.10 |
0.618 |
10,686.94 |
0.500 |
10,677.00 |
0.382 |
10,667.06 |
LOW |
10,634.90 |
0.618 |
10,582.86 |
1.000 |
10,550.70 |
1.618 |
10,498.66 |
2.618 |
10,414.46 |
4.250 |
10,277.05 |
|
|
Fisher Pivots for day following 11-Oct-1999 |
Pivot |
1 day |
3 day |
R1 |
10,677.00 |
10,636.37 |
PP |
10,667.40 |
10,624.53 |
S1 |
10,657.80 |
10,612.70 |
|