Trading Metrics calculated at close of trading on 13-Oct-1999 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Oct-1999 |
13-Oct-1999 |
Change |
Change % |
Previous Week |
Open |
10,626.30 |
10,411.40 |
-214.90 |
-2.0% |
10,273.00 |
High |
10,648.80 |
10,443.00 |
-205.80 |
-1.9% |
10,655.80 |
Low |
10,417.10 |
10,226.50 |
-190.60 |
-1.8% |
10,274.30 |
Close |
10,417.10 |
10,232.20 |
-184.90 |
-1.8% |
10,649.80 |
Range |
231.70 |
216.50 |
-15.20 |
-6.6% |
381.50 |
ATR |
159.91 |
163.95 |
4.04 |
2.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 13-Oct-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,950.07 |
10,807.63 |
10,351.28 |
|
R3 |
10,733.57 |
10,591.13 |
10,291.74 |
|
R2 |
10,517.07 |
10,517.07 |
10,271.89 |
|
R1 |
10,374.63 |
10,374.63 |
10,252.05 |
10,337.60 |
PP |
10,300.57 |
10,300.57 |
10,300.57 |
10,282.05 |
S1 |
10,158.13 |
10,158.13 |
10,212.35 |
10,121.10 |
S2 |
10,084.07 |
10,084.07 |
10,192.51 |
|
S3 |
9,867.57 |
9,941.63 |
10,172.66 |
|
S4 |
9,651.07 |
9,725.13 |
10,113.13 |
|
|
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 |
10,226.50 |
492.60 |
4.8% |
155.64 |
1.5% |
1% |
False |
True |
|
10 |
10,719.10 |
10,184.00 |
535.10 |
5.2% |
168.42 |
1.6% |
9% |
False |
False |
|
20 |
10,860.90 |
10,081.10 |
779.80 |
7.6% |
165.81 |
1.6% |
19% |
False |
False |
|
40 |
11,365.90 |
10,081.10 |
1,284.80 |
12.6% |
159.12 |
1.6% |
12% |
False |
False |
|
60 |
11,365.90 |
10,081.10 |
1,284.80 |
12.6% |
155.67 |
1.5% |
12% |
False |
False |
|
80 |
11,365.90 |
10,081.10 |
1,284.80 |
12.6% |
148.69 |
1.5% |
12% |
False |
False |
|
100 |
11,365.90 |
10,081.10 |
1,284.80 |
12.6% |
151.84 |
1.5% |
12% |
False |
False |
|
120 |
11,365.90 |
10,081.10 |
1,284.80 |
12.6% |
152.16 |
1.5% |
12% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,363.13 |
2.618 |
11,009.80 |
1.618 |
10,793.30 |
1.000 |
10,659.50 |
0.618 |
10,576.80 |
HIGH |
10,443.00 |
0.618 |
10,360.30 |
0.500 |
10,334.75 |
0.382 |
10,309.20 |
LOW |
10,226.50 |
0.618 |
10,092.70 |
1.000 |
10,010.00 |
1.618 |
9,876.20 |
2.618 |
9,659.70 |
4.250 |
9,306.38 |
|
|
Fisher Pivots for day following 13-Oct-1999 |
Pivot |
1 day |
3 day |
R1 |
10,334.75 |
10,472.80 |
PP |
10,300.57 |
10,392.60 |
S1 |
10,266.38 |
10,312.40 |
|