Trading Metrics calculated at close of trading on 19-Oct-1999 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Oct-1999 |
19-Oct-1999 |
Change |
Change % |
Previous Week |
Open |
10,041.90 |
10,277.10 |
235.20 |
2.3% |
10,649.80 |
High |
10,128.00 |
10,335.40 |
207.40 |
2.0% |
10,719.10 |
Low |
9,976.02 |
10,117.50 |
141.48 |
1.4% |
9,998.18 |
Close |
10,116.30 |
10,204.90 |
88.60 |
0.9% |
10,019.70 |
Range |
151.98 |
217.90 |
65.92 |
43.4% |
720.92 |
ATR |
174.14 |
177.36 |
3.21 |
1.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 19-Oct-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,872.97 |
10,756.83 |
10,324.75 |
|
R3 |
10,655.07 |
10,538.93 |
10,264.82 |
|
R2 |
10,437.17 |
10,437.17 |
10,244.85 |
|
R1 |
10,321.03 |
10,321.03 |
10,224.87 |
10,270.15 |
PP |
10,219.27 |
10,219.27 |
10,219.27 |
10,193.83 |
S1 |
10,103.13 |
10,103.13 |
10,184.93 |
10,052.25 |
S2 |
10,001.37 |
10,001.37 |
10,164.95 |
|
S3 |
9,783.47 |
9,885.23 |
10,144.98 |
|
S4 |
9,565.57 |
9,667.33 |
10,085.06 |
|
|
Weekly Pivots for week ending 15-Oct-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,408.42 |
11,934.98 |
10,416.21 |
|
R3 |
11,687.50 |
11,214.06 |
10,217.95 |
|
R2 |
10,966.58 |
10,966.58 |
10,151.87 |
|
R1 |
10,493.14 |
10,493.14 |
10,085.78 |
10,369.40 |
PP |
10,245.66 |
10,245.66 |
10,245.66 |
10,183.79 |
S1 |
9,772.22 |
9,772.22 |
9,953.62 |
9,648.48 |
S2 |
9,524.74 |
9,524.74 |
9,887.53 |
|
S3 |
8,803.82 |
9,051.30 |
9,821.45 |
|
S4 |
8,082.90 |
8,330.38 |
9,623.19 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
10,443.00 |
9,976.02 |
466.98 |
4.6% |
216.82 |
2.1% |
49% |
False |
False |
|
10 |
10,719.10 |
9,976.02 |
743.08 |
7.3% |
183.46 |
1.8% |
31% |
False |
False |
|
20 |
10,719.10 |
9,976.02 |
743.08 |
7.3% |
177.97 |
1.7% |
31% |
False |
False |
|
40 |
11,365.90 |
9,976.02 |
1,389.88 |
13.6% |
166.09 |
1.6% |
16% |
False |
False |
|
60 |
11,365.90 |
9,976.02 |
1,389.88 |
13.6% |
161.52 |
1.6% |
16% |
False |
False |
|
80 |
11,365.90 |
9,976.02 |
1,389.88 |
13.6% |
152.98 |
1.5% |
16% |
False |
False |
|
100 |
11,365.90 |
9,976.02 |
1,389.88 |
13.6% |
151.28 |
1.5% |
16% |
False |
False |
|
120 |
11,365.90 |
9,976.02 |
1,389.88 |
13.6% |
155.85 |
1.5% |
16% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,261.48 |
2.618 |
10,905.86 |
1.618 |
10,687.96 |
1.000 |
10,553.30 |
0.618 |
10,470.06 |
HIGH |
10,335.40 |
0.618 |
10,252.16 |
0.500 |
10,226.45 |
0.382 |
10,200.74 |
LOW |
10,117.50 |
0.618 |
9,982.84 |
1.000 |
9,899.60 |
1.618 |
9,764.94 |
2.618 |
9,547.04 |
4.250 |
9,191.43 |
|
|
Fisher Pivots for day following 19-Oct-1999 |
Pivot |
1 day |
3 day |
R1 |
10,226.45 |
10,188.50 |
PP |
10,219.27 |
10,172.11 |
S1 |
10,212.08 |
10,155.71 |
|