Trading Metrics calculated at close of trading on 21-Oct-1999 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Oct-1999 |
21-Oct-1999 |
Change |
Change % |
Previous Week |
Open |
10,287.60 |
10,180.20 |
-107.40 |
-1.0% |
10,649.80 |
High |
10,392.40 |
10,390.70 |
-1.70 |
0.0% |
10,719.10 |
Low |
10,203.30 |
10,177.40 |
-25.90 |
-0.3% |
9,998.18 |
Close |
10,392.40 |
10,297.70 |
-94.70 |
-0.9% |
10,019.70 |
Range |
189.10 |
213.30 |
24.20 |
12.8% |
720.92 |
ATR |
178.19 |
180.82 |
2.63 |
1.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 21-Oct-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,928.50 |
10,826.40 |
10,415.02 |
|
R3 |
10,715.20 |
10,613.10 |
10,356.36 |
|
R2 |
10,501.90 |
10,501.90 |
10,336.81 |
|
R1 |
10,399.80 |
10,399.80 |
10,317.25 |
10,450.85 |
PP |
10,288.60 |
10,288.60 |
10,288.60 |
10,314.13 |
S1 |
10,186.50 |
10,186.50 |
10,278.15 |
10,237.55 |
S2 |
10,075.30 |
10,075.30 |
10,258.60 |
|
S3 |
9,862.00 |
9,973.20 |
10,239.04 |
|
S4 |
9,648.70 |
9,759.90 |
10,180.39 |
|
|
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 |
10,392.40 |
9,976.02 |
416.38 |
4.0% |
212.14 |
2.1% |
77% |
False |
False |
|
10 |
10,719.10 |
9,976.02 |
743.08 |
7.2% |
195.19 |
1.9% |
43% |
False |
False |
|
20 |
10,719.10 |
9,976.02 |
743.08 |
7.2% |
178.96 |
1.7% |
43% |
False |
False |
|
40 |
11,333.00 |
9,976.02 |
1,356.98 |
13.2% |
168.45 |
1.6% |
24% |
False |
False |
|
60 |
11,365.90 |
9,976.02 |
1,389.88 |
13.5% |
163.78 |
1.6% |
23% |
False |
False |
|
80 |
11,365.90 |
9,976.02 |
1,389.88 |
13.5% |
154.04 |
1.5% |
23% |
False |
False |
|
100 |
11,365.90 |
9,976.02 |
1,389.88 |
13.5% |
152.19 |
1.5% |
23% |
False |
False |
|
120 |
11,365.90 |
9,976.02 |
1,389.88 |
13.5% |
154.49 |
1.5% |
23% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,297.23 |
2.618 |
10,949.12 |
1.618 |
10,735.82 |
1.000 |
10,604.00 |
0.618 |
10,522.52 |
HIGH |
10,390.70 |
0.618 |
10,309.22 |
0.500 |
10,284.05 |
0.382 |
10,258.88 |
LOW |
10,177.40 |
0.618 |
10,045.58 |
1.000 |
9,964.10 |
1.618 |
9,832.28 |
2.618 |
9,618.98 |
4.250 |
9,270.88 |
|
|
Fisher Pivots for day following 21-Oct-1999 |
Pivot |
1 day |
3 day |
R1 |
10,293.15 |
10,283.45 |
PP |
10,288.60 |
10,269.20 |
S1 |
10,284.05 |
10,254.95 |
|