Trading Metrics calculated at close of trading on 22-Oct-1999 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Oct-1999 |
22-Oct-1999 |
Change |
Change % |
Previous Week |
Open |
10,180.20 |
10,395.20 |
215.00 |
2.1% |
10,041.90 |
High |
10,390.70 |
10,520.90 |
130.20 |
1.3% |
10,520.90 |
Low |
10,177.40 |
10,299.00 |
121.60 |
1.2% |
9,976.02 |
Close |
10,297.70 |
10,470.30 |
172.60 |
1.7% |
10,470.30 |
Range |
213.30 |
221.90 |
8.60 |
4.0% |
544.88 |
ATR |
180.82 |
183.85 |
3.03 |
1.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 22-Oct-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,095.77 |
11,004.93 |
10,592.35 |
|
R3 |
10,873.87 |
10,783.03 |
10,531.32 |
|
R2 |
10,651.97 |
10,651.97 |
10,510.98 |
|
R1 |
10,561.13 |
10,561.13 |
10,490.64 |
10,606.55 |
PP |
10,430.07 |
10,430.07 |
10,430.07 |
10,452.78 |
S1 |
10,339.23 |
10,339.23 |
10,449.96 |
10,384.65 |
S2 |
10,208.17 |
10,208.17 |
10,429.62 |
|
S3 |
9,986.27 |
10,117.33 |
10,409.28 |
|
S4 |
9,764.37 |
9,895.43 |
10,348.26 |
|
|
Weekly Pivots for week ending 22-Oct-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,957.05 |
11,758.55 |
10,769.98 |
|
R3 |
11,412.17 |
11,213.67 |
10,620.14 |
|
R2 |
10,867.29 |
10,867.29 |
10,570.19 |
|
R1 |
10,668.79 |
10,668.79 |
10,520.25 |
10,768.04 |
PP |
10,322.41 |
10,322.41 |
10,322.41 |
10,372.03 |
S1 |
10,123.91 |
10,123.91 |
10,420.35 |
10,223.16 |
S2 |
9,777.53 |
9,777.53 |
10,370.41 |
|
S3 |
9,232.65 |
9,579.03 |
10,320.46 |
|
S4 |
8,687.77 |
9,034.15 |
10,170.62 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
10,520.90 |
9,976.02 |
544.88 |
5.2% |
198.84 |
1.9% |
91% |
True |
False |
|
10 |
10,719.10 |
9,976.02 |
743.08 |
7.1% |
202.43 |
1.9% |
67% |
False |
False |
|
20 |
10,719.10 |
9,976.02 |
743.08 |
7.1% |
182.60 |
1.7% |
67% |
False |
False |
|
40 |
11,229.20 |
9,976.02 |
1,253.18 |
12.0% |
170.46 |
1.6% |
39% |
False |
False |
|
60 |
11,365.90 |
9,976.02 |
1,389.88 |
13.3% |
163.19 |
1.6% |
36% |
False |
False |
|
80 |
11,365.90 |
9,976.02 |
1,389.88 |
13.3% |
153.41 |
1.5% |
36% |
False |
False |
|
100 |
11,365.90 |
9,976.02 |
1,389.88 |
13.3% |
152.78 |
1.5% |
36% |
False |
False |
|
120 |
11,365.90 |
9,976.02 |
1,389.88 |
13.3% |
154.95 |
1.5% |
36% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,463.98 |
2.618 |
11,101.83 |
1.618 |
10,879.93 |
1.000 |
10,742.80 |
0.618 |
10,658.03 |
HIGH |
10,520.90 |
0.618 |
10,436.13 |
0.500 |
10,409.95 |
0.382 |
10,383.77 |
LOW |
10,299.00 |
0.618 |
10,161.87 |
1.000 |
10,077.10 |
1.618 |
9,939.97 |
2.618 |
9,718.07 |
4.250 |
9,355.93 |
|
|
Fisher Pivots for day following 22-Oct-1999 |
Pivot |
1 day |
3 day |
R1 |
10,450.18 |
10,429.92 |
PP |
10,430.07 |
10,389.53 |
S1 |
10,409.95 |
10,349.15 |
|