Trading Metrics calculated at close of trading on 25-Oct-1999 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Oct-1999 |
25-Oct-1999 |
Change |
Change % |
Previous Week |
Open |
10,395.20 |
10,392.00 |
-3.20 |
0.0% |
10,041.90 |
High |
10,520.90 |
10,469.30 |
-51.60 |
-0.5% |
10,520.90 |
Low |
10,299.00 |
10,315.10 |
16.10 |
0.2% |
9,976.02 |
Close |
10,470.30 |
10,349.90 |
-120.40 |
-1.1% |
10,470.30 |
Range |
221.90 |
154.20 |
-67.70 |
-30.5% |
544.88 |
ATR |
183.85 |
181.80 |
-2.05 |
-1.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 25-Oct-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,840.70 |
10,749.50 |
10,434.71 |
|
R3 |
10,686.50 |
10,595.30 |
10,392.31 |
|
R2 |
10,532.30 |
10,532.30 |
10,378.17 |
|
R1 |
10,441.10 |
10,441.10 |
10,364.04 |
10,409.60 |
PP |
10,378.10 |
10,378.10 |
10,378.10 |
10,362.35 |
S1 |
10,286.90 |
10,286.90 |
10,335.77 |
10,255.40 |
S2 |
10,223.90 |
10,223.90 |
10,321.63 |
|
S3 |
10,069.70 |
10,132.70 |
10,307.50 |
|
S4 |
9,915.50 |
9,978.50 |
10,265.09 |
|
|
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 |
10,117.50 |
403.40 |
3.9% |
199.28 |
1.9% |
58% |
False |
False |
|
10 |
10,648.80 |
9,976.02 |
672.78 |
6.5% |
209.43 |
2.0% |
56% |
False |
False |
|
20 |
10,719.10 |
9,976.02 |
743.08 |
7.2% |
184.15 |
1.8% |
50% |
False |
False |
|
40 |
11,142.40 |
9,976.02 |
1,166.38 |
11.3% |
170.53 |
1.6% |
32% |
False |
False |
|
60 |
11,365.90 |
9,976.02 |
1,389.88 |
13.4% |
162.79 |
1.6% |
27% |
False |
False |
|
80 |
11,365.90 |
9,976.02 |
1,389.88 |
13.4% |
153.13 |
1.5% |
27% |
False |
False |
|
100 |
11,365.90 |
9,976.02 |
1,389.88 |
13.4% |
153.42 |
1.5% |
27% |
False |
False |
|
120 |
11,365.90 |
9,976.02 |
1,389.88 |
13.4% |
154.74 |
1.5% |
27% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,124.65 |
2.618 |
10,873.00 |
1.618 |
10,718.80 |
1.000 |
10,623.50 |
0.618 |
10,564.60 |
HIGH |
10,469.30 |
0.618 |
10,410.40 |
0.500 |
10,392.20 |
0.382 |
10,374.00 |
LOW |
10,315.10 |
0.618 |
10,219.80 |
1.000 |
10,160.90 |
1.618 |
10,065.60 |
2.618 |
9,911.40 |
4.250 |
9,659.75 |
|
|
Fisher Pivots for day following 25-Oct-1999 |
Pivot |
1 day |
3 day |
R1 |
10,392.20 |
10,349.65 |
PP |
10,378.10 |
10,349.40 |
S1 |
10,364.00 |
10,349.15 |
|