Trading Metrics calculated at close of trading on 26-Oct-1999 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Oct-1999 |
26-Oct-1999 |
Change |
Change % |
Previous Week |
Open |
10,392.00 |
10,352.20 |
-39.80 |
-0.4% |
10,041.90 |
High |
10,469.30 |
10,408.20 |
-61.10 |
-0.6% |
10,520.90 |
Low |
10,315.10 |
10,300.90 |
-14.20 |
-0.1% |
9,976.02 |
Close |
10,349.90 |
10,302.10 |
-47.80 |
-0.5% |
10,470.30 |
Range |
154.20 |
107.30 |
-46.90 |
-30.4% |
544.88 |
ATR |
181.80 |
176.48 |
-5.32 |
-2.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 26-Oct-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,658.97 |
10,587.83 |
10,361.12 |
|
R3 |
10,551.67 |
10,480.53 |
10,331.61 |
|
R2 |
10,444.37 |
10,444.37 |
10,321.77 |
|
R1 |
10,373.23 |
10,373.23 |
10,311.94 |
10,355.15 |
PP |
10,337.07 |
10,337.07 |
10,337.07 |
10,328.03 |
S1 |
10,265.93 |
10,265.93 |
10,292.26 |
10,247.85 |
S2 |
10,229.77 |
10,229.77 |
10,282.43 |
|
S3 |
10,122.47 |
10,158.63 |
10,272.59 |
|
S4 |
10,015.17 |
10,051.33 |
10,243.09 |
|
|
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 |
10,177.40 |
343.50 |
3.3% |
177.16 |
1.7% |
36% |
False |
False |
|
10 |
10,520.90 |
9,976.02 |
544.88 |
5.3% |
196.99 |
1.9% |
60% |
False |
False |
|
20 |
10,719.10 |
9,976.02 |
743.08 |
7.2% |
178.07 |
1.7% |
44% |
False |
False |
|
40 |
11,142.40 |
9,976.02 |
1,166.38 |
11.3% |
167.69 |
1.6% |
28% |
False |
False |
|
60 |
11,365.90 |
9,976.02 |
1,389.88 |
13.5% |
161.64 |
1.6% |
23% |
False |
False |
|
80 |
11,365.90 |
9,976.02 |
1,389.88 |
13.5% |
153.46 |
1.5% |
23% |
False |
False |
|
100 |
11,365.90 |
9,976.02 |
1,389.88 |
13.5% |
153.10 |
1.5% |
23% |
False |
False |
|
120 |
11,365.90 |
9,976.02 |
1,389.88 |
13.5% |
154.57 |
1.5% |
23% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,864.23 |
2.618 |
10,689.11 |
1.618 |
10,581.81 |
1.000 |
10,515.50 |
0.618 |
10,474.51 |
HIGH |
10,408.20 |
0.618 |
10,367.21 |
0.500 |
10,354.55 |
0.382 |
10,341.89 |
LOW |
10,300.90 |
0.618 |
10,234.59 |
1.000 |
10,193.60 |
1.618 |
10,127.29 |
2.618 |
10,019.99 |
4.250 |
9,844.88 |
|
|
Fisher Pivots for day following 26-Oct-1999 |
Pivot |
1 day |
3 day |
R1 |
10,354.55 |
10,409.95 |
PP |
10,337.07 |
10,374.00 |
S1 |
10,319.58 |
10,338.05 |
|