Trading Metrics calculated at close of trading on 27-Oct-1999 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Oct-1999 |
27-Oct-1999 |
Change |
Change % |
Previous Week |
Open |
10,352.20 |
10,307.20 |
-45.00 |
-0.4% |
10,041.90 |
High |
10,408.20 |
10,420.50 |
12.30 |
0.1% |
10,520.90 |
Low |
10,300.90 |
10,274.00 |
-26.90 |
-0.3% |
9,976.02 |
Close |
10,302.10 |
10,394.90 |
92.80 |
0.9% |
10,470.30 |
Range |
107.30 |
146.50 |
39.20 |
36.5% |
544.88 |
ATR |
176.48 |
174.34 |
-2.14 |
-1.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 27-Oct-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,802.63 |
10,745.27 |
10,475.48 |
|
R3 |
10,656.13 |
10,598.77 |
10,435.19 |
|
R2 |
10,509.63 |
10,509.63 |
10,421.76 |
|
R1 |
10,452.27 |
10,452.27 |
10,408.33 |
10,480.95 |
PP |
10,363.13 |
10,363.13 |
10,363.13 |
10,377.48 |
S1 |
10,305.77 |
10,305.77 |
10,381.47 |
10,334.45 |
S2 |
10,216.63 |
10,216.63 |
10,368.04 |
|
S3 |
10,070.13 |
10,159.27 |
10,354.61 |
|
S4 |
9,923.63 |
10,012.77 |
10,314.33 |
|
|
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% |
168.64 |
1.6% |
63% |
False |
False |
|
10 |
10,520.90 |
9,976.02 |
544.88 |
5.2% |
189.99 |
1.8% |
77% |
False |
False |
|
20 |
10,719.10 |
9,976.02 |
743.08 |
7.1% |
179.21 |
1.7% |
56% |
False |
False |
|
40 |
11,142.40 |
9,976.02 |
1,166.38 |
11.2% |
166.35 |
1.6% |
36% |
False |
False |
|
60 |
11,365.90 |
9,976.02 |
1,389.88 |
13.4% |
162.19 |
1.6% |
30% |
False |
False |
|
80 |
11,365.90 |
9,976.02 |
1,389.88 |
13.4% |
153.64 |
1.5% |
30% |
False |
False |
|
100 |
11,365.90 |
9,976.02 |
1,389.88 |
13.4% |
153.21 |
1.5% |
30% |
False |
False |
|
120 |
11,365.90 |
9,976.02 |
1,389.88 |
13.4% |
154.95 |
1.5% |
30% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,043.13 |
2.618 |
10,804.04 |
1.618 |
10,657.54 |
1.000 |
10,567.00 |
0.618 |
10,511.04 |
HIGH |
10,420.50 |
0.618 |
10,364.54 |
0.500 |
10,347.25 |
0.382 |
10,329.96 |
LOW |
10,274.00 |
0.618 |
10,183.46 |
1.000 |
10,127.50 |
1.618 |
10,036.96 |
2.618 |
9,890.46 |
4.250 |
9,651.38 |
|
|
Fisher Pivots for day following 27-Oct-1999 |
Pivot |
1 day |
3 day |
R1 |
10,379.02 |
10,387.15 |
PP |
10,363.13 |
10,379.40 |
S1 |
10,347.25 |
10,371.65 |
|