Trading Metrics calculated at close of trading on 28-Oct-1999 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Oct-1999 |
28-Oct-1999 |
Change |
Change % |
Previous Week |
Open |
10,307.20 |
10,547.50 |
240.30 |
2.3% |
10,041.90 |
High |
10,420.50 |
10,637.70 |
217.20 |
2.1% |
10,520.90 |
Low |
10,274.00 |
10,397.70 |
123.70 |
1.2% |
9,976.02 |
Close |
10,394.90 |
10,622.50 |
227.60 |
2.2% |
10,470.30 |
Range |
146.50 |
240.00 |
93.50 |
63.8% |
544.88 |
ATR |
174.34 |
179.23 |
4.89 |
2.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 28-Oct-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,272.63 |
11,187.57 |
10,754.50 |
|
R3 |
11,032.63 |
10,947.57 |
10,688.50 |
|
R2 |
10,792.63 |
10,792.63 |
10,666.50 |
|
R1 |
10,707.57 |
10,707.57 |
10,644.50 |
10,750.10 |
PP |
10,552.63 |
10,552.63 |
10,552.63 |
10,573.90 |
S1 |
10,467.57 |
10,467.57 |
10,600.50 |
10,510.10 |
S2 |
10,312.63 |
10,312.63 |
10,578.50 |
|
S3 |
10,072.63 |
10,227.57 |
10,556.50 |
|
S4 |
9,832.63 |
9,987.57 |
10,490.50 |
|
|
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 |
10,637.70 |
10,274.00 |
363.70 |
3.4% |
173.98 |
1.6% |
96% |
True |
False |
|
10 |
10,637.70 |
9,976.02 |
661.68 |
6.2% |
193.06 |
1.8% |
98% |
True |
False |
|
20 |
10,719.10 |
9,976.02 |
743.08 |
7.0% |
181.71 |
1.7% |
87% |
False |
False |
|
40 |
11,142.40 |
9,976.02 |
1,166.38 |
11.0% |
169.53 |
1.6% |
55% |
False |
False |
|
60 |
11,365.90 |
9,976.02 |
1,389.88 |
13.1% |
163.52 |
1.5% |
47% |
False |
False |
|
80 |
11,365.90 |
9,976.02 |
1,389.88 |
13.1% |
155.30 |
1.5% |
47% |
False |
False |
|
100 |
11,365.90 |
9,976.02 |
1,389.88 |
13.1% |
153.77 |
1.4% |
47% |
False |
False |
|
120 |
11,365.90 |
9,976.02 |
1,389.88 |
13.1% |
155.71 |
1.5% |
47% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,657.70 |
2.618 |
11,266.02 |
1.618 |
11,026.02 |
1.000 |
10,877.70 |
0.618 |
10,786.02 |
HIGH |
10,637.70 |
0.618 |
10,546.02 |
0.500 |
10,517.70 |
0.382 |
10,489.38 |
LOW |
10,397.70 |
0.618 |
10,249.38 |
1.000 |
10,157.70 |
1.618 |
10,009.38 |
2.618 |
9,769.38 |
4.250 |
9,377.70 |
|
|
Fisher Pivots for day following 28-Oct-1999 |
Pivot |
1 day |
3 day |
R1 |
10,587.57 |
10,566.95 |
PP |
10,552.63 |
10,511.40 |
S1 |
10,517.70 |
10,455.85 |
|