Trading Metrics calculated at close of trading on 29-Oct-1999 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Oct-1999 |
29-Oct-1999 |
Change |
Change % |
Previous Week |
Open |
10,547.50 |
10,689.70 |
142.20 |
1.3% |
10,392.00 |
High |
10,637.70 |
10,790.00 |
152.30 |
1.4% |
10,790.00 |
Low |
10,397.70 |
10,628.90 |
231.20 |
2.2% |
10,274.00 |
Close |
10,622.50 |
10,731.80 |
109.30 |
1.0% |
10,731.80 |
Range |
240.00 |
161.10 |
-78.90 |
-32.9% |
516.00 |
ATR |
179.23 |
178.39 |
-0.84 |
-0.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 29-Oct-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,200.20 |
11,127.10 |
10,820.41 |
|
R3 |
11,039.10 |
10,966.00 |
10,776.10 |
|
R2 |
10,878.00 |
10,878.00 |
10,761.34 |
|
R1 |
10,804.90 |
10,804.90 |
10,746.57 |
10,841.45 |
PP |
10,716.90 |
10,716.90 |
10,716.90 |
10,735.18 |
S1 |
10,643.80 |
10,643.80 |
10,717.03 |
10,680.35 |
S2 |
10,555.80 |
10,555.80 |
10,702.27 |
|
S3 |
10,394.70 |
10,482.70 |
10,687.50 |
|
S4 |
10,233.60 |
10,321.60 |
10,643.20 |
|
|
Weekly Pivots for week ending 29-Oct-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,146.60 |
11,955.20 |
11,015.60 |
|
R3 |
11,630.60 |
11,439.20 |
10,873.70 |
|
R2 |
11,114.60 |
11,114.60 |
10,826.40 |
|
R1 |
10,923.20 |
10,923.20 |
10,779.10 |
11,018.90 |
PP |
10,598.60 |
10,598.60 |
10,598.60 |
10,646.45 |
S1 |
10,407.20 |
10,407.20 |
10,684.50 |
10,502.90 |
S2 |
10,082.60 |
10,082.60 |
10,637.20 |
|
S3 |
9,566.60 |
9,891.20 |
10,589.90 |
|
S4 |
9,050.60 |
9,375.20 |
10,448.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
10,790.00 |
10,274.00 |
516.00 |
4.8% |
161.82 |
1.5% |
89% |
True |
False |
|
10 |
10,790.00 |
9,976.02 |
813.98 |
7.6% |
180.33 |
1.7% |
93% |
True |
False |
|
20 |
10,790.00 |
9,976.02 |
813.98 |
7.6% |
182.18 |
1.7% |
93% |
True |
False |
|
40 |
11,142.40 |
9,976.02 |
1,166.38 |
10.9% |
168.52 |
1.6% |
65% |
False |
False |
|
60 |
11,365.90 |
9,976.02 |
1,389.88 |
13.0% |
162.34 |
1.5% |
54% |
False |
False |
|
80 |
11,365.90 |
9,976.02 |
1,389.88 |
13.0% |
155.82 |
1.5% |
54% |
False |
False |
|
100 |
11,365.90 |
9,976.02 |
1,389.88 |
13.0% |
154.20 |
1.4% |
54% |
False |
False |
|
120 |
11,365.90 |
9,976.02 |
1,389.88 |
13.0% |
155.96 |
1.5% |
54% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,474.68 |
2.618 |
11,211.76 |
1.618 |
11,050.66 |
1.000 |
10,951.10 |
0.618 |
10,889.56 |
HIGH |
10,790.00 |
0.618 |
10,728.46 |
0.500 |
10,709.45 |
0.382 |
10,690.44 |
LOW |
10,628.90 |
0.618 |
10,529.34 |
1.000 |
10,467.80 |
1.618 |
10,368.24 |
2.618 |
10,207.14 |
4.250 |
9,944.23 |
|
|
Fisher Pivots for day following 29-Oct-1999 |
Pivot |
1 day |
3 day |
R1 |
10,724.35 |
10,665.20 |
PP |
10,716.90 |
10,598.60 |
S1 |
10,709.45 |
10,532.00 |
|