Trading Metrics calculated at close of trading on 01-Nov-1999 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Oct-1999 |
01-Nov-1999 |
Change |
Change % |
Previous Week |
Open |
10,689.70 |
10,695.60 |
5.90 |
0.1% |
10,392.00 |
High |
10,790.00 |
10,745.80 |
-44.20 |
-0.4% |
10,790.00 |
Low |
10,628.90 |
10,648.50 |
19.60 |
0.2% |
10,274.00 |
Close |
10,731.80 |
10,648.50 |
-83.30 |
-0.8% |
10,731.80 |
Range |
161.10 |
97.30 |
-63.80 |
-39.6% |
516.00 |
ATR |
178.39 |
172.60 |
-5.79 |
-3.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 01-Nov-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,972.83 |
10,907.97 |
10,702.02 |
|
R3 |
10,875.53 |
10,810.67 |
10,675.26 |
|
R2 |
10,778.23 |
10,778.23 |
10,666.34 |
|
R1 |
10,713.37 |
10,713.37 |
10,657.42 |
10,697.15 |
PP |
10,680.93 |
10,680.93 |
10,680.93 |
10,672.83 |
S1 |
10,616.07 |
10,616.07 |
10,639.58 |
10,599.85 |
S2 |
10,583.63 |
10,583.63 |
10,630.66 |
|
S3 |
10,486.33 |
10,518.77 |
10,621.74 |
|
S4 |
10,389.03 |
10,421.47 |
10,594.99 |
|
|
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% |
150.44 |
1.4% |
73% |
False |
False |
|
10 |
10,790.00 |
10,117.50 |
672.50 |
6.3% |
174.86 |
1.6% |
79% |
False |
False |
|
20 |
10,790.00 |
9,976.02 |
813.98 |
7.6% |
179.87 |
1.7% |
83% |
False |
False |
|
40 |
11,142.40 |
9,976.02 |
1,166.38 |
11.0% |
165.18 |
1.6% |
58% |
False |
False |
|
60 |
11,365.90 |
9,976.02 |
1,389.88 |
13.1% |
161.21 |
1.5% |
48% |
False |
False |
|
80 |
11,365.90 |
9,976.02 |
1,389.88 |
13.1% |
156.16 |
1.5% |
48% |
False |
False |
|
100 |
11,365.90 |
9,976.02 |
1,389.88 |
13.1% |
153.54 |
1.4% |
48% |
False |
False |
|
120 |
11,365.90 |
9,976.02 |
1,389.88 |
13.1% |
154.85 |
1.5% |
48% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,159.33 |
2.618 |
11,000.53 |
1.618 |
10,903.23 |
1.000 |
10,843.10 |
0.618 |
10,805.93 |
HIGH |
10,745.80 |
0.618 |
10,708.63 |
0.500 |
10,697.15 |
0.382 |
10,685.67 |
LOW |
10,648.50 |
0.618 |
10,588.37 |
1.000 |
10,551.20 |
1.618 |
10,491.07 |
2.618 |
10,393.77 |
4.250 |
10,234.98 |
|
|
Fisher Pivots for day following 01-Nov-1999 |
Pivot |
1 day |
3 day |
R1 |
10,697.15 |
10,630.28 |
PP |
10,680.93 |
10,612.07 |
S1 |
10,664.72 |
10,593.85 |
|