Trading Metrics calculated at close of trading on 02-Nov-1999 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Nov-1999 |
02-Nov-1999 |
Change |
Change % |
Previous Week |
Open |
10,695.60 |
10,668.40 |
-27.20 |
-0.3% |
10,392.00 |
High |
10,745.80 |
10,751.90 |
6.10 |
0.1% |
10,790.00 |
Low |
10,648.50 |
10,572.70 |
-75.80 |
-0.7% |
10,274.00 |
Close |
10,648.50 |
10,581.80 |
-66.70 |
-0.6% |
10,731.80 |
Range |
97.30 |
179.20 |
81.90 |
84.2% |
516.00 |
ATR |
172.60 |
173.07 |
0.47 |
0.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 02-Nov-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,173.07 |
11,056.63 |
10,680.36 |
|
R3 |
10,993.87 |
10,877.43 |
10,631.08 |
|
R2 |
10,814.67 |
10,814.67 |
10,614.65 |
|
R1 |
10,698.23 |
10,698.23 |
10,598.23 |
10,666.85 |
PP |
10,635.47 |
10,635.47 |
10,635.47 |
10,619.78 |
S1 |
10,519.03 |
10,519.03 |
10,565.37 |
10,487.65 |
S2 |
10,456.27 |
10,456.27 |
10,548.95 |
|
S3 |
10,277.07 |
10,339.83 |
10,532.52 |
|
S4 |
10,097.87 |
10,160.63 |
10,483.24 |
|
|
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 |
4.9% |
164.82 |
1.6% |
60% |
False |
False |
|
10 |
10,790.00 |
10,177.40 |
612.60 |
5.8% |
170.99 |
1.6% |
66% |
False |
False |
|
20 |
10,790.00 |
9,976.02 |
813.98 |
7.7% |
177.23 |
1.7% |
74% |
False |
False |
|
40 |
11,142.40 |
9,976.02 |
1,166.38 |
11.0% |
167.36 |
1.6% |
52% |
False |
False |
|
60 |
11,365.90 |
9,976.02 |
1,389.88 |
13.1% |
162.89 |
1.5% |
44% |
False |
False |
|
80 |
11,365.90 |
9,976.02 |
1,389.88 |
13.1% |
157.39 |
1.5% |
44% |
False |
False |
|
100 |
11,365.90 |
9,976.02 |
1,389.88 |
13.1% |
152.72 |
1.4% |
44% |
False |
False |
|
120 |
11,365.90 |
9,976.02 |
1,389.88 |
13.1% |
155.24 |
1.5% |
44% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,513.50 |
2.618 |
11,221.05 |
1.618 |
11,041.85 |
1.000 |
10,931.10 |
0.618 |
10,862.65 |
HIGH |
10,751.90 |
0.618 |
10,683.45 |
0.500 |
10,662.30 |
0.382 |
10,641.15 |
LOW |
10,572.70 |
0.618 |
10,461.95 |
1.000 |
10,393.50 |
1.618 |
10,282.75 |
2.618 |
10,103.55 |
4.250 |
9,811.10 |
|
|
Fisher Pivots for day following 02-Nov-1999 |
Pivot |
1 day |
3 day |
R1 |
10,662.30 |
10,681.35 |
PP |
10,635.47 |
10,648.17 |
S1 |
10,608.63 |
10,614.98 |
|