Trading Metrics calculated at close of trading on 04-Nov-1999 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Nov-1999 |
04-Nov-1999 |
Change |
Change % |
Previous Week |
Open |
10,669.90 |
10,689.20 |
19.30 |
0.2% |
10,392.00 |
High |
10,650.40 |
10,711.80 |
61.40 |
0.6% |
10,790.00 |
Low |
10,563.20 |
10,602.90 |
39.70 |
0.4% |
10,274.00 |
Close |
10,609.10 |
10,639.60 |
30.50 |
0.3% |
10,731.80 |
Range |
87.20 |
108.90 |
21.70 |
24.9% |
516.00 |
ATR |
166.94 |
162.79 |
-4.15 |
-2.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 04-Nov-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,978.13 |
10,917.77 |
10,699.50 |
|
R3 |
10,869.23 |
10,808.87 |
10,669.55 |
|
R2 |
10,760.33 |
10,760.33 |
10,659.57 |
|
R1 |
10,699.97 |
10,699.97 |
10,649.58 |
10,675.70 |
PP |
10,651.43 |
10,651.43 |
10,651.43 |
10,639.30 |
S1 |
10,591.07 |
10,591.07 |
10,629.62 |
10,566.80 |
S2 |
10,542.53 |
10,542.53 |
10,619.64 |
|
S3 |
10,433.63 |
10,482.17 |
10,609.65 |
|
S4 |
10,324.73 |
10,373.27 |
10,579.71 |
|
|
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 |
10,563.20 |
226.80 |
2.1% |
126.74 |
1.2% |
34% |
False |
False |
|
10 |
10,790.00 |
10,274.00 |
516.00 |
4.8% |
150.36 |
1.4% |
71% |
False |
False |
|
20 |
10,790.00 |
9,976.02 |
813.98 |
7.7% |
172.78 |
1.6% |
82% |
False |
False |
|
40 |
11,142.40 |
9,976.02 |
1,166.38 |
11.0% |
165.65 |
1.6% |
57% |
False |
False |
|
60 |
11,365.90 |
9,976.02 |
1,389.88 |
13.1% |
160.92 |
1.5% |
48% |
False |
False |
|
80 |
11,365.90 |
9,976.02 |
1,389.88 |
13.1% |
157.05 |
1.5% |
48% |
False |
False |
|
100 |
11,365.90 |
9,976.02 |
1,389.88 |
13.1% |
152.28 |
1.4% |
48% |
False |
False |
|
120 |
11,365.90 |
9,976.02 |
1,389.88 |
13.1% |
153.53 |
1.4% |
48% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,174.63 |
2.618 |
10,996.90 |
1.618 |
10,888.00 |
1.000 |
10,820.70 |
0.618 |
10,779.10 |
HIGH |
10,711.80 |
0.618 |
10,670.20 |
0.500 |
10,657.35 |
0.382 |
10,644.50 |
LOW |
10,602.90 |
0.618 |
10,535.60 |
1.000 |
10,494.00 |
1.618 |
10,426.70 |
2.618 |
10,317.80 |
4.250 |
10,140.08 |
|
|
Fisher Pivots for day following 04-Nov-1999 |
Pivot |
1 day |
3 day |
R1 |
10,657.35 |
10,657.55 |
PP |
10,651.43 |
10,651.57 |
S1 |
10,645.52 |
10,645.58 |
|