Trading Metrics calculated at close of trading on 05-Nov-1999 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Nov-1999 |
05-Nov-1999 |
Change |
Change % |
Previous Week |
Open |
10,689.20 |
10,770.50 |
81.30 |
0.8% |
10,695.60 |
High |
10,711.80 |
10,842.70 |
130.90 |
1.2% |
10,842.70 |
Low |
10,602.90 |
10,638.40 |
35.50 |
0.3% |
10,563.20 |
Close |
10,639.60 |
10,704.50 |
64.90 |
0.6% |
10,704.50 |
Range |
108.90 |
204.30 |
95.40 |
87.6% |
279.50 |
ATR |
162.79 |
165.76 |
2.96 |
1.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 05-Nov-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,341.43 |
11,227.27 |
10,816.87 |
|
R3 |
11,137.13 |
11,022.97 |
10,760.68 |
|
R2 |
10,932.83 |
10,932.83 |
10,741.96 |
|
R1 |
10,818.67 |
10,818.67 |
10,723.23 |
10,773.60 |
PP |
10,728.53 |
10,728.53 |
10,728.53 |
10,706.00 |
S1 |
10,614.37 |
10,614.37 |
10,685.77 |
10,569.30 |
S2 |
10,524.23 |
10,524.23 |
10,667.05 |
|
S3 |
10,319.93 |
10,410.07 |
10,648.32 |
|
S4 |
10,115.63 |
10,205.77 |
10,592.14 |
|
|
Weekly Pivots for week ending 05-Nov-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,541.97 |
11,402.73 |
10,858.23 |
|
R3 |
11,262.47 |
11,123.23 |
10,781.36 |
|
R2 |
10,982.97 |
10,982.97 |
10,755.74 |
|
R1 |
10,843.73 |
10,843.73 |
10,730.12 |
10,913.35 |
PP |
10,703.47 |
10,703.47 |
10,703.47 |
10,738.28 |
S1 |
10,564.23 |
10,564.23 |
10,678.88 |
10,633.85 |
S2 |
10,423.97 |
10,423.97 |
10,653.26 |
|
S3 |
10,144.47 |
10,284.73 |
10,627.64 |
|
S4 |
9,864.97 |
10,005.23 |
10,550.78 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
10,842.70 |
10,563.20 |
279.50 |
2.6% |
135.38 |
1.3% |
51% |
True |
False |
|
10 |
10,842.70 |
10,274.00 |
568.70 |
5.3% |
148.60 |
1.4% |
76% |
True |
False |
|
20 |
10,842.70 |
9,976.02 |
866.68 |
8.1% |
175.52 |
1.6% |
84% |
True |
False |
|
40 |
11,042.40 |
9,976.02 |
1,066.38 |
10.0% |
167.80 |
1.6% |
68% |
False |
False |
|
60 |
11,365.90 |
9,976.02 |
1,389.88 |
13.0% |
162.32 |
1.5% |
52% |
False |
False |
|
80 |
11,365.90 |
9,976.02 |
1,389.88 |
13.0% |
158.75 |
1.5% |
52% |
False |
False |
|
100 |
11,365.90 |
9,976.02 |
1,389.88 |
13.0% |
152.30 |
1.4% |
52% |
False |
False |
|
120 |
11,365.90 |
9,976.02 |
1,389.88 |
13.0% |
153.64 |
1.4% |
52% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,710.98 |
2.618 |
11,377.56 |
1.618 |
11,173.26 |
1.000 |
11,047.00 |
0.618 |
10,968.96 |
HIGH |
10,842.70 |
0.618 |
10,764.66 |
0.500 |
10,740.55 |
0.382 |
10,716.44 |
LOW |
10,638.40 |
0.618 |
10,512.14 |
1.000 |
10,434.10 |
1.618 |
10,307.84 |
2.618 |
10,103.54 |
4.250 |
9,770.13 |
|
|
Fisher Pivots for day following 05-Nov-1999 |
Pivot |
1 day |
3 day |
R1 |
10,740.55 |
10,703.98 |
PP |
10,728.53 |
10,703.47 |
S1 |
10,716.52 |
10,702.95 |
|