Trading Metrics calculated at close of trading on 08-Nov-1999 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Nov-1999 |
08-Nov-1999 |
Change |
Change % |
Previous Week |
Open |
10,770.50 |
10,662.30 |
-108.20 |
-1.0% |
10,695.60 |
High |
10,842.70 |
10,776.00 |
-66.70 |
-0.6% |
10,842.70 |
Low |
10,638.40 |
10,650.40 |
12.00 |
0.1% |
10,563.20 |
Close |
10,704.50 |
10,718.90 |
14.40 |
0.1% |
10,704.50 |
Range |
204.30 |
125.60 |
-78.70 |
-38.5% |
279.50 |
ATR |
165.76 |
162.89 |
-2.87 |
-1.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 08-Nov-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,091.90 |
11,031.00 |
10,787.98 |
|
R3 |
10,966.30 |
10,905.40 |
10,753.44 |
|
R2 |
10,840.70 |
10,840.70 |
10,741.93 |
|
R1 |
10,779.80 |
10,779.80 |
10,730.41 |
10,810.25 |
PP |
10,715.10 |
10,715.10 |
10,715.10 |
10,730.33 |
S1 |
10,654.20 |
10,654.20 |
10,707.39 |
10,684.65 |
S2 |
10,589.50 |
10,589.50 |
10,695.87 |
|
S3 |
10,463.90 |
10,528.60 |
10,684.36 |
|
S4 |
10,338.30 |
10,403.00 |
10,649.82 |
|
|
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% |
141.04 |
1.3% |
56% |
False |
False |
|
10 |
10,842.70 |
10,274.00 |
568.70 |
5.3% |
145.74 |
1.4% |
78% |
False |
False |
|
20 |
10,842.70 |
9,976.02 |
866.68 |
8.1% |
177.59 |
1.7% |
86% |
False |
False |
|
40 |
11,028.70 |
9,976.02 |
1,052.68 |
9.8% |
169.43 |
1.6% |
71% |
False |
False |
|
60 |
11,365.90 |
9,976.02 |
1,389.88 |
13.0% |
161.16 |
1.5% |
53% |
False |
False |
|
80 |
11,365.90 |
9,976.02 |
1,389.88 |
13.0% |
159.44 |
1.5% |
53% |
False |
False |
|
100 |
11,365.90 |
9,976.02 |
1,389.88 |
13.0% |
152.00 |
1.4% |
53% |
False |
False |
|
120 |
11,365.90 |
9,976.02 |
1,389.88 |
13.0% |
153.90 |
1.4% |
53% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,309.80 |
2.618 |
11,104.82 |
1.618 |
10,979.22 |
1.000 |
10,901.60 |
0.618 |
10,853.62 |
HIGH |
10,776.00 |
0.618 |
10,728.02 |
0.500 |
10,713.20 |
0.382 |
10,698.38 |
LOW |
10,650.40 |
0.618 |
10,572.78 |
1.000 |
10,524.80 |
1.618 |
10,447.18 |
2.618 |
10,321.58 |
4.250 |
10,116.60 |
|
|
Fisher Pivots for day following 08-Nov-1999 |
Pivot |
1 day |
3 day |
R1 |
10,717.00 |
10,722.80 |
PP |
10,715.10 |
10,721.50 |
S1 |
10,713.20 |
10,720.20 |
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