Trading Metrics calculated at close of trading on 12-Nov-1999 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Nov-1999 |
12-Nov-1999 |
Change |
Change % |
Previous Week |
Open |
10,611.20 |
10,675.70 |
64.50 |
0.6% |
10,662.30 |
High |
10,643.90 |
10,771.80 |
127.90 |
1.2% |
10,776.00 |
Low |
10,543.90 |
10,542.40 |
-1.50 |
0.0% |
10,536.30 |
Close |
10,595.30 |
10,769.00 |
173.70 |
1.6% |
10,769.00 |
Range |
100.00 |
229.40 |
129.40 |
129.4% |
239.70 |
ATR |
156.52 |
161.73 |
5.21 |
3.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 12-Nov-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,382.60 |
11,305.20 |
10,895.17 |
|
R3 |
11,153.20 |
11,075.80 |
10,832.09 |
|
R2 |
10,923.80 |
10,923.80 |
10,811.06 |
|
R1 |
10,846.40 |
10,846.40 |
10,790.03 |
10,885.10 |
PP |
10,694.40 |
10,694.40 |
10,694.40 |
10,713.75 |
S1 |
10,617.00 |
10,617.00 |
10,747.97 |
10,655.70 |
S2 |
10,465.00 |
10,465.00 |
10,726.94 |
|
S3 |
10,235.60 |
10,387.60 |
10,705.92 |
|
S4 |
10,006.20 |
10,158.20 |
10,642.83 |
|
|
Weekly Pivots for week ending 12-Nov-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,412.87 |
11,330.63 |
10,900.84 |
|
R3 |
11,173.17 |
11,090.93 |
10,834.92 |
|
R2 |
10,933.47 |
10,933.47 |
10,812.95 |
|
R1 |
10,851.23 |
10,851.23 |
10,790.97 |
10,892.35 |
PP |
10,693.77 |
10,693.77 |
10,693.77 |
10,714.33 |
S1 |
10,611.53 |
10,611.53 |
10,747.03 |
10,652.65 |
S2 |
10,454.07 |
10,454.07 |
10,725.06 |
|
S3 |
10,214.37 |
10,371.83 |
10,703.08 |
|
S4 |
9,974.67 |
10,132.13 |
10,637.17 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
10,776.00 |
10,536.30 |
239.70 |
2.2% |
150.76 |
1.4% |
97% |
False |
False |
|
10 |
10,842.70 |
10,536.30 |
306.40 |
2.8% |
143.07 |
1.3% |
76% |
False |
False |
|
20 |
10,842.70 |
9,976.02 |
866.68 |
8.0% |
161.70 |
1.5% |
91% |
False |
False |
|
40 |
10,845.70 |
9,976.02 |
869.68 |
8.1% |
168.99 |
1.6% |
91% |
False |
False |
|
60 |
11,365.90 |
9,976.02 |
1,389.88 |
12.9% |
164.11 |
1.5% |
57% |
False |
False |
|
80 |
11,365.90 |
9,976.02 |
1,389.88 |
12.9% |
159.97 |
1.5% |
57% |
False |
False |
|
100 |
11,365.90 |
9,976.02 |
1,389.88 |
12.9% |
154.11 |
1.4% |
57% |
False |
False |
|
120 |
11,365.90 |
9,976.02 |
1,389.88 |
12.9% |
153.84 |
1.4% |
57% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,746.75 |
2.618 |
11,372.37 |
1.618 |
11,142.97 |
1.000 |
11,001.20 |
0.618 |
10,913.57 |
HIGH |
10,771.80 |
0.618 |
10,684.17 |
0.500 |
10,657.10 |
0.382 |
10,630.03 |
LOW |
10,542.40 |
0.618 |
10,400.63 |
1.000 |
10,313.00 |
1.618 |
10,171.23 |
2.618 |
9,941.83 |
4.250 |
9,567.45 |
|
|
Fisher Pivots for day following 12-Nov-1999 |
Pivot |
1 day |
3 day |
R1 |
10,731.70 |
10,730.68 |
PP |
10,694.40 |
10,692.37 |
S1 |
10,657.10 |
10,654.05 |
|