Trading Metrics calculated at close of trading on 15-Nov-1999 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Nov-1999 |
15-Nov-1999 |
Change |
Change % |
Previous Week |
Open |
10,675.70 |
10,732.60 |
56.90 |
0.5% |
10,662.30 |
High |
10,771.80 |
10,798.40 |
26.60 |
0.2% |
10,776.00 |
Low |
10,542.40 |
10,712.10 |
169.70 |
1.6% |
10,536.30 |
Close |
10,769.00 |
10,760.80 |
-8.20 |
-0.1% |
10,769.00 |
Range |
229.40 |
86.30 |
-143.10 |
-62.4% |
239.70 |
ATR |
161.73 |
156.34 |
-5.39 |
-3.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 15-Nov-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,016.00 |
10,974.70 |
10,808.27 |
|
R3 |
10,929.70 |
10,888.40 |
10,784.53 |
|
R2 |
10,843.40 |
10,843.40 |
10,776.62 |
|
R1 |
10,802.10 |
10,802.10 |
10,768.71 |
10,822.75 |
PP |
10,757.10 |
10,757.10 |
10,757.10 |
10,767.43 |
S1 |
10,715.80 |
10,715.80 |
10,752.89 |
10,736.45 |
S2 |
10,670.80 |
10,670.80 |
10,744.98 |
|
S3 |
10,584.50 |
10,629.50 |
10,737.07 |
|
S4 |
10,498.20 |
10,543.20 |
10,713.34 |
|
|
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 |
10,798.40 |
10,536.30 |
262.10 |
2.4% |
142.90 |
1.3% |
86% |
True |
False |
|
10 |
10,842.70 |
10,536.30 |
306.40 |
2.8% |
141.97 |
1.3% |
73% |
False |
False |
|
20 |
10,842.70 |
10,117.50 |
725.20 |
6.7% |
158.42 |
1.5% |
89% |
False |
False |
|
40 |
10,842.70 |
9,976.02 |
866.68 |
8.1% |
169.52 |
1.6% |
91% |
False |
False |
|
60 |
11,365.90 |
9,976.02 |
1,389.88 |
12.9% |
163.26 |
1.5% |
56% |
False |
False |
|
80 |
11,365.90 |
9,976.02 |
1,389.88 |
12.9% |
159.24 |
1.5% |
56% |
False |
False |
|
100 |
11,365.90 |
9,976.02 |
1,389.88 |
12.9% |
153.02 |
1.4% |
56% |
False |
False |
|
120 |
11,365.90 |
9,976.02 |
1,389.88 |
12.9% |
152.88 |
1.4% |
56% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,165.18 |
2.618 |
11,024.33 |
1.618 |
10,938.03 |
1.000 |
10,884.70 |
0.618 |
10,851.73 |
HIGH |
10,798.40 |
0.618 |
10,765.43 |
0.500 |
10,755.25 |
0.382 |
10,745.07 |
LOW |
10,712.10 |
0.618 |
10,658.77 |
1.000 |
10,625.80 |
1.618 |
10,572.47 |
2.618 |
10,486.17 |
4.250 |
10,345.33 |
|
|
Fisher Pivots for day following 15-Nov-1999 |
Pivot |
1 day |
3 day |
R1 |
10,758.95 |
10,730.67 |
PP |
10,757.10 |
10,700.53 |
S1 |
10,755.25 |
10,670.40 |
|