Trading Metrics calculated at close of trading on 17-Nov-1999 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Nov-1999 |
17-Nov-1999 |
Change |
Change % |
Previous Week |
Open |
10,803.00 |
10,881.30 |
78.30 |
0.7% |
10,662.30 |
High |
10,937.80 |
10,937.50 |
-0.30 |
0.0% |
10,776.00 |
Low |
10,757.40 |
10,879.10 |
121.70 |
1.1% |
10,536.30 |
Close |
10,932.60 |
10,883.10 |
-49.50 |
-0.5% |
10,769.00 |
Range |
180.40 |
58.40 |
-122.00 |
-67.6% |
239.70 |
ATR |
158.06 |
150.94 |
-7.12 |
-4.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 17-Nov-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,075.10 |
11,037.50 |
10,915.22 |
|
R3 |
11,016.70 |
10,979.10 |
10,899.16 |
|
R2 |
10,958.30 |
10,958.30 |
10,893.81 |
|
R1 |
10,920.70 |
10,920.70 |
10,888.45 |
10,939.50 |
PP |
10,899.90 |
10,899.90 |
10,899.90 |
10,909.30 |
S1 |
10,862.30 |
10,862.30 |
10,877.75 |
10,881.10 |
S2 |
10,841.50 |
10,841.50 |
10,872.39 |
|
S3 |
10,783.10 |
10,803.90 |
10,867.04 |
|
S4 |
10,724.70 |
10,745.50 |
10,850.98 |
|
|
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 |
10,937.80 |
10,542.40 |
395.40 |
3.6% |
130.90 |
1.2% |
86% |
False |
False |
|
10 |
10,937.80 |
10,536.30 |
401.50 |
3.7% |
139.21 |
1.3% |
86% |
False |
False |
|
20 |
10,937.80 |
10,177.40 |
760.40 |
7.0% |
150.01 |
1.4% |
93% |
False |
False |
|
40 |
10,937.80 |
9,976.02 |
961.78 |
8.8% |
165.91 |
1.5% |
94% |
False |
False |
|
60 |
11,334.60 |
9,976.02 |
1,358.58 |
12.5% |
161.02 |
1.5% |
67% |
False |
False |
|
80 |
11,365.90 |
9,976.02 |
1,389.88 |
12.8% |
158.90 |
1.5% |
65% |
False |
False |
|
100 |
11,365.90 |
9,976.02 |
1,389.88 |
12.8% |
152.91 |
1.4% |
65% |
False |
False |
|
120 |
11,365.90 |
9,976.02 |
1,389.88 |
12.8% |
151.62 |
1.4% |
65% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,185.70 |
2.618 |
11,090.39 |
1.618 |
11,031.99 |
1.000 |
10,995.90 |
0.618 |
10,973.59 |
HIGH |
10,937.50 |
0.618 |
10,915.19 |
0.500 |
10,908.30 |
0.382 |
10,901.41 |
LOW |
10,879.10 |
0.618 |
10,843.01 |
1.000 |
10,820.70 |
1.618 |
10,784.61 |
2.618 |
10,726.21 |
4.250 |
10,630.90 |
|
|
Fisher Pivots for day following 17-Nov-1999 |
Pivot |
1 day |
3 day |
R1 |
10,908.30 |
10,863.72 |
PP |
10,899.90 |
10,844.33 |
S1 |
10,891.50 |
10,824.95 |
|