Trading Metrics calculated at close of trading on 18-Nov-1999 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Nov-1999 |
18-Nov-1999 |
Change |
Change % |
Previous Week |
Open |
10,881.30 |
10,975.80 |
94.50 |
0.9% |
10,662.30 |
High |
10,937.50 |
11,054.40 |
116.90 |
1.1% |
10,776.00 |
Low |
10,879.10 |
10,886.20 |
7.10 |
0.1% |
10,536.30 |
Close |
10,883.10 |
11,035.70 |
152.60 |
1.4% |
10,769.00 |
Range |
58.40 |
168.20 |
109.80 |
188.0% |
239.70 |
ATR |
150.94 |
152.40 |
1.45 |
1.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 18-Nov-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,496.70 |
11,434.40 |
11,128.21 |
|
R3 |
11,328.50 |
11,266.20 |
11,081.96 |
|
R2 |
11,160.30 |
11,160.30 |
11,066.54 |
|
R1 |
11,098.00 |
11,098.00 |
11,051.12 |
11,129.15 |
PP |
10,992.10 |
10,992.10 |
10,992.10 |
11,007.68 |
S1 |
10,929.80 |
10,929.80 |
11,020.28 |
10,960.95 |
S2 |
10,823.90 |
10,823.90 |
11,004.86 |
|
S3 |
10,655.70 |
10,761.60 |
10,989.45 |
|
S4 |
10,487.50 |
10,593.40 |
10,943.19 |
|
|
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 |
11,054.40 |
10,542.40 |
512.00 |
4.6% |
144.54 |
1.3% |
96% |
True |
False |
|
10 |
11,054.40 |
10,536.30 |
518.10 |
4.7% |
145.14 |
1.3% |
96% |
True |
False |
|
20 |
11,054.40 |
10,274.00 |
780.40 |
7.1% |
147.75 |
1.3% |
98% |
True |
False |
|
40 |
11,054.40 |
9,976.02 |
1,078.38 |
9.8% |
163.36 |
1.5% |
98% |
True |
False |
|
60 |
11,333.00 |
9,976.02 |
1,356.98 |
12.3% |
161.55 |
1.5% |
78% |
False |
False |
|
80 |
11,365.90 |
9,976.02 |
1,389.88 |
12.6% |
159.77 |
1.4% |
76% |
False |
False |
|
100 |
11,365.90 |
9,976.02 |
1,389.88 |
12.6% |
152.78 |
1.4% |
76% |
False |
False |
|
120 |
11,365.90 |
9,976.02 |
1,389.88 |
12.6% |
151.45 |
1.4% |
76% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,769.25 |
2.618 |
11,494.75 |
1.618 |
11,326.55 |
1.000 |
11,222.60 |
0.618 |
11,158.35 |
HIGH |
11,054.40 |
0.618 |
10,990.15 |
0.500 |
10,970.30 |
0.382 |
10,950.45 |
LOW |
10,886.20 |
0.618 |
10,782.25 |
1.000 |
10,718.00 |
1.618 |
10,614.05 |
2.618 |
10,445.85 |
4.250 |
10,171.35 |
|
|
Fisher Pivots for day following 18-Nov-1999 |
Pivot |
1 day |
3 day |
R1 |
11,013.90 |
10,992.43 |
PP |
10,992.10 |
10,949.17 |
S1 |
10,970.30 |
10,905.90 |
|