Trading Metrics calculated at close of trading on 19-Nov-1999 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Nov-1999 |
19-Nov-1999 |
Change |
Change % |
Previous Week |
Open |
10,975.80 |
10,993.20 |
17.40 |
0.2% |
10,732.60 |
High |
11,054.40 |
11,036.60 |
-17.80 |
-0.2% |
11,054.40 |
Low |
10,886.20 |
10,976.10 |
89.90 |
0.8% |
10,712.10 |
Close |
11,035.70 |
11,003.90 |
-31.80 |
-0.3% |
11,003.90 |
Range |
168.20 |
60.50 |
-107.70 |
-64.0% |
342.30 |
ATR |
152.40 |
145.83 |
-6.56 |
-4.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 19-Nov-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,187.03 |
11,155.97 |
11,037.18 |
|
R3 |
11,126.53 |
11,095.47 |
11,020.54 |
|
R2 |
11,066.03 |
11,066.03 |
11,014.99 |
|
R1 |
11,034.97 |
11,034.97 |
11,009.45 |
11,050.50 |
PP |
11,005.53 |
11,005.53 |
11,005.53 |
11,013.30 |
S1 |
10,974.47 |
10,974.47 |
10,998.35 |
10,990.00 |
S2 |
10,945.03 |
10,945.03 |
10,992.81 |
|
S3 |
10,884.53 |
10,913.97 |
10,987.26 |
|
S4 |
10,824.03 |
10,853.47 |
10,970.63 |
|
|
Weekly Pivots for week ending 19-Nov-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,950.37 |
11,819.43 |
11,192.17 |
|
R3 |
11,608.07 |
11,477.13 |
11,098.03 |
|
R2 |
11,265.77 |
11,265.77 |
11,066.66 |
|
R1 |
11,134.83 |
11,134.83 |
11,035.28 |
11,200.30 |
PP |
10,923.47 |
10,923.47 |
10,923.47 |
10,956.20 |
S1 |
10,792.53 |
10,792.53 |
10,972.52 |
10,858.00 |
S2 |
10,581.17 |
10,581.17 |
10,941.15 |
|
S3 |
10,238.87 |
10,450.23 |
10,909.77 |
|
S4 |
9,896.57 |
10,107.93 |
10,815.64 |
|
|
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 |
10,712.10 |
342.30 |
3.1% |
110.76 |
1.0% |
85% |
False |
False |
|
10 |
11,054.40 |
10,536.30 |
518.10 |
4.7% |
130.76 |
1.2% |
90% |
False |
False |
|
20 |
11,054.40 |
10,274.00 |
780.40 |
7.1% |
139.68 |
1.3% |
94% |
False |
False |
|
40 |
11,054.40 |
9,976.02 |
1,078.38 |
9.8% |
161.14 |
1.5% |
95% |
False |
False |
|
60 |
11,229.20 |
9,976.02 |
1,253.18 |
11.4% |
160.20 |
1.5% |
82% |
False |
False |
|
80 |
11,365.90 |
9,976.02 |
1,389.88 |
12.6% |
157.31 |
1.4% |
74% |
False |
False |
|
100 |
11,365.90 |
9,976.02 |
1,389.88 |
12.6% |
150.67 |
1.4% |
74% |
False |
False |
|
120 |
11,365.90 |
9,976.02 |
1,389.88 |
12.6% |
150.60 |
1.4% |
74% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,293.73 |
2.618 |
11,194.99 |
1.618 |
11,134.49 |
1.000 |
11,097.10 |
0.618 |
11,073.99 |
HIGH |
11,036.60 |
0.618 |
11,013.49 |
0.500 |
11,006.35 |
0.382 |
10,999.21 |
LOW |
10,976.10 |
0.618 |
10,938.71 |
1.000 |
10,915.60 |
1.618 |
10,878.21 |
2.618 |
10,817.71 |
4.250 |
10,718.98 |
|
|
Fisher Pivots for day following 19-Nov-1999 |
Pivot |
1 day |
3 day |
R1 |
11,006.35 |
10,991.52 |
PP |
11,005.53 |
10,979.13 |
S1 |
11,004.72 |
10,966.75 |
|