| Trading Metrics calculated at close of trading on 22-Nov-1999 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Nov-1999 |
22-Nov-1999 |
Change |
Change % |
Previous Week |
| Open |
10,993.20 |
11,010.60 |
17.40 |
0.2% |
10,732.60 |
| High |
11,036.60 |
11,112.80 |
76.20 |
0.7% |
11,054.40 |
| Low |
10,976.10 |
10,978.20 |
2.10 |
0.0% |
10,712.10 |
| Close |
11,003.90 |
11,089.50 |
85.60 |
0.8% |
11,003.90 |
| Range |
60.50 |
134.60 |
74.10 |
122.5% |
342.30 |
| ATR |
145.83 |
145.03 |
-0.80 |
-0.6% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 22-Nov-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,463.97 |
11,411.33 |
11,163.53 |
|
| R3 |
11,329.37 |
11,276.73 |
11,126.52 |
|
| R2 |
11,194.77 |
11,194.77 |
11,114.18 |
|
| R1 |
11,142.13 |
11,142.13 |
11,101.84 |
11,168.45 |
| PP |
11,060.17 |
11,060.17 |
11,060.17 |
11,073.33 |
| S1 |
11,007.53 |
11,007.53 |
11,077.16 |
11,033.85 |
| S2 |
10,925.57 |
10,925.57 |
11,064.82 |
|
| S3 |
10,790.97 |
10,872.93 |
11,052.49 |
|
| S4 |
10,656.37 |
10,738.33 |
11,015.47 |
|
|
| 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 |
11,112.80 |
10,757.40 |
355.40 |
3.2% |
120.42 |
1.1% |
93% |
True |
False |
|
| 10 |
11,112.80 |
10,536.30 |
576.50 |
5.2% |
131.66 |
1.2% |
96% |
True |
False |
|
| 20 |
11,112.80 |
10,274.00 |
838.80 |
7.6% |
138.70 |
1.3% |
97% |
True |
False |
|
| 40 |
11,112.80 |
9,976.02 |
1,136.78 |
10.3% |
161.43 |
1.5% |
98% |
True |
False |
|
| 60 |
11,142.40 |
9,976.02 |
1,166.38 |
10.5% |
159.92 |
1.4% |
95% |
False |
False |
|
| 80 |
11,365.90 |
9,976.02 |
1,389.88 |
12.5% |
156.77 |
1.4% |
80% |
False |
False |
|
| 100 |
11,365.90 |
9,976.02 |
1,389.88 |
12.5% |
150.25 |
1.4% |
80% |
False |
False |
|
| 120 |
11,365.90 |
9,976.02 |
1,389.88 |
12.5% |
150.97 |
1.4% |
80% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,684.85 |
|
2.618 |
11,465.18 |
|
1.618 |
11,330.58 |
|
1.000 |
11,247.40 |
|
0.618 |
11,195.98 |
|
HIGH |
11,112.80 |
|
0.618 |
11,061.38 |
|
0.500 |
11,045.50 |
|
0.382 |
11,029.62 |
|
LOW |
10,978.20 |
|
0.618 |
10,895.02 |
|
1.000 |
10,843.60 |
|
1.618 |
10,760.42 |
|
2.618 |
10,625.82 |
|
4.250 |
10,406.15 |
|
|
| Fisher Pivots for day following 22-Nov-1999 |
| Pivot |
1 day |
3 day |
| R1 |
11,074.83 |
11,059.50 |
| PP |
11,060.17 |
11,029.50 |
| S1 |
11,045.50 |
10,999.50 |
|