Trading Metrics calculated at close of trading on 24-Nov-1999 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Nov-1999 |
24-Nov-1999 |
Change |
Change % |
Previous Week |
Open |
11,092.70 |
10,984.90 |
-107.80 |
-1.0% |
10,732.60 |
High |
11,101.80 |
11,044.30 |
-57.50 |
-0.5% |
11,054.40 |
Low |
10,976.40 |
10,949.20 |
-27.20 |
-0.2% |
10,712.10 |
Close |
10,995.60 |
11,008.20 |
12.60 |
0.1% |
11,003.90 |
Range |
125.40 |
95.10 |
-30.30 |
-24.2% |
342.30 |
ATR |
143.63 |
140.16 |
-3.47 |
-2.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 24-Nov-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,285.87 |
11,242.13 |
11,060.51 |
|
R3 |
11,190.77 |
11,147.03 |
11,034.35 |
|
R2 |
11,095.67 |
11,095.67 |
11,025.64 |
|
R1 |
11,051.93 |
11,051.93 |
11,016.92 |
11,073.80 |
PP |
11,000.57 |
11,000.57 |
11,000.57 |
11,011.50 |
S1 |
10,956.83 |
10,956.83 |
10,999.48 |
10,978.70 |
S2 |
10,905.47 |
10,905.47 |
10,990.77 |
|
S3 |
10,810.37 |
10,861.73 |
10,982.05 |
|
S4 |
10,715.27 |
10,766.63 |
10,955.90 |
|
|
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 |
10,886.20 |
226.60 |
2.1% |
116.76 |
1.1% |
54% |
False |
False |
|
10 |
11,112.80 |
10,542.40 |
570.40 |
5.2% |
123.83 |
1.1% |
82% |
False |
False |
|
20 |
11,112.80 |
10,397.70 |
715.10 |
6.5% |
137.04 |
1.2% |
85% |
False |
False |
|
40 |
11,112.80 |
9,976.02 |
1,136.78 |
10.3% |
158.12 |
1.4% |
91% |
False |
False |
|
60 |
11,142.40 |
9,976.02 |
1,166.38 |
10.6% |
156.58 |
1.4% |
88% |
False |
False |
|
80 |
11,365.90 |
9,976.02 |
1,389.88 |
12.6% |
155.90 |
1.4% |
74% |
False |
False |
|
100 |
11,365.90 |
9,976.02 |
1,389.88 |
12.6% |
150.32 |
1.4% |
74% |
False |
False |
|
120 |
11,365.90 |
9,976.02 |
1,389.88 |
12.6% |
150.52 |
1.4% |
74% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,448.48 |
2.618 |
11,293.27 |
1.618 |
11,198.17 |
1.000 |
11,139.40 |
0.618 |
11,103.07 |
HIGH |
11,044.30 |
0.618 |
11,007.97 |
0.500 |
10,996.75 |
0.382 |
10,985.53 |
LOW |
10,949.20 |
0.618 |
10,890.43 |
1.000 |
10,854.10 |
1.618 |
10,795.33 |
2.618 |
10,700.23 |
4.250 |
10,545.03 |
|
|
Fisher Pivots for day following 24-Nov-1999 |
Pivot |
1 day |
3 day |
R1 |
11,004.38 |
11,031.00 |
PP |
11,000.57 |
11,023.40 |
S1 |
10,996.75 |
11,015.80 |
|