Trading Metrics calculated at close of trading on 29-Nov-1999 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Nov-1999 |
29-Nov-1999 |
Change |
Change % |
Previous Week |
Open |
11,040.90 |
10,953.40 |
-87.50 |
-0.8% |
11,010.60 |
High |
11,055.60 |
10,987.40 |
-68.20 |
-0.6% |
11,112.80 |
Low |
10,984.00 |
10,886.20 |
-97.80 |
-0.9% |
10,949.20 |
Close |
10,988.90 |
10,947.90 |
-41.00 |
-0.4% |
10,988.90 |
Range |
71.60 |
101.20 |
29.60 |
41.3% |
163.60 |
ATR |
135.26 |
132.94 |
-2.33 |
-1.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 29-Nov-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,244.10 |
11,197.20 |
11,003.56 |
|
R3 |
11,142.90 |
11,096.00 |
10,975.73 |
|
R2 |
11,041.70 |
11,041.70 |
10,966.45 |
|
R1 |
10,994.80 |
10,994.80 |
10,957.18 |
10,967.65 |
PP |
10,940.50 |
10,940.50 |
10,940.50 |
10,926.93 |
S1 |
10,893.60 |
10,893.60 |
10,938.62 |
10,866.45 |
S2 |
10,839.30 |
10,839.30 |
10,929.35 |
|
S3 |
10,738.10 |
10,792.40 |
10,920.07 |
|
S4 |
10,636.90 |
10,691.20 |
10,892.24 |
|
|
Weekly Pivots for week ending 26-Nov-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,507.77 |
11,411.93 |
11,078.88 |
|
R3 |
11,344.17 |
11,248.33 |
11,033.89 |
|
R2 |
11,180.57 |
11,180.57 |
11,018.89 |
|
R1 |
11,084.73 |
11,084.73 |
11,003.90 |
11,050.85 |
PP |
11,016.97 |
11,016.97 |
11,016.97 |
11,000.03 |
S1 |
10,921.13 |
10,921.13 |
10,973.90 |
10,887.25 |
S2 |
10,853.37 |
10,853.37 |
10,958.91 |
|
S3 |
10,689.77 |
10,757.53 |
10,943.91 |
|
S4 |
10,526.17 |
10,593.93 |
10,898.92 |
|
|
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% |
105.58 |
1.0% |
27% |
False |
True |
|
10 |
11,112.80 |
10,712.10 |
400.70 |
3.7% |
108.17 |
1.0% |
59% |
False |
False |
|
20 |
11,112.80 |
10,536.30 |
576.50 |
5.3% |
125.62 |
1.1% |
71% |
False |
False |
|
40 |
11,112.80 |
9,976.02 |
1,136.78 |
10.4% |
153.90 |
1.4% |
85% |
False |
False |
|
60 |
11,142.40 |
9,976.02 |
1,166.38 |
10.7% |
154.22 |
1.4% |
83% |
False |
False |
|
80 |
11,365.90 |
9,976.02 |
1,389.88 |
12.7% |
153.16 |
1.4% |
70% |
False |
False |
|
100 |
11,365.90 |
9,976.02 |
1,389.88 |
12.7% |
149.78 |
1.4% |
70% |
False |
False |
|
120 |
11,365.90 |
9,976.02 |
1,389.88 |
12.7% |
149.44 |
1.4% |
70% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,417.50 |
2.618 |
11,252.34 |
1.618 |
11,151.14 |
1.000 |
11,088.60 |
0.618 |
11,049.94 |
HIGH |
10,987.40 |
0.618 |
10,948.74 |
0.500 |
10,936.80 |
0.382 |
10,924.86 |
LOW |
10,886.20 |
0.618 |
10,823.66 |
1.000 |
10,785.00 |
1.618 |
10,722.46 |
2.618 |
10,621.26 |
4.250 |
10,456.10 |
|
|
Fisher Pivots for day following 29-Nov-1999 |
Pivot |
1 day |
3 day |
R1 |
10,944.20 |
10,970.90 |
PP |
10,940.50 |
10,963.23 |
S1 |
10,936.80 |
10,955.57 |
|