Trading Metrics calculated at close of trading on 18-Oct-1999 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Oct-1999 |
18-Oct-1999 |
Change |
Change % |
Previous Week |
Open |
10,180.90 |
10,041.90 |
-139.00 |
-1.4% |
10,649.80 |
High |
10,286.60 |
10,128.00 |
-158.60 |
-1.5% |
10,719.10 |
Low |
9,998.18 |
9,976.02 |
-22.16 |
-0.2% |
9,998.18 |
Close |
10,019.70 |
10,116.30 |
96.60 |
1.0% |
10,019.70 |
Range |
288.42 |
151.98 |
-136.44 |
-47.3% |
720.92 |
ATR |
175.85 |
174.14 |
-1.70 |
-1.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 18-Oct-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,529.38 |
10,474.82 |
10,199.89 |
|
R3 |
10,377.40 |
10,322.84 |
10,158.09 |
|
R2 |
10,225.42 |
10,225.42 |
10,144.16 |
|
R1 |
10,170.86 |
10,170.86 |
10,130.23 |
10,198.14 |
PP |
10,073.44 |
10,073.44 |
10,073.44 |
10,087.08 |
S1 |
10,018.88 |
10,018.88 |
10,102.37 |
10,046.16 |
S2 |
9,921.46 |
9,921.46 |
10,088.44 |
|
S3 |
9,769.48 |
9,866.90 |
10,074.51 |
|
S4 |
9,617.50 |
9,714.92 |
10,032.71 |
|
|
Weekly Pivots for week ending 15-Oct-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,408.42 |
11,934.98 |
10,416.21 |
|
R3 |
11,687.50 |
11,214.06 |
10,217.95 |
|
R2 |
10,966.58 |
10,966.58 |
10,151.87 |
|
R1 |
10,493.14 |
10,493.14 |
10,085.78 |
10,369.40 |
PP |
10,245.66 |
10,245.66 |
10,245.66 |
10,183.79 |
S1 |
9,772.22 |
9,772.22 |
9,953.62 |
9,648.48 |
S2 |
9,524.74 |
9,524.74 |
9,887.53 |
|
S3 |
8,803.82 |
9,051.30 |
9,821.45 |
|
S4 |
8,082.90 |
8,330.38 |
9,623.19 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
10,648.80 |
9,976.02 |
672.78 |
6.7% |
219.58 |
2.2% |
21% |
False |
True |
|
10 |
10,719.10 |
9,976.02 |
743.08 |
7.3% |
184.88 |
1.8% |
19% |
False |
True |
|
20 |
10,823.00 |
9,976.02 |
846.98 |
8.4% |
180.63 |
1.8% |
17% |
False |
True |
|
40 |
11,365.90 |
9,976.02 |
1,389.88 |
13.7% |
165.69 |
1.6% |
10% |
False |
True |
|
60 |
11,365.90 |
9,976.02 |
1,389.88 |
13.7% |
159.51 |
1.6% |
10% |
False |
True |
|
80 |
11,365.90 |
9,976.02 |
1,389.88 |
13.7% |
151.67 |
1.5% |
10% |
False |
True |
|
100 |
11,365.90 |
9,976.02 |
1,389.88 |
13.7% |
151.77 |
1.5% |
10% |
False |
True |
|
120 |
11,365.90 |
9,976.02 |
1,389.88 |
13.7% |
154.81 |
1.5% |
10% |
False |
True |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,773.92 |
2.618 |
10,525.88 |
1.618 |
10,373.90 |
1.000 |
10,279.98 |
0.618 |
10,221.92 |
HIGH |
10,128.00 |
0.618 |
10,069.94 |
0.500 |
10,052.01 |
0.382 |
10,034.08 |
LOW |
9,976.02 |
0.618 |
9,882.10 |
1.000 |
9,824.04 |
1.618 |
9,730.12 |
2.618 |
9,578.14 |
4.250 |
9,330.11 |
|
|
Fisher Pivots for day following 18-Oct-1999 |
Pivot |
1 day |
3 day |
R1 |
10,094.87 |
10,159.51 |
PP |
10,073.44 |
10,145.11 |
S1 |
10,052.01 |
10,130.70 |
|