Trading Metrics calculated at close of trading on 03-Nov-1999 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Nov-1999 |
03-Nov-1999 |
Change |
Change % |
Previous Week |
Open |
10,668.40 |
10,669.90 |
1.50 |
0.0% |
10,392.00 |
High |
10,751.90 |
10,650.40 |
-101.50 |
-0.9% |
10,790.00 |
Low |
10,572.70 |
10,563.20 |
-9.50 |
-0.1% |
10,274.00 |
Close |
10,581.80 |
10,609.10 |
27.30 |
0.3% |
10,731.80 |
Range |
179.20 |
87.20 |
-92.00 |
-51.3% |
516.00 |
ATR |
173.07 |
166.94 |
-6.13 |
-3.5% |
0.00 |
Volume |
|
|
|
|
|
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Daily Pivots for day following 03-Nov-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,869.17 |
10,826.33 |
10,657.06 |
|
R3 |
10,781.97 |
10,739.13 |
10,633.08 |
|
R2 |
10,694.77 |
10,694.77 |
10,625.09 |
|
R1 |
10,651.93 |
10,651.93 |
10,617.09 |
10,629.75 |
PP |
10,607.57 |
10,607.57 |
10,607.57 |
10,596.48 |
S1 |
10,564.73 |
10,564.73 |
10,601.11 |
10,542.55 |
S2 |
10,520.37 |
10,520.37 |
10,593.11 |
|
S3 |
10,433.17 |
10,477.53 |
10,585.12 |
|
S4 |
10,345.97 |
10,390.33 |
10,561.14 |
|
|
Weekly Pivots for week ending 29-Oct-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,146.60 |
11,955.20 |
11,015.60 |
|
R3 |
11,630.60 |
11,439.20 |
10,873.70 |
|
R2 |
11,114.60 |
11,114.60 |
10,826.40 |
|
R1 |
10,923.20 |
10,923.20 |
10,779.10 |
11,018.90 |
PP |
10,598.60 |
10,598.60 |
10,598.60 |
10,646.45 |
S1 |
10,407.20 |
10,407.20 |
10,684.50 |
10,502.90 |
S2 |
10,082.60 |
10,082.60 |
10,637.20 |
|
S3 |
9,566.60 |
9,891.20 |
10,589.90 |
|
S4 |
9,050.60 |
9,375.20 |
10,448.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
10,790.00 |
10,397.70 |
392.30 |
3.7% |
152.96 |
1.4% |
54% |
False |
False |
|
10 |
10,790.00 |
10,177.40 |
612.60 |
5.8% |
160.80 |
1.5% |
70% |
False |
False |
|
20 |
10,790.00 |
9,976.02 |
813.98 |
7.7% |
172.15 |
1.6% |
78% |
False |
False |
|
40 |
11,142.40 |
9,976.02 |
1,166.38 |
11.0% |
165.78 |
1.6% |
54% |
False |
False |
|
60 |
11,365.90 |
9,976.02 |
1,389.88 |
13.1% |
161.58 |
1.5% |
46% |
False |
False |
|
80 |
11,365.90 |
9,976.02 |
1,389.88 |
13.1% |
156.90 |
1.5% |
46% |
False |
False |
|
100 |
11,365.90 |
9,976.02 |
1,389.88 |
13.1% |
152.39 |
1.4% |
46% |
False |
False |
|
120 |
11,365.90 |
9,976.02 |
1,389.88 |
13.1% |
153.99 |
1.5% |
46% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,021.00 |
2.618 |
10,878.69 |
1.618 |
10,791.49 |
1.000 |
10,737.60 |
0.618 |
10,704.29 |
HIGH |
10,650.40 |
0.618 |
10,617.09 |
0.500 |
10,606.80 |
0.382 |
10,596.51 |
LOW |
10,563.20 |
0.618 |
10,509.31 |
1.000 |
10,476.00 |
1.618 |
10,422.11 |
2.618 |
10,334.91 |
4.250 |
10,192.60 |
|
|
Fisher Pivots for day following 03-Nov-1999 |
Pivot |
1 day |
3 day |
R1 |
10,608.33 |
10,657.55 |
PP |
10,607.57 |
10,641.40 |
S1 |
10,606.80 |
10,625.25 |
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