Trading Metrics calculated at close of trading on 26-Nov-1999 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Nov-1999 |
26-Nov-1999 |
Change |
Change % |
Previous Week |
Open |
10,984.90 |
11,040.90 |
56.00 |
0.5% |
11,010.60 |
High |
11,044.30 |
11,055.60 |
11.30 |
0.1% |
11,112.80 |
Low |
10,949.20 |
10,984.00 |
34.80 |
0.3% |
10,949.20 |
Close |
11,008.20 |
10,988.90 |
-19.30 |
-0.2% |
10,988.90 |
Range |
95.10 |
71.60 |
-23.50 |
-24.7% |
163.60 |
ATR |
140.16 |
135.26 |
-4.90 |
-3.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 26-Nov-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,224.30 |
11,178.20 |
11,028.28 |
|
R3 |
11,152.70 |
11,106.60 |
11,008.59 |
|
R2 |
11,081.10 |
11,081.10 |
11,002.03 |
|
R1 |
11,035.00 |
11,035.00 |
10,995.46 |
11,022.25 |
PP |
11,009.50 |
11,009.50 |
11,009.50 |
11,003.13 |
S1 |
10,963.40 |
10,963.40 |
10,982.34 |
10,950.65 |
S2 |
10,937.90 |
10,937.90 |
10,975.77 |
|
S3 |
10,866.30 |
10,891.80 |
10,969.21 |
|
S4 |
10,794.70 |
10,820.20 |
10,949.52 |
|
|
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 |
10,949.20 |
163.60 |
1.5% |
97.44 |
0.9% |
24% |
False |
False |
|
10 |
11,112.80 |
10,542.40 |
570.40 |
5.2% |
120.99 |
1.1% |
78% |
False |
False |
|
20 |
11,112.80 |
10,536.30 |
576.50 |
5.2% |
128.62 |
1.2% |
79% |
False |
False |
|
40 |
11,112.80 |
9,976.02 |
1,136.78 |
10.3% |
155.16 |
1.4% |
89% |
False |
False |
|
60 |
11,142.40 |
9,976.02 |
1,166.38 |
10.6% |
155.89 |
1.4% |
87% |
False |
False |
|
80 |
11,365.90 |
9,976.02 |
1,389.88 |
12.6% |
154.79 |
1.4% |
73% |
False |
False |
|
100 |
11,365.90 |
9,976.02 |
1,389.88 |
12.6% |
149.96 |
1.4% |
73% |
False |
False |
|
120 |
11,365.90 |
9,976.02 |
1,389.88 |
12.6% |
149.57 |
1.4% |
73% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,359.90 |
2.618 |
11,243.05 |
1.618 |
11,171.45 |
1.000 |
11,127.20 |
0.618 |
11,099.85 |
HIGH |
11,055.60 |
0.618 |
11,028.25 |
0.500 |
11,019.80 |
0.382 |
11,011.35 |
LOW |
10,984.00 |
0.618 |
10,939.75 |
1.000 |
10,912.40 |
1.618 |
10,868.15 |
2.618 |
10,796.55 |
4.250 |
10,679.70 |
|
|
Fisher Pivots for day following 26-Nov-1999 |
Pivot |
1 day |
3 day |
R1 |
11,019.80 |
11,025.50 |
PP |
11,009.50 |
11,013.30 |
S1 |
10,999.20 |
11,001.10 |
|