Trading Metrics calculated at close of trading on 30-Nov-1999 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Nov-1999 |
30-Nov-1999 |
Change |
Change % |
Previous Week |
Open |
10,953.40 |
10,914.60 |
-38.80 |
-0.4% |
11,010.60 |
High |
10,987.40 |
11,045.50 |
58.10 |
0.5% |
11,112.80 |
Low |
10,886.20 |
10,873.60 |
-12.60 |
-0.1% |
10,949.20 |
Close |
10,947.90 |
10,877.80 |
-70.10 |
-0.6% |
10,988.90 |
Range |
101.20 |
171.90 |
70.70 |
69.9% |
163.60 |
ATR |
132.94 |
135.72 |
2.78 |
2.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 30-Nov-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,448.00 |
11,334.80 |
10,972.35 |
|
R3 |
11,276.10 |
11,162.90 |
10,925.07 |
|
R2 |
11,104.20 |
11,104.20 |
10,909.32 |
|
R1 |
10,991.00 |
10,991.00 |
10,893.56 |
10,961.65 |
PP |
10,932.30 |
10,932.30 |
10,932.30 |
10,917.63 |
S1 |
10,819.10 |
10,819.10 |
10,862.04 |
10,789.75 |
S2 |
10,760.40 |
10,760.40 |
10,846.29 |
|
S3 |
10,588.50 |
10,647.20 |
10,830.53 |
|
S4 |
10,416.60 |
10,475.30 |
10,783.26 |
|
|
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 |
11,101.80 |
10,873.60 |
228.20 |
2.1% |
113.04 |
1.0% |
2% |
False |
True |
|
10 |
11,112.80 |
10,757.40 |
355.40 |
3.3% |
116.73 |
1.1% |
34% |
False |
False |
|
20 |
11,112.80 |
10,536.30 |
576.50 |
5.3% |
129.35 |
1.2% |
59% |
False |
False |
|
40 |
11,112.80 |
9,976.02 |
1,136.78 |
10.5% |
154.61 |
1.4% |
79% |
False |
False |
|
60 |
11,142.40 |
9,976.02 |
1,166.38 |
10.7% |
153.24 |
1.4% |
77% |
False |
False |
|
80 |
11,365.90 |
9,976.02 |
1,389.88 |
12.8% |
153.25 |
1.4% |
65% |
False |
False |
|
100 |
11,365.90 |
9,976.02 |
1,389.88 |
12.8% |
150.80 |
1.4% |
65% |
False |
False |
|
120 |
11,365.90 |
9,976.02 |
1,389.88 |
12.8% |
149.50 |
1.4% |
65% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,776.08 |
2.618 |
11,495.53 |
1.618 |
11,323.63 |
1.000 |
11,217.40 |
0.618 |
11,151.73 |
HIGH |
11,045.50 |
0.618 |
10,979.83 |
0.500 |
10,959.55 |
0.382 |
10,939.27 |
LOW |
10,873.60 |
0.618 |
10,767.37 |
1.000 |
10,701.70 |
1.618 |
10,595.47 |
2.618 |
10,423.57 |
4.250 |
10,143.03 |
|
|
Fisher Pivots for day following 30-Nov-1999 |
Pivot |
1 day |
3 day |
R1 |
10,959.55 |
10,964.60 |
PP |
10,932.30 |
10,935.67 |
S1 |
10,905.05 |
10,906.73 |
|