| Trading Metrics calculated at close of trading on 24-Sep-1999 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Sep-1999 |
24-Sep-1999 |
Change |
Change % |
Previous Week |
| Open |
10,524.10 |
10,318.60 |
-205.50 |
-2.0% |
10,803.60 |
| High |
10,572.50 |
10,336.30 |
-236.20 |
-2.2% |
10,845.70 |
| Low |
10,302.10 |
10,187.20 |
-114.90 |
-1.1% |
10,187.20 |
| Close |
10,318.60 |
10,279.30 |
-39.30 |
-0.4% |
10,279.30 |
| Range |
270.40 |
149.10 |
-121.30 |
-44.9% |
658.50 |
| ATR |
158.16 |
157.51 |
-0.65 |
-0.4% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 24-Sep-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,714.90 |
10,646.20 |
10,361.31 |
|
| R3 |
10,565.80 |
10,497.10 |
10,320.30 |
|
| R2 |
10,416.70 |
10,416.70 |
10,306.64 |
|
| R1 |
10,348.00 |
10,348.00 |
10,292.97 |
10,307.80 |
| PP |
10,267.60 |
10,267.60 |
10,267.60 |
10,247.50 |
| S1 |
10,198.90 |
10,198.90 |
10,265.63 |
10,158.70 |
| S2 |
10,118.50 |
10,118.50 |
10,251.97 |
|
| S3 |
9,969.40 |
10,049.80 |
10,238.30 |
|
| S4 |
9,820.30 |
9,900.70 |
10,197.30 |
|
|
| Weekly Pivots for week ending 24-Sep-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,412.90 |
12,004.60 |
10,641.48 |
|
| R3 |
11,754.40 |
11,346.10 |
10,460.39 |
|
| R2 |
11,095.90 |
11,095.90 |
10,400.03 |
|
| R1 |
10,687.60 |
10,687.60 |
10,339.66 |
10,562.50 |
| PP |
10,437.40 |
10,437.40 |
10,437.40 |
10,374.85 |
| S1 |
10,029.10 |
10,029.10 |
10,218.94 |
9,904.00 |
| S2 |
9,778.90 |
9,778.90 |
10,158.58 |
|
| S3 |
9,120.40 |
9,370.60 |
10,098.21 |
|
| S4 |
8,461.90 |
8,712.10 |
9,917.13 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
10,845.70 |
10,187.20 |
658.50 |
6.4% |
173.52 |
1.7% |
14% |
False |
True |
|
| 10 |
11,042.40 |
10,187.20 |
855.20 |
8.3% |
157.39 |
1.5% |
11% |
False |
True |
|
| 20 |
11,229.20 |
10,187.20 |
1,042.00 |
10.1% |
158.33 |
1.5% |
9% |
False |
True |
|
| 40 |
11,365.90 |
10,187.20 |
1,178.70 |
11.5% |
153.48 |
1.5% |
8% |
False |
True |
|
| 60 |
11,365.90 |
10,187.20 |
1,178.70 |
11.5% |
143.68 |
1.4% |
8% |
False |
True |
|
| 80 |
11,365.90 |
10,187.20 |
1,178.70 |
11.5% |
145.33 |
1.4% |
8% |
False |
True |
|
| 100 |
11,365.90 |
10,187.20 |
1,178.70 |
11.5% |
149.42 |
1.5% |
8% |
False |
True |
|
| 120 |
11,365.90 |
9,955.16 |
1,410.74 |
13.7% |
151.90 |
1.5% |
23% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,969.98 |
|
2.618 |
10,726.64 |
|
1.618 |
10,577.54 |
|
1.000 |
10,485.40 |
|
0.618 |
10,428.44 |
|
HIGH |
10,336.30 |
|
0.618 |
10,279.34 |
|
0.500 |
10,261.75 |
|
0.382 |
10,244.16 |
|
LOW |
10,187.20 |
|
0.618 |
10,095.06 |
|
1.000 |
10,038.10 |
|
1.618 |
9,945.96 |
|
2.618 |
9,796.86 |
|
4.250 |
9,553.53 |
|
|
| Fisher Pivots for day following 24-Sep-1999 |
| Pivot |
1 day |
3 day |
| R1 |
10,273.45 |
10,396.65 |
| PP |
10,267.60 |
10,357.53 |
| S1 |
10,261.75 |
10,318.42 |
|