| Trading Metrics calculated at close of trading on 28-Sep-1999 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Sep-1999 |
28-Sep-1999 |
Change |
Change % |
Previous Week |
| Open |
10,279.30 |
10,303.40 |
24.10 |
0.2% |
10,803.60 |
| High |
10,402.50 |
10,310.00 |
-92.50 |
-0.9% |
10,845.70 |
| Low |
10,279.30 |
10,081.10 |
-198.20 |
-1.9% |
10,187.20 |
| Close |
10,303.40 |
10,275.50 |
-27.90 |
-0.3% |
10,279.30 |
| Range |
123.20 |
228.90 |
105.70 |
85.8% |
658.50 |
| ATR |
155.06 |
160.34 |
5.27 |
3.4% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 28-Sep-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,908.90 |
10,821.10 |
10,401.40 |
|
| R3 |
10,680.00 |
10,592.20 |
10,338.45 |
|
| R2 |
10,451.10 |
10,451.10 |
10,317.47 |
|
| R1 |
10,363.30 |
10,363.30 |
10,296.48 |
10,292.75 |
| PP |
10,222.20 |
10,222.20 |
10,222.20 |
10,186.93 |
| S1 |
10,134.40 |
10,134.40 |
10,254.52 |
10,063.85 |
| S2 |
9,993.30 |
9,993.30 |
10,233.54 |
|
| S3 |
9,764.40 |
9,905.50 |
10,212.55 |
|
| S4 |
9,535.50 |
9,676.60 |
10,149.61 |
|
|
| 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 |
10,606.10 |
10,081.10 |
525.00 |
5.1% |
176.74 |
1.7% |
37% |
False |
True |
|
| 10 |
11,013.90 |
10,081.10 |
932.80 |
9.1% |
172.34 |
1.7% |
21% |
False |
True |
|
| 20 |
11,142.40 |
10,081.10 |
1,061.30 |
10.3% |
157.31 |
1.5% |
18% |
False |
True |
|
| 40 |
11,365.90 |
10,081.10 |
1,284.80 |
12.5% |
153.43 |
1.5% |
15% |
False |
True |
|
| 60 |
11,365.90 |
10,081.10 |
1,284.80 |
12.5% |
145.26 |
1.4% |
15% |
False |
True |
|
| 80 |
11,365.90 |
10,081.10 |
1,284.80 |
12.5% |
146.85 |
1.4% |
15% |
False |
True |
|
| 100 |
11,365.90 |
10,081.10 |
1,284.80 |
12.5% |
149.87 |
1.5% |
15% |
False |
True |
|
| 120 |
11,365.90 |
10,081.10 |
1,284.80 |
12.5% |
152.47 |
1.5% |
15% |
False |
True |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,282.83 |
|
2.618 |
10,909.26 |
|
1.618 |
10,680.36 |
|
1.000 |
10,538.90 |
|
0.618 |
10,451.46 |
|
HIGH |
10,310.00 |
|
0.618 |
10,222.56 |
|
0.500 |
10,195.55 |
|
0.382 |
10,168.54 |
|
LOW |
10,081.10 |
|
0.618 |
9,939.64 |
|
1.000 |
9,852.20 |
|
1.618 |
9,710.74 |
|
2.618 |
9,481.84 |
|
4.250 |
9,108.28 |
|
|
| Fisher Pivots for day following 28-Sep-1999 |
| Pivot |
1 day |
3 day |
| R1 |
10,248.85 |
10,264.27 |
| PP |
10,222.20 |
10,253.03 |
| S1 |
10,195.55 |
10,241.80 |
|