Trading Metrics calculated at close of trading on 05-Oct-1999 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Oct-1999 |
05-Oct-1999 |
Change |
Change % |
Previous Week |
Open |
10,273.00 |
10,401.20 |
128.20 |
1.2% |
10,279.30 |
High |
10,417.70 |
10,509.20 |
91.50 |
0.9% |
10,402.80 |
Low |
10,274.30 |
10,277.10 |
2.80 |
0.0% |
10,081.10 |
Close |
10,401.20 |
10,400.60 |
-0.60 |
0.0% |
10,273.00 |
Range |
143.40 |
232.10 |
88.70 |
61.9% |
321.70 |
ATR |
158.47 |
163.73 |
5.26 |
3.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 05-Oct-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,091.93 |
10,978.37 |
10,528.26 |
|
R3 |
10,859.83 |
10,746.27 |
10,464.43 |
|
R2 |
10,627.73 |
10,627.73 |
10,443.15 |
|
R1 |
10,514.17 |
10,514.17 |
10,421.88 |
10,454.90 |
PP |
10,395.63 |
10,395.63 |
10,395.63 |
10,366.00 |
S1 |
10,282.07 |
10,282.07 |
10,379.32 |
10,222.80 |
S2 |
10,163.53 |
10,163.53 |
10,358.05 |
|
S3 |
9,931.43 |
10,049.97 |
10,336.77 |
|
S4 |
9,699.33 |
9,817.87 |
10,272.95 |
|
|
Weekly Pivots for week ending 01-Oct-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,217.40 |
11,066.90 |
10,449.94 |
|
R3 |
10,895.70 |
10,745.20 |
10,361.47 |
|
R2 |
10,574.00 |
10,574.00 |
10,331.98 |
|
R1 |
10,423.50 |
10,423.50 |
10,302.49 |
10,337.90 |
PP |
10,252.30 |
10,252.30 |
10,252.30 |
10,209.50 |
S1 |
10,101.80 |
10,101.80 |
10,243.51 |
10,016.20 |
S2 |
9,930.60 |
9,930.60 |
10,214.02 |
|
S3 |
9,608.90 |
9,780.10 |
10,184.53 |
|
S4 |
9,287.20 |
9,458.40 |
10,096.07 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
10,509.20 |
10,184.00 |
325.20 |
3.1% |
168.20 |
1.6% |
67% |
True |
False |
|
10 |
10,606.10 |
10,081.10 |
525.00 |
5.0% |
172.47 |
1.7% |
61% |
False |
False |
|
20 |
11,142.40 |
10,081.10 |
1,061.30 |
10.2% |
157.49 |
1.5% |
30% |
False |
False |
|
40 |
11,365.90 |
10,081.10 |
1,284.80 |
12.4% |
155.72 |
1.5% |
25% |
False |
False |
|
60 |
11,365.90 |
10,081.10 |
1,284.80 |
12.4% |
150.78 |
1.4% |
25% |
False |
False |
|
80 |
11,365.90 |
10,081.10 |
1,284.80 |
12.4% |
146.59 |
1.4% |
25% |
False |
False |
|
100 |
11,365.90 |
10,081.10 |
1,284.80 |
12.4% |
150.84 |
1.5% |
25% |
False |
False |
|
120 |
11,365.90 |
10,081.10 |
1,284.80 |
12.4% |
153.27 |
1.5% |
25% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,495.63 |
2.618 |
11,116.84 |
1.618 |
10,884.74 |
1.000 |
10,741.30 |
0.618 |
10,652.64 |
HIGH |
10,509.20 |
0.618 |
10,420.54 |
0.500 |
10,393.15 |
0.382 |
10,365.76 |
LOW |
10,277.10 |
0.618 |
10,133.66 |
1.000 |
10,045.00 |
1.618 |
9,901.56 |
2.618 |
9,669.46 |
4.250 |
9,290.68 |
|
|
Fisher Pivots for day following 05-Oct-1999 |
Pivot |
1 day |
3 day |
R1 |
10,398.12 |
10,382.60 |
PP |
10,395.63 |
10,364.60 |
S1 |
10,393.15 |
10,346.60 |
|