| Trading Metrics calculated at close of trading on 12-Oct-1999 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Oct-1999 |
12-Oct-1999 |
Change |
Change % |
Previous Week |
| Open |
10,649.80 |
10,626.30 |
-23.50 |
-0.2% |
10,273.00 |
| High |
10,719.10 |
10,648.80 |
-70.30 |
-0.7% |
10,655.80 |
| Low |
10,634.90 |
10,417.10 |
-217.80 |
-2.0% |
10,274.30 |
| Close |
10,648.20 |
10,417.10 |
-231.10 |
-2.2% |
10,649.80 |
| Range |
84.20 |
231.70 |
147.50 |
175.2% |
381.50 |
| ATR |
154.39 |
159.91 |
5.52 |
3.6% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 12-Oct-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,189.43 |
11,034.97 |
10,544.54 |
|
| R3 |
10,957.73 |
10,803.27 |
10,480.82 |
|
| R2 |
10,726.03 |
10,726.03 |
10,459.58 |
|
| R1 |
10,571.57 |
10,571.57 |
10,438.34 |
10,532.95 |
| PP |
10,494.33 |
10,494.33 |
10,494.33 |
10,475.03 |
| S1 |
10,339.87 |
10,339.87 |
10,395.86 |
10,301.25 |
| S2 |
10,262.63 |
10,262.63 |
10,374.62 |
|
| S3 |
10,030.93 |
10,108.17 |
10,353.38 |
|
| S4 |
9,799.23 |
9,876.47 |
10,289.67 |
|
|
| Weekly Pivots for week ending 08-Oct-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,671.13 |
11,541.97 |
10,859.63 |
|
| R3 |
11,289.63 |
11,160.47 |
10,754.71 |
|
| R2 |
10,908.13 |
10,908.13 |
10,719.74 |
|
| R1 |
10,778.97 |
10,778.97 |
10,684.77 |
10,843.55 |
| PP |
10,526.63 |
10,526.63 |
10,526.63 |
10,558.93 |
| S1 |
10,397.47 |
10,397.47 |
10,614.83 |
10,462.05 |
| S2 |
10,145.13 |
10,145.13 |
10,579.86 |
|
| S3 |
9,763.63 |
10,015.97 |
10,544.89 |
|
| S4 |
9,382.13 |
9,634.47 |
10,439.98 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
10,719.10 |
10,399.50 |
319.60 |
3.1% |
150.10 |
1.4% |
6% |
False |
False |
|
| 10 |
10,719.10 |
10,184.00 |
535.10 |
5.1% |
159.15 |
1.5% |
44% |
False |
False |
|
| 20 |
11,013.90 |
10,081.10 |
932.80 |
9.0% |
165.75 |
1.6% |
36% |
False |
False |
|
| 40 |
11,365.90 |
10,081.10 |
1,284.80 |
12.3% |
156.35 |
1.5% |
26% |
False |
False |
|
| 60 |
11,365.90 |
10,081.10 |
1,284.80 |
12.3% |
155.71 |
1.5% |
26% |
False |
False |
|
| 80 |
11,365.90 |
10,081.10 |
1,284.80 |
12.3% |
147.54 |
1.4% |
26% |
False |
False |
|
| 100 |
11,365.90 |
10,081.10 |
1,284.80 |
12.3% |
150.69 |
1.4% |
26% |
False |
False |
|
| 120 |
11,365.90 |
10,081.10 |
1,284.80 |
12.3% |
151.26 |
1.5% |
26% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,633.53 |
|
2.618 |
11,255.39 |
|
1.618 |
11,023.69 |
|
1.000 |
10,880.50 |
|
0.618 |
10,791.99 |
|
HIGH |
10,648.80 |
|
0.618 |
10,560.29 |
|
0.500 |
10,532.95 |
|
0.382 |
10,505.61 |
|
LOW |
10,417.10 |
|
0.618 |
10,273.91 |
|
1.000 |
10,185.40 |
|
1.618 |
10,042.21 |
|
2.618 |
9,810.51 |
|
4.250 |
9,432.38 |
|
|
| Fisher Pivots for day following 12-Oct-1999 |
| Pivot |
1 day |
3 day |
| R1 |
10,532.95 |
10,568.10 |
| PP |
10,494.33 |
10,517.77 |
| S1 |
10,455.72 |
10,467.43 |
|