| Trading Metrics calculated at close of trading on 15-Oct-1999 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Oct-1999 |
15-Oct-1999 |
Change |
Change % |
Previous Week |
| Open |
10,237.20 |
10,180.90 |
-56.30 |
-0.5% |
10,649.80 |
| High |
10,343.00 |
10,286.60 |
-56.40 |
-0.5% |
10,719.10 |
| Low |
10,133.70 |
9,998.18 |
-135.52 |
-1.3% |
9,998.18 |
| Close |
10,286.60 |
10,019.70 |
-266.90 |
-2.6% |
10,019.70 |
| Range |
209.30 |
288.42 |
79.12 |
37.8% |
720.92 |
| ATR |
167.19 |
175.85 |
8.66 |
5.2% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 15-Oct-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,966.75 |
10,781.65 |
10,178.33 |
|
| R3 |
10,678.33 |
10,493.23 |
10,099.02 |
|
| R2 |
10,389.91 |
10,389.91 |
10,072.58 |
|
| R1 |
10,204.81 |
10,204.81 |
10,046.14 |
10,153.15 |
| PP |
10,101.49 |
10,101.49 |
10,101.49 |
10,075.67 |
| S1 |
9,916.39 |
9,916.39 |
9,993.26 |
9,864.73 |
| S2 |
9,813.07 |
9,813.07 |
9,966.82 |
|
| S3 |
9,524.65 |
9,627.97 |
9,940.38 |
|
| S4 |
9,236.23 |
9,339.55 |
9,861.07 |
|
|
| Weekly Pivots for week ending 15-Oct-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,408.42 |
11,934.98 |
10,416.21 |
|
| R3 |
11,687.50 |
11,214.06 |
10,217.95 |
|
| R2 |
10,966.58 |
10,966.58 |
10,151.87 |
|
| R1 |
10,493.14 |
10,493.14 |
10,085.78 |
10,369.40 |
| PP |
10,245.66 |
10,245.66 |
10,245.66 |
10,183.79 |
| S1 |
9,772.22 |
9,772.22 |
9,953.62 |
9,648.48 |
| S2 |
9,524.74 |
9,524.74 |
9,887.53 |
|
| S3 |
8,803.82 |
9,051.30 |
9,821.45 |
|
| S4 |
8,082.90 |
8,330.38 |
9,623.19 |
|
|
| 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 |
9,998.18 |
720.92 |
7.2% |
206.02 |
2.1% |
3% |
False |
True |
|
| 10 |
10,719.10 |
9,998.18 |
720.92 |
7.2% |
184.02 |
1.8% |
3% |
False |
True |
|
| 20 |
10,845.70 |
9,998.18 |
847.52 |
8.5% |
176.27 |
1.8% |
3% |
False |
True |
|
| 40 |
11,365.90 |
9,998.18 |
1,367.72 |
13.7% |
165.31 |
1.6% |
2% |
False |
True |
|
| 60 |
11,365.90 |
9,998.18 |
1,367.72 |
13.7% |
159.39 |
1.6% |
2% |
False |
True |
|
| 80 |
11,365.90 |
9,998.18 |
1,367.72 |
13.7% |
152.21 |
1.5% |
2% |
False |
True |
|
| 100 |
11,365.90 |
9,998.18 |
1,367.72 |
13.7% |
152.27 |
1.5% |
2% |
False |
True |
|
| 120 |
11,365.90 |
9,998.18 |
1,367.72 |
13.7% |
154.58 |
1.5% |
2% |
False |
True |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,512.39 |
|
2.618 |
11,041.68 |
|
1.618 |
10,753.26 |
|
1.000 |
10,575.02 |
|
0.618 |
10,464.84 |
|
HIGH |
10,286.60 |
|
0.618 |
10,176.42 |
|
0.500 |
10,142.39 |
|
0.382 |
10,108.36 |
|
LOW |
9,998.18 |
|
0.618 |
9,819.94 |
|
1.000 |
9,709.76 |
|
1.618 |
9,531.52 |
|
2.618 |
9,243.10 |
|
4.250 |
8,772.40 |
|
|
| Fisher Pivots for day following 15-Oct-1999 |
| Pivot |
1 day |
3 day |
| R1 |
10,142.39 |
10,220.59 |
| PP |
10,101.49 |
10,153.63 |
| S1 |
10,060.60 |
10,086.66 |
|