| Trading Metrics calculated at close of trading on 20-Oct-1999 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Oct-1999 |
20-Oct-1999 |
Change |
Change % |
Previous Week |
| Open |
10,277.10 |
10,287.60 |
10.50 |
0.1% |
10,649.80 |
| High |
10,335.40 |
10,392.40 |
57.00 |
0.6% |
10,719.10 |
| Low |
10,117.50 |
10,203.30 |
85.80 |
0.8% |
9,998.18 |
| Close |
10,204.90 |
10,392.40 |
187.50 |
1.8% |
10,019.70 |
| Range |
217.90 |
189.10 |
-28.80 |
-13.2% |
720.92 |
| ATR |
177.36 |
178.19 |
0.84 |
0.5% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 20-Oct-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,896.67 |
10,833.63 |
10,496.41 |
|
| R3 |
10,707.57 |
10,644.53 |
10,444.40 |
|
| R2 |
10,518.47 |
10,518.47 |
10,427.07 |
|
| R1 |
10,455.43 |
10,455.43 |
10,409.73 |
10,486.95 |
| PP |
10,329.37 |
10,329.37 |
10,329.37 |
10,345.13 |
| S1 |
10,266.33 |
10,266.33 |
10,375.07 |
10,297.85 |
| S2 |
10,140.27 |
10,140.27 |
10,357.73 |
|
| S3 |
9,951.17 |
10,077.23 |
10,340.40 |
|
| S4 |
9,762.07 |
9,888.13 |
10,288.40 |
|
|
| 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 |
10,392.40 |
9,976.02 |
416.38 |
4.0% |
211.34 |
2.0% |
100% |
True |
False |
|
| 10 |
10,719.10 |
9,976.02 |
743.08 |
7.2% |
183.49 |
1.8% |
56% |
False |
False |
|
| 20 |
10,719.10 |
9,976.02 |
743.08 |
7.2% |
181.82 |
1.7% |
56% |
False |
False |
|
| 40 |
11,334.60 |
9,976.02 |
1,358.58 |
13.1% |
166.52 |
1.6% |
31% |
False |
False |
|
| 60 |
11,365.90 |
9,976.02 |
1,389.88 |
13.4% |
161.86 |
1.6% |
30% |
False |
False |
|
| 80 |
11,365.90 |
9,976.02 |
1,389.88 |
13.4% |
153.64 |
1.5% |
30% |
False |
False |
|
| 100 |
11,365.90 |
9,976.02 |
1,389.88 |
13.4% |
151.94 |
1.5% |
30% |
False |
False |
|
| 120 |
11,365.90 |
9,976.02 |
1,389.88 |
13.4% |
154.87 |
1.5% |
30% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,196.08 |
|
2.618 |
10,887.46 |
|
1.618 |
10,698.36 |
|
1.000 |
10,581.50 |
|
0.618 |
10,509.26 |
|
HIGH |
10,392.40 |
|
0.618 |
10,320.16 |
|
0.500 |
10,297.85 |
|
0.382 |
10,275.54 |
|
LOW |
10,203.30 |
|
0.618 |
10,086.44 |
|
1.000 |
10,014.20 |
|
1.618 |
9,897.34 |
|
2.618 |
9,708.24 |
|
4.250 |
9,399.63 |
|
|
| Fisher Pivots for day following 20-Oct-1999 |
| Pivot |
1 day |
3 day |
| R1 |
10,360.88 |
10,323.00 |
| PP |
10,329.37 |
10,253.61 |
| S1 |
10,297.85 |
10,184.21 |
|