| Trading Metrics calculated at close of trading on 09-Nov-1999 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Nov-1999 |
09-Nov-1999 |
Change |
Change % |
Previous Week |
| Open |
10,662.30 |
10,752.80 |
90.50 |
0.8% |
10,695.60 |
| High |
10,776.00 |
10,765.70 |
-10.30 |
-0.1% |
10,842.70 |
| Low |
10,650.40 |
10,585.20 |
-65.20 |
-0.6% |
10,563.20 |
| Close |
10,718.90 |
10,617.30 |
-101.60 |
-0.9% |
10,704.50 |
| Range |
125.60 |
180.50 |
54.90 |
43.7% |
279.50 |
| ATR |
162.89 |
164.15 |
1.26 |
0.8% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 09-Nov-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,197.57 |
11,087.93 |
10,716.58 |
|
| R3 |
11,017.07 |
10,907.43 |
10,666.94 |
|
| R2 |
10,836.57 |
10,836.57 |
10,650.39 |
|
| R1 |
10,726.93 |
10,726.93 |
10,633.85 |
10,691.50 |
| PP |
10,656.07 |
10,656.07 |
10,656.07 |
10,638.35 |
| S1 |
10,546.43 |
10,546.43 |
10,600.75 |
10,511.00 |
| S2 |
10,475.57 |
10,475.57 |
10,584.21 |
|
| S3 |
10,295.07 |
10,365.93 |
10,567.66 |
|
| S4 |
10,114.57 |
10,185.43 |
10,518.03 |
|
|
| Weekly Pivots for week ending 05-Nov-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,541.97 |
11,402.73 |
10,858.23 |
|
| R3 |
11,262.47 |
11,123.23 |
10,781.36 |
|
| R2 |
10,982.97 |
10,982.97 |
10,755.74 |
|
| R1 |
10,843.73 |
10,843.73 |
10,730.12 |
10,913.35 |
| PP |
10,703.47 |
10,703.47 |
10,703.47 |
10,738.28 |
| S1 |
10,564.23 |
10,564.23 |
10,678.88 |
10,633.85 |
| S2 |
10,423.97 |
10,423.97 |
10,653.26 |
|
| S3 |
10,144.47 |
10,284.73 |
10,627.64 |
|
| S4 |
9,864.97 |
10,005.23 |
10,550.78 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
10,842.70 |
10,563.20 |
279.50 |
2.6% |
141.30 |
1.3% |
19% |
False |
False |
|
| 10 |
10,842.70 |
10,274.00 |
568.70 |
5.4% |
153.06 |
1.4% |
60% |
False |
False |
|
| 20 |
10,842.70 |
9,976.02 |
866.68 |
8.2% |
175.03 |
1.6% |
74% |
False |
False |
|
| 40 |
11,013.90 |
9,976.02 |
1,037.88 |
9.8% |
170.39 |
1.6% |
62% |
False |
False |
|
| 60 |
11,365.90 |
9,976.02 |
1,389.88 |
13.1% |
162.57 |
1.5% |
46% |
False |
False |
|
| 80 |
11,365.90 |
9,976.02 |
1,389.88 |
13.1% |
160.54 |
1.5% |
46% |
False |
False |
|
| 100 |
11,365.90 |
9,976.02 |
1,389.88 |
13.1% |
153.03 |
1.4% |
46% |
False |
False |
|
| 120 |
11,365.90 |
9,976.02 |
1,389.88 |
13.1% |
154.74 |
1.5% |
46% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,532.83 |
|
2.618 |
11,238.25 |
|
1.618 |
11,057.75 |
|
1.000 |
10,946.20 |
|
0.618 |
10,877.25 |
|
HIGH |
10,765.70 |
|
0.618 |
10,696.75 |
|
0.500 |
10,675.45 |
|
0.382 |
10,654.15 |
|
LOW |
10,585.20 |
|
0.618 |
10,473.65 |
|
1.000 |
10,404.70 |
|
1.618 |
10,293.15 |
|
2.618 |
10,112.65 |
|
4.250 |
9,818.08 |
|
|
| Fisher Pivots for day following 09-Nov-1999 |
| Pivot |
1 day |
3 day |
| R1 |
10,675.45 |
10,713.95 |
| PP |
10,656.07 |
10,681.73 |
| S1 |
10,636.68 |
10,649.52 |
|