| Trading Metrics calculated at close of trading on 10-Nov-1999 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Nov-1999 |
10-Nov-1999 |
Change |
Change % |
Previous Week |
| Open |
10,752.80 |
10,553.70 |
-199.10 |
-1.9% |
10,695.60 |
| High |
10,765.70 |
10,654.60 |
-111.10 |
-1.0% |
10,842.70 |
| Low |
10,585.20 |
10,536.30 |
-48.90 |
-0.5% |
10,563.20 |
| Close |
10,617.30 |
10,597.70 |
-19.60 |
-0.2% |
10,704.50 |
| Range |
180.50 |
118.30 |
-62.20 |
-34.5% |
279.50 |
| ATR |
164.15 |
160.87 |
-3.27 |
-2.0% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 10-Nov-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,951.10 |
10,892.70 |
10,662.77 |
|
| R3 |
10,832.80 |
10,774.40 |
10,630.23 |
|
| R2 |
10,714.50 |
10,714.50 |
10,619.39 |
|
| R1 |
10,656.10 |
10,656.10 |
10,608.54 |
10,685.30 |
| PP |
10,596.20 |
10,596.20 |
10,596.20 |
10,610.80 |
| S1 |
10,537.80 |
10,537.80 |
10,586.86 |
10,567.00 |
| S2 |
10,477.90 |
10,477.90 |
10,576.01 |
|
| S3 |
10,359.60 |
10,419.50 |
10,565.17 |
|
| S4 |
10,241.30 |
10,301.20 |
10,532.64 |
|
|
| 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 |
10,536.30 |
306.40 |
2.9% |
147.52 |
1.4% |
20% |
False |
True |
|
| 10 |
10,842.70 |
10,397.70 |
445.00 |
4.2% |
150.24 |
1.4% |
45% |
False |
False |
|
| 20 |
10,842.70 |
9,976.02 |
866.68 |
8.2% |
170.12 |
1.6% |
72% |
False |
False |
|
| 40 |
10,860.90 |
9,976.02 |
884.88 |
8.3% |
167.96 |
1.6% |
70% |
False |
False |
|
| 60 |
11,365.90 |
9,976.02 |
1,389.88 |
13.1% |
162.79 |
1.5% |
45% |
False |
False |
|
| 80 |
11,365.90 |
9,976.02 |
1,389.88 |
13.1% |
159.28 |
1.5% |
45% |
False |
False |
|
| 100 |
11,365.90 |
9,976.02 |
1,389.88 |
13.1% |
152.97 |
1.4% |
45% |
False |
False |
|
| 120 |
11,365.90 |
9,976.02 |
1,389.88 |
13.1% |
154.88 |
1.5% |
45% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,157.38 |
|
2.618 |
10,964.31 |
|
1.618 |
10,846.01 |
|
1.000 |
10,772.90 |
|
0.618 |
10,727.71 |
|
HIGH |
10,654.60 |
|
0.618 |
10,609.41 |
|
0.500 |
10,595.45 |
|
0.382 |
10,581.49 |
|
LOW |
10,536.30 |
|
0.618 |
10,463.19 |
|
1.000 |
10,418.00 |
|
1.618 |
10,344.89 |
|
2.618 |
10,226.59 |
|
4.250 |
10,033.53 |
|
|
| Fisher Pivots for day following 10-Nov-1999 |
| Pivot |
1 day |
3 day |
| R1 |
10,596.95 |
10,656.15 |
| PP |
10,596.20 |
10,636.67 |
| S1 |
10,595.45 |
10,617.18 |
|