Trading Metrics calculated at close of trading on 11-Nov-1999 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Nov-1999 |
11-Nov-1999 |
Change |
Change % |
Previous Week |
Open |
10,553.70 |
10,611.20 |
57.50 |
0.5% |
10,695.60 |
High |
10,654.60 |
10,643.90 |
-10.70 |
-0.1% |
10,842.70 |
Low |
10,536.30 |
10,543.90 |
7.60 |
0.1% |
10,563.20 |
Close |
10,597.70 |
10,595.30 |
-2.40 |
0.0% |
10,704.50 |
Range |
118.30 |
100.00 |
-18.30 |
-15.5% |
279.50 |
ATR |
160.87 |
156.52 |
-4.35 |
-2.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 11-Nov-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,894.37 |
10,844.83 |
10,650.30 |
|
R3 |
10,794.37 |
10,744.83 |
10,622.80 |
|
R2 |
10,694.37 |
10,694.37 |
10,613.63 |
|
R1 |
10,644.83 |
10,644.83 |
10,604.47 |
10,619.60 |
PP |
10,594.37 |
10,594.37 |
10,594.37 |
10,581.75 |
S1 |
10,544.83 |
10,544.83 |
10,586.13 |
10,519.60 |
S2 |
10,494.37 |
10,494.37 |
10,576.97 |
|
S3 |
10,394.37 |
10,444.83 |
10,567.80 |
|
S4 |
10,294.37 |
10,344.83 |
10,540.30 |
|
|
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% |
145.74 |
1.4% |
19% |
False |
False |
|
10 |
10,842.70 |
10,536.30 |
306.40 |
2.9% |
136.24 |
1.3% |
19% |
False |
False |
|
20 |
10,842.70 |
9,976.02 |
866.68 |
8.2% |
164.65 |
1.6% |
71% |
False |
False |
|
40 |
10,860.90 |
9,976.02 |
884.88 |
8.4% |
166.15 |
1.6% |
70% |
False |
False |
|
60 |
11,365.90 |
9,976.02 |
1,389.88 |
13.1% |
162.32 |
1.5% |
45% |
False |
False |
|
80 |
11,365.90 |
9,976.02 |
1,389.88 |
13.1% |
159.15 |
1.5% |
45% |
False |
False |
|
100 |
11,365.90 |
9,976.02 |
1,389.88 |
13.1% |
152.90 |
1.4% |
45% |
False |
False |
|
120 |
11,365.90 |
9,976.02 |
1,389.88 |
13.1% |
153.80 |
1.5% |
45% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,068.90 |
2.618 |
10,905.70 |
1.618 |
10,805.70 |
1.000 |
10,743.90 |
0.618 |
10,705.70 |
HIGH |
10,643.90 |
0.618 |
10,605.70 |
0.500 |
10,593.90 |
0.382 |
10,582.10 |
LOW |
10,543.90 |
0.618 |
10,482.10 |
1.000 |
10,443.90 |
1.618 |
10,382.10 |
2.618 |
10,282.10 |
4.250 |
10,118.90 |
|
|
Fisher Pivots for day following 11-Nov-1999 |
Pivot |
1 day |
3 day |
R1 |
10,594.83 |
10,651.00 |
PP |
10,594.37 |
10,632.43 |
S1 |
10,593.90 |
10,613.87 |
|