| Trading Metrics calculated at close of trading on 16-Nov-1999 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Nov-1999 |
16-Nov-1999 |
Change |
Change % |
Previous Week |
| Open |
10,732.60 |
10,803.00 |
70.40 |
0.7% |
10,662.30 |
| High |
10,798.40 |
10,937.80 |
139.40 |
1.3% |
10,776.00 |
| Low |
10,712.10 |
10,757.40 |
45.30 |
0.4% |
10,536.30 |
| Close |
10,760.80 |
10,932.60 |
171.80 |
1.6% |
10,769.00 |
| Range |
86.30 |
180.40 |
94.10 |
109.0% |
239.70 |
| ATR |
156.34 |
158.06 |
1.72 |
1.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 16-Nov-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,417.13 |
11,355.27 |
11,031.82 |
|
| R3 |
11,236.73 |
11,174.87 |
10,982.21 |
|
| R2 |
11,056.33 |
11,056.33 |
10,965.67 |
|
| R1 |
10,994.47 |
10,994.47 |
10,949.14 |
11,025.40 |
| PP |
10,875.93 |
10,875.93 |
10,875.93 |
10,891.40 |
| S1 |
10,814.07 |
10,814.07 |
10,916.06 |
10,845.00 |
| S2 |
10,695.53 |
10,695.53 |
10,899.53 |
|
| S3 |
10,515.13 |
10,633.67 |
10,882.99 |
|
| S4 |
10,334.73 |
10,453.27 |
10,833.38 |
|
|
| Weekly Pivots for week ending 12-Nov-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,412.87 |
11,330.63 |
10,900.84 |
|
| R3 |
11,173.17 |
11,090.93 |
10,834.92 |
|
| R2 |
10,933.47 |
10,933.47 |
10,812.95 |
|
| R1 |
10,851.23 |
10,851.23 |
10,790.97 |
10,892.35 |
| PP |
10,693.77 |
10,693.77 |
10,693.77 |
10,714.33 |
| S1 |
10,611.53 |
10,611.53 |
10,747.03 |
10,652.65 |
| S2 |
10,454.07 |
10,454.07 |
10,725.06 |
|
| S3 |
10,214.37 |
10,371.83 |
10,703.08 |
|
| S4 |
9,974.67 |
10,132.13 |
10,637.17 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
10,937.80 |
10,536.30 |
401.50 |
3.7% |
142.88 |
1.3% |
99% |
True |
False |
|
| 10 |
10,937.80 |
10,536.30 |
401.50 |
3.7% |
142.09 |
1.3% |
99% |
True |
False |
|
| 20 |
10,937.80 |
10,177.40 |
760.40 |
7.0% |
156.54 |
1.4% |
99% |
True |
False |
|
| 40 |
10,937.80 |
9,976.02 |
961.78 |
8.8% |
167.25 |
1.5% |
99% |
True |
False |
|
| 60 |
11,365.90 |
9,976.02 |
1,389.88 |
12.7% |
162.91 |
1.5% |
69% |
False |
False |
|
| 80 |
11,365.90 |
9,976.02 |
1,389.88 |
12.7% |
160.27 |
1.5% |
69% |
False |
False |
|
| 100 |
11,365.90 |
9,976.02 |
1,389.88 |
12.7% |
153.70 |
1.4% |
69% |
False |
False |
|
| 120 |
11,365.90 |
9,976.02 |
1,389.88 |
12.7% |
152.15 |
1.4% |
69% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,704.50 |
|
2.618 |
11,410.09 |
|
1.618 |
11,229.69 |
|
1.000 |
11,118.20 |
|
0.618 |
11,049.29 |
|
HIGH |
10,937.80 |
|
0.618 |
10,868.89 |
|
0.500 |
10,847.60 |
|
0.382 |
10,826.31 |
|
LOW |
10,757.40 |
|
0.618 |
10,645.91 |
|
1.000 |
10,577.00 |
|
1.618 |
10,465.51 |
|
2.618 |
10,285.11 |
|
4.250 |
9,990.70 |
|
|
| Fisher Pivots for day following 16-Nov-1999 |
| Pivot |
1 day |
3 day |
| R1 |
10,904.27 |
10,868.43 |
| PP |
10,875.93 |
10,804.27 |
| S1 |
10,847.60 |
10,740.10 |
|