| Trading Metrics calculated at close of trading on 23-Nov-1999 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Nov-1999 |
23-Nov-1999 |
Change |
Change % |
Previous Week |
| Open |
11,010.60 |
11,092.70 |
82.10 |
0.7% |
10,732.60 |
| High |
11,112.80 |
11,101.80 |
-11.00 |
-0.1% |
11,054.40 |
| Low |
10,978.20 |
10,976.40 |
-1.80 |
0.0% |
10,712.10 |
| Close |
11,089.50 |
10,995.60 |
-93.90 |
-0.8% |
11,003.90 |
| Range |
134.60 |
125.40 |
-9.20 |
-6.8% |
342.30 |
| ATR |
145.03 |
143.63 |
-1.40 |
-1.0% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 23-Nov-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,400.80 |
11,323.60 |
11,064.57 |
|
| R3 |
11,275.40 |
11,198.20 |
11,030.09 |
|
| R2 |
11,150.00 |
11,150.00 |
11,018.59 |
|
| R1 |
11,072.80 |
11,072.80 |
11,007.10 |
11,048.70 |
| PP |
11,024.60 |
11,024.60 |
11,024.60 |
11,012.55 |
| S1 |
10,947.40 |
10,947.40 |
10,984.11 |
10,923.30 |
| S2 |
10,899.20 |
10,899.20 |
10,972.61 |
|
| S3 |
10,773.80 |
10,822.00 |
10,961.12 |
|
| S4 |
10,648.40 |
10,696.60 |
10,926.63 |
|
|
| Weekly Pivots for week ending 19-Nov-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,950.37 |
11,819.43 |
11,192.17 |
|
| R3 |
11,608.07 |
11,477.13 |
11,098.03 |
|
| R2 |
11,265.77 |
11,265.77 |
11,066.66 |
|
| R1 |
11,134.83 |
11,134.83 |
11,035.28 |
11,200.30 |
| PP |
10,923.47 |
10,923.47 |
10,923.47 |
10,956.20 |
| S1 |
10,792.53 |
10,792.53 |
10,972.52 |
10,858.00 |
| S2 |
10,581.17 |
10,581.17 |
10,941.15 |
|
| S3 |
10,238.87 |
10,450.23 |
10,909.77 |
|
| S4 |
9,896.57 |
10,107.93 |
10,815.64 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,112.80 |
10,879.10 |
233.70 |
2.1% |
109.42 |
1.0% |
50% |
False |
False |
|
| 10 |
11,112.80 |
10,536.30 |
576.50 |
5.2% |
126.15 |
1.1% |
80% |
False |
False |
|
| 20 |
11,112.80 |
10,274.00 |
838.80 |
7.6% |
139.61 |
1.3% |
86% |
False |
False |
|
| 40 |
11,112.80 |
9,976.02 |
1,136.78 |
10.3% |
158.84 |
1.4% |
90% |
False |
False |
|
| 60 |
11,142.40 |
9,976.02 |
1,166.38 |
10.6% |
158.33 |
1.4% |
87% |
False |
False |
|
| 80 |
11,365.90 |
9,976.02 |
1,389.88 |
12.6% |
156.13 |
1.4% |
73% |
False |
False |
|
| 100 |
11,365.90 |
9,976.02 |
1,389.88 |
12.6% |
150.69 |
1.4% |
73% |
False |
False |
|
| 120 |
11,365.90 |
9,976.02 |
1,389.88 |
12.6% |
150.85 |
1.4% |
73% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,634.75 |
|
2.618 |
11,430.10 |
|
1.618 |
11,304.70 |
|
1.000 |
11,227.20 |
|
0.618 |
11,179.30 |
|
HIGH |
11,101.80 |
|
0.618 |
11,053.90 |
|
0.500 |
11,039.10 |
|
0.382 |
11,024.30 |
|
LOW |
10,976.40 |
|
0.618 |
10,898.90 |
|
1.000 |
10,851.00 |
|
1.618 |
10,773.50 |
|
2.618 |
10,648.10 |
|
4.250 |
10,443.45 |
|
|
| Fisher Pivots for day following 23-Nov-1999 |
| Pivot |
1 day |
3 day |
| R1 |
11,039.10 |
11,044.45 |
| PP |
11,024.60 |
11,028.17 |
| S1 |
11,010.10 |
11,011.88 |
|