Trading Metrics calculated at close of trading on 05-Apr-1999 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Apr-1999 |
05-Apr-1999 |
Change |
Change % |
Previous Week |
Open |
9,786.16 |
9,832.51 |
46.35 |
0.5% |
9,822.24 |
High |
9,840.00 |
10,023.20 |
183.20 |
1.9% |
10,040.40 |
Low |
9,765.63 |
9,836.12 |
70.49 |
0.7% |
9,765.63 |
Close |
9,832.51 |
10,007.30 |
174.79 |
1.8% |
9,832.51 |
Range |
74.37 |
187.08 |
112.71 |
151.6% |
274.77 |
ATR |
145.53 |
148.76 |
3.23 |
2.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 05-Apr-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,516.78 |
10,449.12 |
10,110.19 |
|
R3 |
10,329.70 |
10,262.04 |
10,058.75 |
|
R2 |
10,142.62 |
10,142.62 |
10,041.60 |
|
R1 |
10,074.96 |
10,074.96 |
10,024.45 |
10,108.79 |
PP |
9,955.54 |
9,955.54 |
9,955.54 |
9,972.46 |
S1 |
9,887.88 |
9,887.88 |
9,990.15 |
9,921.71 |
S2 |
9,768.46 |
9,768.46 |
9,973.00 |
|
S3 |
9,581.38 |
9,700.80 |
9,955.85 |
|
S4 |
9,394.30 |
9,513.72 |
9,904.41 |
|
|
Weekly Pivots for week ending 02-Apr-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,703.82 |
10,542.94 |
9,983.63 |
|
R3 |
10,429.05 |
10,268.17 |
9,908.07 |
|
R2 |
10,154.28 |
10,154.28 |
9,882.88 |
|
R1 |
9,993.40 |
9,993.40 |
9,857.70 |
10,073.84 |
PP |
9,879.51 |
9,879.51 |
9,879.51 |
9,919.74 |
S1 |
9,718.63 |
9,718.63 |
9,807.32 |
9,799.07 |
S2 |
9,604.74 |
9,604.74 |
9,782.14 |
|
S3 |
9,329.97 |
9,443.86 |
9,756.95 |
|
S4 |
9,055.20 |
9,169.09 |
9,681.39 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
10,040.40 |
9,765.63 |
274.77 |
2.7% |
166.10 |
1.7% |
88% |
False |
False |
|
10 |
10,040.40 |
9,625.21 |
415.19 |
4.1% |
150.95 |
1.5% |
92% |
False |
False |
|
20 |
10,085.30 |
9,625.21 |
460.09 |
4.6% |
135.87 |
1.4% |
83% |
False |
False |
|
40 |
10,085.30 |
9,099.04 |
986.26 |
9.9% |
148.67 |
1.5% |
92% |
False |
False |
|
60 |
10,085.30 |
9,063.26 |
1,022.04 |
10.2% |
152.50 |
1.5% |
92% |
False |
False |
|
80 |
10,085.30 |
8,676.03 |
1,409.27 |
14.1% |
147.30 |
1.5% |
94% |
False |
False |
|
100 |
10,085.30 |
8,676.03 |
1,409.27 |
14.1% |
142.60 |
1.4% |
94% |
False |
False |
|
120 |
10,085.30 |
7,878.15 |
2,207.15 |
22.1% |
144.36 |
1.4% |
96% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,818.29 |
2.618 |
10,512.98 |
1.618 |
10,325.90 |
1.000 |
10,210.28 |
0.618 |
10,138.82 |
HIGH |
10,023.20 |
0.618 |
9,951.74 |
0.500 |
9,929.66 |
0.382 |
9,907.58 |
LOW |
9,836.12 |
0.618 |
9,720.50 |
1.000 |
9,649.04 |
1.618 |
9,533.42 |
2.618 |
9,346.34 |
4.250 |
9,041.03 |
|
|
Fisher Pivots for day following 05-Apr-1999 |
Pivot |
1 day |
3 day |
R1 |
9,981.42 |
9,969.67 |
PP |
9,955.54 |
9,932.04 |
S1 |
9,929.66 |
9,894.42 |
|