Trading Metrics calculated at close of trading on 14-Apr-1999 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Apr-1999 |
14-Apr-1999 |
Change |
Change % |
Previous Week |
Open |
10,339.50 |
10,395.00 |
55.50 |
0.5% |
9,832.51 |
High |
10,418.90 |
10,526.50 |
107.60 |
1.0% |
10,212.10 |
Low |
10,316.50 |
10,367.80 |
51.30 |
0.5% |
9,836.12 |
Close |
10,395.00 |
10,411.70 |
16.70 |
0.2% |
10,173.80 |
Range |
102.40 |
158.70 |
56.30 |
55.0% |
375.98 |
ATR |
147.44 |
148.24 |
0.80 |
0.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 14-Apr-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,911.43 |
10,820.27 |
10,498.99 |
|
R3 |
10,752.73 |
10,661.57 |
10,455.34 |
|
R2 |
10,594.03 |
10,594.03 |
10,440.80 |
|
R1 |
10,502.87 |
10,502.87 |
10,426.25 |
10,548.45 |
PP |
10,435.33 |
10,435.33 |
10,435.33 |
10,458.13 |
S1 |
10,344.17 |
10,344.17 |
10,397.15 |
10,389.75 |
S2 |
10,276.63 |
10,276.63 |
10,382.61 |
|
S3 |
10,117.93 |
10,185.47 |
10,368.06 |
|
S4 |
9,959.23 |
10,026.77 |
10,324.42 |
|
|
Weekly Pivots for week ending 09-Apr-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,201.95 |
11,063.85 |
10,380.59 |
|
R3 |
10,825.97 |
10,687.87 |
10,277.19 |
|
R2 |
10,449.99 |
10,449.99 |
10,242.73 |
|
R1 |
10,311.89 |
10,311.89 |
10,208.26 |
10,380.94 |
PP |
10,074.01 |
10,074.01 |
10,074.01 |
10,108.53 |
S1 |
9,935.91 |
9,935.91 |
10,139.34 |
10,004.96 |
S2 |
9,698.03 |
9,698.03 |
10,104.87 |
|
S3 |
9,322.05 |
9,559.93 |
10,070.41 |
|
S4 |
8,946.07 |
9,183.95 |
9,967.01 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
10,526.50 |
10,059.80 |
466.70 |
4.5% |
154.38 |
1.5% |
75% |
True |
False |
|
10 |
10,526.50 |
9,765.63 |
760.87 |
7.3% |
150.35 |
1.4% |
85% |
True |
False |
|
20 |
10,526.50 |
9,625.21 |
901.29 |
8.7% |
148.66 |
1.4% |
87% |
True |
False |
|
40 |
10,526.50 |
9,179.21 |
1,347.29 |
12.9% |
148.53 |
1.4% |
91% |
True |
False |
|
60 |
10,526.50 |
9,063.26 |
1,463.24 |
14.1% |
148.47 |
1.4% |
92% |
True |
False |
|
80 |
10,526.50 |
8,785.75 |
1,740.75 |
16.7% |
148.56 |
1.4% |
93% |
True |
False |
|
100 |
10,526.50 |
8,676.03 |
1,850.47 |
17.8% |
144.49 |
1.4% |
94% |
True |
False |
|
120 |
10,526.50 |
8,328.71 |
2,197.79 |
21.1% |
141.68 |
1.4% |
95% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,200.98 |
2.618 |
10,941.98 |
1.618 |
10,783.28 |
1.000 |
10,685.20 |
0.618 |
10,624.58 |
HIGH |
10,526.50 |
0.618 |
10,465.88 |
0.500 |
10,447.15 |
0.382 |
10,428.42 |
LOW |
10,367.80 |
0.618 |
10,269.72 |
1.000 |
10,209.10 |
1.618 |
10,111.02 |
2.618 |
9,952.32 |
4.250 |
9,693.33 |
|
|
Fisher Pivots for day following 14-Apr-1999 |
Pivot |
1 day |
3 day |
R1 |
10,447.15 |
10,378.33 |
PP |
10,435.33 |
10,344.97 |
S1 |
10,423.52 |
10,311.60 |
|