Trading Metrics calculated at close of trading on 20-Apr-1999 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Apr-1999 |
20-Apr-1999 |
Change |
Change % |
Previous Week |
Open |
10,493.90 |
10,440.50 |
-53.40 |
-0.5% |
10,173.80 |
High |
10,765.70 |
10,496.40 |
-269.30 |
-2.5% |
10,526.50 |
Low |
10,404.90 |
10,333.20 |
-71.70 |
-0.7% |
10,096.70 |
Close |
10,440.50 |
10,448.50 |
8.00 |
0.1% |
10,493.90 |
Range |
360.80 |
163.20 |
-197.60 |
-54.8% |
429.80 |
ATR |
160.83 |
161.00 |
0.17 |
0.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 20-Apr-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,915.63 |
10,845.27 |
10,538.26 |
|
R3 |
10,752.43 |
10,682.07 |
10,493.38 |
|
R2 |
10,589.23 |
10,589.23 |
10,478.42 |
|
R1 |
10,518.87 |
10,518.87 |
10,463.46 |
10,554.05 |
PP |
10,426.03 |
10,426.03 |
10,426.03 |
10,443.63 |
S1 |
10,355.67 |
10,355.67 |
10,433.54 |
10,390.85 |
S2 |
10,262.83 |
10,262.83 |
10,418.58 |
|
S3 |
10,099.63 |
10,192.47 |
10,403.62 |
|
S4 |
9,936.43 |
10,029.27 |
10,358.74 |
|
|
Weekly Pivots for week ending 16-Apr-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,661.77 |
11,507.63 |
10,730.29 |
|
R3 |
11,231.97 |
11,077.83 |
10,612.10 |
|
R2 |
10,802.17 |
10,802.17 |
10,572.70 |
|
R1 |
10,648.03 |
10,648.03 |
10,533.30 |
10,725.10 |
PP |
10,372.37 |
10,372.37 |
10,372.37 |
10,410.90 |
S1 |
10,218.23 |
10,218.23 |
10,454.50 |
10,295.30 |
S2 |
9,942.57 |
9,942.57 |
10,415.10 |
|
S3 |
9,512.77 |
9,788.43 |
10,375.71 |
|
S4 |
9,082.97 |
9,358.63 |
10,257.51 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
10,765.70 |
10,333.20 |
432.50 |
4.1% |
187.64 |
1.8% |
27% |
False |
True |
|
10 |
10,765.70 |
9,955.16 |
810.54 |
7.8% |
168.60 |
1.6% |
61% |
False |
False |
|
20 |
10,765.70 |
9,625.21 |
1,140.49 |
10.9% |
162.53 |
1.6% |
72% |
False |
False |
|
40 |
10,765.70 |
9,211.23 |
1,554.47 |
14.9% |
151.54 |
1.5% |
80% |
False |
False |
|
60 |
10,765.70 |
9,063.26 |
1,702.44 |
16.3% |
149.91 |
1.4% |
81% |
False |
False |
|
80 |
10,765.70 |
9,043.17 |
1,722.53 |
16.5% |
152.49 |
1.5% |
82% |
False |
False |
|
100 |
10,765.70 |
8,676.03 |
2,089.67 |
20.0% |
147.58 |
1.4% |
85% |
False |
False |
|
120 |
10,765.70 |
8,328.71 |
2,436.99 |
23.3% |
144.28 |
1.4% |
87% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,190.00 |
2.618 |
10,923.66 |
1.618 |
10,760.46 |
1.000 |
10,659.60 |
0.618 |
10,597.26 |
HIGH |
10,496.40 |
0.618 |
10,434.06 |
0.500 |
10,414.80 |
0.382 |
10,395.54 |
LOW |
10,333.20 |
0.618 |
10,232.34 |
1.000 |
10,170.00 |
1.618 |
10,069.14 |
2.618 |
9,905.94 |
4.250 |
9,639.60 |
|
|
Fisher Pivots for day following 20-Apr-1999 |
Pivot |
1 day |
3 day |
R1 |
10,437.27 |
10,549.45 |
PP |
10,426.03 |
10,515.80 |
S1 |
10,414.80 |
10,482.15 |
|