Trading Metrics calculated at close of trading on 21-Apr-1999 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Apr-1999 |
21-Apr-1999 |
Change |
Change % |
Previous Week |
Open |
10,440.50 |
10,581.40 |
140.90 |
1.3% |
10,173.80 |
High |
10,496.40 |
10,581.40 |
85.00 |
0.8% |
10,526.50 |
Low |
10,333.20 |
10,420.80 |
87.60 |
0.8% |
10,096.70 |
Close |
10,448.50 |
10,581.40 |
132.90 |
1.3% |
10,493.90 |
Range |
163.20 |
160.60 |
-2.60 |
-1.6% |
429.80 |
ATR |
161.00 |
160.97 |
-0.03 |
0.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 21-Apr-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,009.67 |
10,956.13 |
10,669.73 |
|
R3 |
10,849.07 |
10,795.53 |
10,625.57 |
|
R2 |
10,688.47 |
10,688.47 |
10,610.84 |
|
R1 |
10,634.93 |
10,634.93 |
10,596.12 |
10,661.70 |
PP |
10,527.87 |
10,527.87 |
10,527.87 |
10,541.25 |
S1 |
10,474.33 |
10,474.33 |
10,566.68 |
10,501.10 |
S2 |
10,367.27 |
10,367.27 |
10,551.96 |
|
S3 |
10,206.67 |
10,313.73 |
10,537.24 |
|
S4 |
10,046.07 |
10,153.13 |
10,493.07 |
|
|
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% |
188.02 |
1.8% |
57% |
False |
False |
|
10 |
10,765.70 |
10,059.80 |
705.90 |
6.7% |
171.20 |
1.6% |
74% |
False |
False |
|
20 |
10,765.70 |
9,625.21 |
1,140.49 |
10.8% |
157.64 |
1.5% |
84% |
False |
False |
|
40 |
10,765.70 |
9,211.23 |
1,554.47 |
14.7% |
152.10 |
1.4% |
88% |
False |
False |
|
60 |
10,765.70 |
9,099.04 |
1,666.66 |
15.8% |
150.24 |
1.4% |
89% |
False |
False |
|
80 |
10,765.70 |
9,063.26 |
1,702.44 |
16.1% |
152.40 |
1.4% |
89% |
False |
False |
|
100 |
10,765.70 |
8,676.03 |
2,089.67 |
19.7% |
148.27 |
1.4% |
91% |
False |
False |
|
120 |
10,765.70 |
8,328.71 |
2,436.99 |
23.0% |
144.06 |
1.4% |
92% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,263.95 |
2.618 |
11,001.85 |
1.618 |
10,841.25 |
1.000 |
10,742.00 |
0.618 |
10,680.65 |
HIGH |
10,581.40 |
0.618 |
10,520.05 |
0.500 |
10,501.10 |
0.382 |
10,482.15 |
LOW |
10,420.80 |
0.618 |
10,321.55 |
1.000 |
10,260.20 |
1.618 |
10,160.95 |
2.618 |
10,000.35 |
4.250 |
9,738.25 |
|
|
Fisher Pivots for day following 21-Apr-1999 |
Pivot |
1 day |
3 day |
R1 |
10,554.63 |
10,570.75 |
PP |
10,527.87 |
10,560.10 |
S1 |
10,501.10 |
10,549.45 |
|