Trading Metrics calculated at close of trading on 23-Apr-1999 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Apr-1999 |
23-Apr-1999 |
Change |
Change % |
Previous Week |
Open |
10,581.40 |
10,727.20 |
145.80 |
1.4% |
10,493.90 |
High |
10,753.80 |
10,754.70 |
0.90 |
0.0% |
10,765.70 |
Low |
10,580.00 |
10,646.70 |
66.70 |
0.6% |
10,333.20 |
Close |
10,727.20 |
10,689.70 |
-37.50 |
-0.3% |
10,689.70 |
Range |
173.80 |
108.00 |
-65.80 |
-37.9% |
432.50 |
ATR |
161.89 |
158.04 |
-3.85 |
-2.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 23-Apr-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,021.03 |
10,963.37 |
10,749.10 |
|
R3 |
10,913.03 |
10,855.37 |
10,719.40 |
|
R2 |
10,805.03 |
10,805.03 |
10,709.50 |
|
R1 |
10,747.37 |
10,747.37 |
10,699.60 |
10,722.20 |
PP |
10,697.03 |
10,697.03 |
10,697.03 |
10,684.45 |
S1 |
10,639.37 |
10,639.37 |
10,679.80 |
10,614.20 |
S2 |
10,589.03 |
10,589.03 |
10,669.90 |
|
S3 |
10,481.03 |
10,531.37 |
10,660.00 |
|
S4 |
10,373.03 |
10,423.37 |
10,630.30 |
|
|
Weekly Pivots for week ending 23-Apr-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,893.70 |
11,724.20 |
10,927.58 |
|
R3 |
11,461.20 |
11,291.70 |
10,808.64 |
|
R2 |
11,028.70 |
11,028.70 |
10,768.99 |
|
R1 |
10,859.20 |
10,859.20 |
10,729.35 |
10,943.95 |
PP |
10,596.20 |
10,596.20 |
10,596.20 |
10,638.58 |
S1 |
10,426.70 |
10,426.70 |
10,650.05 |
10,511.45 |
S2 |
10,163.70 |
10,163.70 |
10,610.41 |
|
S3 |
9,731.20 |
9,994.20 |
10,570.76 |
|
S4 |
9,298.70 |
9,561.70 |
10,451.83 |
|
|
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 |
4.0% |
193.28 |
1.8% |
82% |
False |
False |
|
10 |
10,765.70 |
10,096.70 |
669.00 |
6.3% |
172.69 |
1.6% |
89% |
False |
False |
|
20 |
10,765.70 |
9,747.31 |
1,018.39 |
9.5% |
158.98 |
1.5% |
93% |
False |
False |
|
40 |
10,765.70 |
9,211.23 |
1,554.47 |
14.5% |
149.85 |
1.4% |
95% |
False |
False |
|
60 |
10,765.70 |
9,099.04 |
1,666.66 |
15.6% |
149.40 |
1.4% |
95% |
False |
False |
|
80 |
10,765.70 |
9,063.26 |
1,702.44 |
15.9% |
154.17 |
1.4% |
96% |
False |
False |
|
100 |
10,765.70 |
8,676.03 |
2,089.67 |
19.5% |
150.02 |
1.4% |
96% |
False |
False |
|
120 |
10,765.70 |
8,498.12 |
2,267.58 |
21.2% |
144.34 |
1.4% |
97% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,213.70 |
2.618 |
11,037.44 |
1.618 |
10,929.44 |
1.000 |
10,862.70 |
0.618 |
10,821.44 |
HIGH |
10,754.70 |
0.618 |
10,713.44 |
0.500 |
10,700.70 |
0.382 |
10,687.96 |
LOW |
10,646.70 |
0.618 |
10,579.96 |
1.000 |
10,538.70 |
1.618 |
10,471.96 |
2.618 |
10,363.96 |
4.250 |
10,187.70 |
|
|
Fisher Pivots for day following 23-Apr-1999 |
Pivot |
1 day |
3 day |
R1 |
10,700.70 |
10,655.72 |
PP |
10,697.03 |
10,621.73 |
S1 |
10,693.37 |
10,587.75 |
|