Trading Metrics calculated at close of trading on 27-Apr-1999 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Apr-1999 |
27-Apr-1999 |
Change |
Change % |
Previous Week |
Open |
10,689.70 |
10,718.60 |
28.90 |
0.3% |
10,493.90 |
High |
10,729.20 |
10,847.70 |
118.50 |
1.1% |
10,765.70 |
Low |
10,649.90 |
10,719.20 |
69.30 |
0.7% |
10,333.20 |
Close |
10,718.60 |
10,831.70 |
113.10 |
1.1% |
10,689.70 |
Range |
79.30 |
128.50 |
49.20 |
62.0% |
432.50 |
ATR |
152.41 |
150.75 |
-1.67 |
-1.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 27-Apr-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,185.03 |
11,136.87 |
10,902.38 |
|
R3 |
11,056.53 |
11,008.37 |
10,867.04 |
|
R2 |
10,928.03 |
10,928.03 |
10,855.26 |
|
R1 |
10,879.87 |
10,879.87 |
10,843.48 |
10,903.95 |
PP |
10,799.53 |
10,799.53 |
10,799.53 |
10,811.58 |
S1 |
10,751.37 |
10,751.37 |
10,819.92 |
10,775.45 |
S2 |
10,671.03 |
10,671.03 |
10,808.14 |
|
S3 |
10,542.53 |
10,622.87 |
10,796.36 |
|
S4 |
10,414.03 |
10,494.37 |
10,761.03 |
|
|
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 |
10,847.70 |
10,420.80 |
426.90 |
3.9% |
130.04 |
1.2% |
96% |
True |
False |
|
10 |
10,847.70 |
10,333.20 |
514.50 |
4.7% |
158.84 |
1.5% |
97% |
True |
False |
|
20 |
10,847.70 |
9,765.63 |
1,082.07 |
10.0% |
153.13 |
1.4% |
99% |
True |
False |
|
40 |
10,847.70 |
9,211.23 |
1,636.47 |
15.1% |
148.08 |
1.4% |
99% |
True |
False |
|
60 |
10,847.70 |
9,099.04 |
1,748.66 |
16.1% |
148.59 |
1.4% |
99% |
True |
False |
|
80 |
10,847.70 |
9,063.26 |
1,784.44 |
16.5% |
154.20 |
1.4% |
99% |
True |
False |
|
100 |
10,847.70 |
8,676.03 |
2,171.67 |
20.0% |
148.47 |
1.4% |
99% |
True |
False |
|
120 |
10,847.70 |
8,676.03 |
2,171.67 |
20.0% |
143.50 |
1.3% |
99% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,393.83 |
2.618 |
11,184.11 |
1.618 |
11,055.61 |
1.000 |
10,976.20 |
0.618 |
10,927.11 |
HIGH |
10,847.70 |
0.618 |
10,798.61 |
0.500 |
10,783.45 |
0.382 |
10,768.29 |
LOW |
10,719.20 |
0.618 |
10,639.79 |
1.000 |
10,590.70 |
1.618 |
10,511.29 |
2.618 |
10,382.79 |
4.250 |
10,173.08 |
|
|
Fisher Pivots for day following 27-Apr-1999 |
Pivot |
1 day |
3 day |
R1 |
10,815.62 |
10,803.53 |
PP |
10,799.53 |
10,775.37 |
S1 |
10,783.45 |
10,747.20 |
|