Trading Metrics calculated at close of trading on 28-Apr-1999 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Apr-1999 |
28-Apr-1999 |
Change |
Change % |
Previous Week |
Open |
10,718.60 |
10,831.70 |
113.10 |
1.1% |
10,493.90 |
High |
10,847.70 |
10,935.40 |
87.70 |
0.8% |
10,765.70 |
Low |
10,719.20 |
10,811.10 |
91.90 |
0.9% |
10,333.20 |
Close |
10,831.70 |
10,845.50 |
13.80 |
0.1% |
10,689.70 |
Range |
128.50 |
124.30 |
-4.20 |
-3.3% |
432.50 |
ATR |
150.75 |
148.86 |
-1.89 |
-1.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 28-Apr-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,236.90 |
11,165.50 |
10,913.87 |
|
R3 |
11,112.60 |
11,041.20 |
10,879.68 |
|
R2 |
10,988.30 |
10,988.30 |
10,868.29 |
|
R1 |
10,916.90 |
10,916.90 |
10,856.89 |
10,952.60 |
PP |
10,864.00 |
10,864.00 |
10,864.00 |
10,881.85 |
S1 |
10,792.60 |
10,792.60 |
10,834.11 |
10,828.30 |
S2 |
10,739.70 |
10,739.70 |
10,822.71 |
|
S3 |
10,615.40 |
10,668.30 |
10,811.32 |
|
S4 |
10,491.10 |
10,544.00 |
10,777.14 |
|
|
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 |
10,935.40 |
10,580.00 |
355.40 |
3.3% |
122.78 |
1.1% |
75% |
True |
False |
|
10 |
10,935.40 |
10,333.20 |
602.20 |
5.6% |
155.40 |
1.4% |
85% |
True |
False |
|
20 |
10,935.40 |
9,765.63 |
1,169.77 |
10.8% |
152.87 |
1.4% |
92% |
True |
False |
|
40 |
10,935.40 |
9,211.23 |
1,724.17 |
15.9% |
147.36 |
1.4% |
95% |
True |
False |
|
60 |
10,935.40 |
9,099.04 |
1,836.36 |
16.9% |
149.17 |
1.4% |
95% |
True |
False |
|
80 |
10,935.40 |
9,063.26 |
1,872.14 |
17.3% |
154.44 |
1.4% |
95% |
True |
False |
|
100 |
10,935.40 |
8,676.03 |
2,259.37 |
20.8% |
147.96 |
1.4% |
96% |
True |
False |
|
120 |
10,935.40 |
8,676.03 |
2,259.37 |
20.8% |
143.98 |
1.3% |
96% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,463.68 |
2.618 |
11,260.82 |
1.618 |
11,136.52 |
1.000 |
11,059.70 |
0.618 |
11,012.22 |
HIGH |
10,935.40 |
0.618 |
10,887.92 |
0.500 |
10,873.25 |
0.382 |
10,858.58 |
LOW |
10,811.10 |
0.618 |
10,734.28 |
1.000 |
10,686.80 |
1.618 |
10,609.98 |
2.618 |
10,485.68 |
4.250 |
10,282.83 |
|
|
Fisher Pivots for day following 28-Apr-1999 |
Pivot |
1 day |
3 day |
R1 |
10,873.25 |
10,827.88 |
PP |
10,864.00 |
10,810.27 |
S1 |
10,854.75 |
10,792.65 |
|