Trading Metrics calculated at close of trading on 05-May-1999 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-May-1999 |
05-May-1999 |
Change |
Change % |
Previous Week |
Open |
11,014.70 |
10,955.40 |
-59.30 |
-0.5% |
10,689.70 |
High |
11,035.30 |
10,955.40 |
-79.90 |
-0.7% |
10,961.70 |
Low |
10,868.40 |
10,775.90 |
-92.50 |
-0.9% |
10,649.90 |
Close |
10,886.10 |
10,955.40 |
69.30 |
0.6% |
10,789.00 |
Range |
166.90 |
179.50 |
12.60 |
7.5% |
311.80 |
ATR |
163.99 |
165.10 |
1.11 |
0.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 05-May-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,434.07 |
11,374.23 |
11,054.13 |
|
R3 |
11,254.57 |
11,194.73 |
11,004.76 |
|
R2 |
11,075.07 |
11,075.07 |
10,988.31 |
|
R1 |
11,015.23 |
11,015.23 |
10,971.85 |
11,045.15 |
PP |
10,895.57 |
10,895.57 |
10,895.57 |
10,910.53 |
S1 |
10,835.73 |
10,835.73 |
10,938.95 |
10,865.65 |
S2 |
10,716.07 |
10,716.07 |
10,922.49 |
|
S3 |
10,536.57 |
10,656.23 |
10,906.04 |
|
S4 |
10,357.07 |
10,476.73 |
10,856.68 |
|
|
Weekly Pivots for week ending 30-Apr-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,735.60 |
11,574.10 |
10,960.49 |
|
R3 |
11,423.80 |
11,262.30 |
10,874.75 |
|
R2 |
11,112.00 |
11,112.00 |
10,846.16 |
|
R1 |
10,950.50 |
10,950.50 |
10,817.58 |
11,031.25 |
PP |
10,800.20 |
10,800.20 |
10,800.20 |
10,840.58 |
S1 |
10,638.70 |
10,638.70 |
10,760.42 |
10,719.45 |
S2 |
10,488.40 |
10,488.40 |
10,731.84 |
|
S3 |
10,176.60 |
10,326.90 |
10,703.26 |
|
S4 |
9,864.80 |
10,015.10 |
10,617.51 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
11,035.30 |
10,654.70 |
380.60 |
3.5% |
201.06 |
1.8% |
79% |
False |
False |
|
10 |
11,035.30 |
10,580.00 |
455.30 |
4.2% |
161.92 |
1.5% |
82% |
False |
False |
|
20 |
11,035.30 |
10,059.80 |
975.50 |
8.9% |
166.56 |
1.5% |
92% |
False |
False |
|
40 |
11,035.30 |
9,625.21 |
1,410.09 |
12.9% |
151.96 |
1.4% |
94% |
False |
False |
|
60 |
11,035.30 |
9,099.04 |
1,936.26 |
17.7% |
155.03 |
1.4% |
96% |
False |
False |
|
80 |
11,035.30 |
9,063.26 |
1,972.04 |
18.0% |
156.15 |
1.4% |
96% |
False |
False |
|
100 |
11,035.30 |
8,676.03 |
2,359.27 |
21.5% |
151.40 |
1.4% |
97% |
False |
False |
|
120 |
11,035.30 |
8,676.03 |
2,359.27 |
21.5% |
146.89 |
1.3% |
97% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,718.28 |
2.618 |
11,425.33 |
1.618 |
11,245.83 |
1.000 |
11,134.90 |
0.618 |
11,066.33 |
HIGH |
10,955.40 |
0.618 |
10,886.83 |
0.500 |
10,865.65 |
0.382 |
10,844.47 |
LOW |
10,775.90 |
0.618 |
10,664.97 |
1.000 |
10,596.40 |
1.618 |
10,485.47 |
2.618 |
10,305.97 |
4.250 |
10,013.03 |
|
|
Fisher Pivots for day following 05-May-1999 |
Pivot |
1 day |
3 day |
R1 |
10,925.48 |
10,935.50 |
PP |
10,895.57 |
10,915.60 |
S1 |
10,865.65 |
10,895.70 |
|