Trading Metrics calculated at close of trading on 06-May-1999 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-May-1999 |
06-May-1999 |
Change |
Change % |
Previous Week |
Open |
10,955.40 |
10,955.40 |
0.00 |
0.0% |
10,689.70 |
High |
10,955.40 |
10,980.00 |
24.60 |
0.2% |
10,961.70 |
Low |
10,775.90 |
10,852.30 |
76.40 |
0.7% |
10,649.90 |
Close |
10,955.40 |
10,946.80 |
-8.60 |
-0.1% |
10,789.00 |
Range |
179.50 |
127.70 |
-51.80 |
-28.9% |
311.80 |
ATR |
165.10 |
162.43 |
-2.67 |
-1.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 06-May-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,309.47 |
11,255.83 |
11,017.04 |
|
R3 |
11,181.77 |
11,128.13 |
10,981.92 |
|
R2 |
11,054.07 |
11,054.07 |
10,970.21 |
|
R1 |
11,000.43 |
11,000.43 |
10,958.51 |
10,963.40 |
PP |
10,926.37 |
10,926.37 |
10,926.37 |
10,907.85 |
S1 |
10,872.73 |
10,872.73 |
10,935.09 |
10,835.70 |
S2 |
10,798.67 |
10,798.67 |
10,923.39 |
|
S3 |
10,670.97 |
10,745.03 |
10,911.68 |
|
S4 |
10,543.27 |
10,617.33 |
10,876.57 |
|
|
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% |
207.94 |
1.9% |
77% |
False |
False |
|
10 |
11,035.30 |
10,646.70 |
388.60 |
3.5% |
157.31 |
1.4% |
77% |
False |
False |
|
20 |
11,035.30 |
10,094.50 |
940.80 |
8.6% |
165.48 |
1.5% |
91% |
False |
False |
|
40 |
11,035.30 |
9,625.21 |
1,410.09 |
12.9% |
152.64 |
1.4% |
94% |
False |
False |
|
60 |
11,035.30 |
9,099.04 |
1,936.26 |
17.7% |
154.13 |
1.4% |
95% |
False |
False |
|
80 |
11,035.30 |
9,063.26 |
1,972.04 |
18.0% |
156.36 |
1.4% |
96% |
False |
False |
|
100 |
11,035.30 |
8,676.03 |
2,359.27 |
21.6% |
150.79 |
1.4% |
96% |
False |
False |
|
120 |
11,035.30 |
8,676.03 |
2,359.27 |
21.6% |
146.76 |
1.3% |
96% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,522.73 |
2.618 |
11,314.32 |
1.618 |
11,186.62 |
1.000 |
11,107.70 |
0.618 |
11,058.92 |
HIGH |
10,980.00 |
0.618 |
10,931.22 |
0.500 |
10,916.15 |
0.382 |
10,901.08 |
LOW |
10,852.30 |
0.618 |
10,773.38 |
1.000 |
10,724.60 |
1.618 |
10,645.68 |
2.618 |
10,517.98 |
4.250 |
10,309.58 |
|
|
Fisher Pivots for day following 06-May-1999 |
Pivot |
1 day |
3 day |
R1 |
10,936.58 |
10,933.07 |
PP |
10,926.37 |
10,919.33 |
S1 |
10,916.15 |
10,905.60 |
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