| Trading Metrics calculated at close of trading on 10-May-1999 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-May-1999 |
10-May-1999 |
Change |
Change % |
Previous Week |
| Open |
10,946.80 |
11,031.60 |
84.80 |
0.8% |
11,014.70 |
| High |
11,033.90 |
11,100.60 |
66.70 |
0.6% |
11,035.30 |
| Low |
10,933.70 |
10,952.00 |
18.30 |
0.2% |
10,756.10 |
| Close |
11,031.60 |
11,007.30 |
-24.30 |
-0.2% |
11,031.60 |
| Range |
100.20 |
148.60 |
48.40 |
48.3% |
279.20 |
| ATR |
157.98 |
157.31 |
-0.67 |
-0.4% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 10-May-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,465.77 |
11,385.13 |
11,089.03 |
|
| R3 |
11,317.17 |
11,236.53 |
11,048.17 |
|
| R2 |
11,168.57 |
11,168.57 |
11,034.54 |
|
| R1 |
11,087.93 |
11,087.93 |
11,020.92 |
11,053.95 |
| PP |
11,019.97 |
11,019.97 |
11,019.97 |
11,002.98 |
| S1 |
10,939.33 |
10,939.33 |
10,993.68 |
10,905.35 |
| S2 |
10,871.37 |
10,871.37 |
10,980.06 |
|
| S3 |
10,722.77 |
10,790.73 |
10,966.44 |
|
| S4 |
10,574.17 |
10,642.13 |
10,925.57 |
|
|
| Weekly Pivots for week ending 07-May-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,778.60 |
11,684.30 |
11,185.16 |
|
| R3 |
11,499.40 |
11,405.10 |
11,108.38 |
|
| R2 |
11,220.20 |
11,220.20 |
11,082.79 |
|
| R1 |
11,125.90 |
11,125.90 |
11,057.19 |
11,173.05 |
| PP |
10,941.00 |
10,941.00 |
10,941.00 |
10,964.58 |
| S1 |
10,846.70 |
10,846.70 |
11,006.01 |
10,893.85 |
| S2 |
10,661.80 |
10,661.80 |
10,980.41 |
|
| S3 |
10,382.60 |
10,567.50 |
10,954.82 |
|
| S4 |
10,103.40 |
10,288.30 |
10,878.04 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,100.60 |
10,775.90 |
324.70 |
2.9% |
144.58 |
1.3% |
71% |
True |
False |
|
| 10 |
11,100.60 |
10,654.70 |
445.90 |
4.1% |
163.46 |
1.5% |
79% |
True |
False |
|
| 20 |
11,100.60 |
10,316.50 |
784.10 |
7.1% |
159.85 |
1.5% |
88% |
True |
False |
|
| 40 |
11,100.60 |
9,625.21 |
1,475.39 |
13.4% |
152.30 |
1.4% |
94% |
True |
False |
|
| 60 |
11,100.60 |
9,179.21 |
1,921.39 |
17.5% |
153.20 |
1.4% |
95% |
True |
False |
|
| 80 |
11,100.60 |
9,063.26 |
2,037.34 |
18.5% |
154.14 |
1.4% |
95% |
True |
False |
|
| 100 |
11,100.60 |
8,678.61 |
2,421.99 |
22.0% |
150.68 |
1.4% |
96% |
True |
False |
|
| 120 |
11,100.60 |
8,676.03 |
2,424.57 |
22.0% |
147.23 |
1.3% |
96% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,732.15 |
|
2.618 |
11,489.63 |
|
1.618 |
11,341.03 |
|
1.000 |
11,249.20 |
|
0.618 |
11,192.43 |
|
HIGH |
11,100.60 |
|
0.618 |
11,043.83 |
|
0.500 |
11,026.30 |
|
0.382 |
11,008.77 |
|
LOW |
10,952.00 |
|
0.618 |
10,860.17 |
|
1.000 |
10,803.40 |
|
1.618 |
10,711.57 |
|
2.618 |
10,562.97 |
|
4.250 |
10,320.45 |
|
|
| Fisher Pivots for day following 10-May-1999 |
| Pivot |
1 day |
3 day |
| R1 |
11,026.30 |
10,997.02 |
| PP |
11,019.97 |
10,986.73 |
| S1 |
11,013.63 |
10,976.45 |
|