| Trading Metrics calculated at close of trading on 12-May-1999 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-May-1999 |
12-May-1999 |
Change |
Change % |
Previous Week |
| Open |
11,007.30 |
11,026.20 |
18.90 |
0.2% |
11,014.70 |
| High |
11,102.30 |
11,043.60 |
-58.70 |
-0.5% |
11,035.30 |
| Low |
10,970.60 |
10,812.80 |
-157.80 |
-1.4% |
10,756.10 |
| Close |
11,026.20 |
11,000.40 |
-25.80 |
-0.2% |
11,031.60 |
| Range |
131.70 |
230.80 |
99.10 |
75.2% |
279.20 |
| ATR |
155.48 |
160.86 |
5.38 |
3.5% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 12-May-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,644.67 |
11,553.33 |
11,127.34 |
|
| R3 |
11,413.87 |
11,322.53 |
11,063.87 |
|
| R2 |
11,183.07 |
11,183.07 |
11,042.71 |
|
| R1 |
11,091.73 |
11,091.73 |
11,021.56 |
11,022.00 |
| PP |
10,952.27 |
10,952.27 |
10,952.27 |
10,917.40 |
| S1 |
10,860.93 |
10,860.93 |
10,979.24 |
10,791.20 |
| S2 |
10,721.47 |
10,721.47 |
10,958.09 |
|
| S3 |
10,490.67 |
10,630.13 |
10,936.93 |
|
| S4 |
10,259.87 |
10,399.33 |
10,873.46 |
|
|
| 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 |
11,102.30 |
10,812.80 |
289.50 |
2.6% |
147.80 |
1.3% |
65% |
False |
True |
|
| 10 |
11,102.30 |
10,654.70 |
447.60 |
4.1% |
174.43 |
1.6% |
77% |
False |
False |
|
| 20 |
11,102.30 |
10,333.20 |
769.10 |
7.0% |
164.92 |
1.5% |
87% |
False |
False |
|
| 40 |
11,102.30 |
9,625.21 |
1,477.09 |
13.4% |
156.79 |
1.4% |
93% |
False |
False |
|
| 60 |
11,102.30 |
9,179.21 |
1,923.09 |
17.5% |
153.99 |
1.4% |
95% |
False |
False |
|
| 80 |
11,102.30 |
9,063.26 |
2,039.04 |
18.5% |
152.58 |
1.4% |
95% |
False |
False |
|
| 100 |
11,102.30 |
8,785.75 |
2,316.55 |
21.1% |
151.83 |
1.4% |
96% |
False |
False |
|
| 120 |
11,102.30 |
8,676.03 |
2,426.27 |
22.1% |
147.89 |
1.3% |
96% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,024.50 |
|
2.618 |
11,647.83 |
|
1.618 |
11,417.03 |
|
1.000 |
11,274.40 |
|
0.618 |
11,186.23 |
|
HIGH |
11,043.60 |
|
0.618 |
10,955.43 |
|
0.500 |
10,928.20 |
|
0.382 |
10,900.97 |
|
LOW |
10,812.80 |
|
0.618 |
10,670.17 |
|
1.000 |
10,582.00 |
|
1.618 |
10,439.37 |
|
2.618 |
10,208.57 |
|
4.250 |
9,831.90 |
|
|
| Fisher Pivots for day following 12-May-1999 |
| Pivot |
1 day |
3 day |
| R1 |
10,976.33 |
10,986.12 |
| PP |
10,952.27 |
10,971.83 |
| S1 |
10,928.20 |
10,957.55 |
|