| Trading Metrics calculated at close of trading on 13-May-1999 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-May-1999 |
13-May-1999 |
Change |
Change % |
Previous Week |
| Open |
11,026.20 |
11,000.40 |
-25.80 |
-0.2% |
11,014.70 |
| High |
11,043.60 |
11,130.70 |
87.10 |
0.8% |
11,035.30 |
| Low |
10,812.80 |
10,998.40 |
185.60 |
1.7% |
10,756.10 |
| Close |
11,000.40 |
11,107.20 |
106.80 |
1.0% |
11,031.60 |
| Range |
230.80 |
132.30 |
-98.50 |
-42.7% |
279.20 |
| ATR |
160.86 |
158.82 |
-2.04 |
-1.3% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 13-May-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,475.67 |
11,423.73 |
11,179.97 |
|
| R3 |
11,343.37 |
11,291.43 |
11,143.58 |
|
| R2 |
11,211.07 |
11,211.07 |
11,131.46 |
|
| R1 |
11,159.13 |
11,159.13 |
11,119.33 |
11,185.10 |
| PP |
11,078.77 |
11,078.77 |
11,078.77 |
11,091.75 |
| S1 |
11,026.83 |
11,026.83 |
11,095.07 |
11,052.80 |
| S2 |
10,946.47 |
10,946.47 |
11,082.95 |
|
| S3 |
10,814.17 |
10,894.53 |
11,070.82 |
|
| S4 |
10,681.87 |
10,762.23 |
11,034.44 |
|
|
| 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 |
11,130.70 |
10,812.80 |
317.90 |
2.9% |
148.72 |
1.3% |
93% |
True |
False |
|
| 10 |
11,130.70 |
10,654.70 |
476.00 |
4.3% |
178.33 |
1.6% |
95% |
True |
False |
|
| 20 |
11,130.70 |
10,333.20 |
797.50 |
7.2% |
165.43 |
1.5% |
97% |
True |
False |
|
| 40 |
11,130.70 |
9,625.21 |
1,505.49 |
13.6% |
157.56 |
1.4% |
98% |
True |
False |
|
| 60 |
11,130.70 |
9,190.94 |
1,939.76 |
17.5% |
153.09 |
1.4% |
99% |
True |
False |
|
| 80 |
11,130.70 |
9,063.26 |
2,067.44 |
18.6% |
151.87 |
1.4% |
99% |
True |
False |
|
| 100 |
11,130.70 |
8,858.57 |
2,272.13 |
20.5% |
152.22 |
1.4% |
99% |
True |
False |
|
| 120 |
11,130.70 |
8,676.03 |
2,454.67 |
22.1% |
148.30 |
1.3% |
99% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,692.98 |
|
2.618 |
11,477.06 |
|
1.618 |
11,344.76 |
|
1.000 |
11,263.00 |
|
0.618 |
11,212.46 |
|
HIGH |
11,130.70 |
|
0.618 |
11,080.16 |
|
0.500 |
11,064.55 |
|
0.382 |
11,048.94 |
|
LOW |
10,998.40 |
|
0.618 |
10,916.64 |
|
1.000 |
10,866.10 |
|
1.618 |
10,784.34 |
|
2.618 |
10,652.04 |
|
4.250 |
10,436.13 |
|
|
| Fisher Pivots for day following 13-May-1999 |
| Pivot |
1 day |
3 day |
| R1 |
11,092.98 |
11,062.05 |
| PP |
11,078.77 |
11,016.90 |
| S1 |
11,064.55 |
10,971.75 |
|