Trading Metrics calculated at close of trading on 14-May-1999 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-May-1999 |
14-May-1999 |
Change |
Change % |
Previous Week |
Open |
11,000.40 |
11,107.20 |
106.80 |
1.0% |
11,031.60 |
High |
11,130.70 |
11,106.80 |
-23.90 |
-0.2% |
11,130.70 |
Low |
10,998.40 |
10,870.10 |
-128.30 |
-1.2% |
10,812.80 |
Close |
11,107.20 |
10,913.30 |
-193.90 |
-1.7% |
10,913.30 |
Range |
132.30 |
236.70 |
104.40 |
78.9% |
317.90 |
ATR |
158.82 |
164.41 |
5.59 |
3.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 14-May-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,673.50 |
11,530.10 |
11,043.49 |
|
R3 |
11,436.80 |
11,293.40 |
10,978.39 |
|
R2 |
11,200.10 |
11,200.10 |
10,956.70 |
|
R1 |
11,056.70 |
11,056.70 |
10,935.00 |
11,010.05 |
PP |
10,963.40 |
10,963.40 |
10,963.40 |
10,940.08 |
S1 |
10,820.00 |
10,820.00 |
10,891.60 |
10,773.35 |
S2 |
10,726.70 |
10,726.70 |
10,869.91 |
|
S3 |
10,490.00 |
10,583.30 |
10,848.21 |
|
S4 |
10,253.30 |
10,346.60 |
10,783.12 |
|
|
Weekly Pivots for week ending 14-May-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,905.97 |
11,727.53 |
11,088.15 |
|
R3 |
11,588.07 |
11,409.63 |
11,000.72 |
|
R2 |
11,270.17 |
11,270.17 |
10,971.58 |
|
R1 |
11,091.73 |
11,091.73 |
10,942.44 |
11,022.00 |
PP |
10,952.27 |
10,952.27 |
10,952.27 |
10,917.40 |
S1 |
10,773.83 |
10,773.83 |
10,884.16 |
10,704.10 |
S2 |
10,634.37 |
10,634.37 |
10,855.02 |
|
S3 |
10,316.47 |
10,455.93 |
10,825.88 |
|
S4 |
9,998.57 |
10,138.03 |
10,738.46 |
|
|
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% |
176.02 |
1.6% |
32% |
False |
False |
|
10 |
11,130.70 |
10,756.10 |
374.60 |
3.4% |
171.30 |
1.6% |
42% |
False |
False |
|
20 |
11,130.70 |
10,333.20 |
797.50 |
7.3% |
170.59 |
1.6% |
73% |
False |
False |
|
40 |
11,130.70 |
9,625.21 |
1,505.49 |
13.8% |
159.58 |
1.5% |
86% |
False |
False |
|
60 |
11,130.70 |
9,211.23 |
1,919.47 |
17.6% |
155.07 |
1.4% |
89% |
False |
False |
|
80 |
11,130.70 |
9,063.26 |
2,067.44 |
18.9% |
152.59 |
1.4% |
89% |
False |
False |
|
100 |
11,130.70 |
8,898.74 |
2,231.96 |
20.5% |
153.88 |
1.4% |
90% |
False |
False |
|
120 |
11,130.70 |
8,676.03 |
2,454.67 |
22.5% |
149.63 |
1.4% |
91% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,112.78 |
2.618 |
11,726.48 |
1.618 |
11,489.78 |
1.000 |
11,343.50 |
0.618 |
11,253.08 |
HIGH |
11,106.80 |
0.618 |
11,016.38 |
0.500 |
10,988.45 |
0.382 |
10,960.52 |
LOW |
10,870.10 |
0.618 |
10,723.82 |
1.000 |
10,633.40 |
1.618 |
10,487.12 |
2.618 |
10,250.42 |
4.250 |
9,864.13 |
|
|
Fisher Pivots for day following 14-May-1999 |
Pivot |
1 day |
3 day |
R1 |
10,988.45 |
10,971.75 |
PP |
10,963.40 |
10,952.27 |
S1 |
10,938.35 |
10,932.78 |
|