Trading Metrics calculated at close of trading on 17-May-1999 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-May-1999 |
17-May-1999 |
Change |
Change % |
Previous Week |
Open |
11,107.20 |
10,913.30 |
-193.90 |
-1.7% |
11,031.60 |
High |
11,106.80 |
10,910.60 |
-196.20 |
-1.8% |
11,130.70 |
Low |
10,870.10 |
10,745.80 |
-124.30 |
-1.1% |
10,812.80 |
Close |
10,913.30 |
10,853.50 |
-59.80 |
-0.5% |
10,913.30 |
Range |
236.70 |
164.80 |
-71.90 |
-30.4% |
317.90 |
ATR |
164.41 |
164.63 |
0.22 |
0.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 17-May-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,331.03 |
11,257.07 |
10,944.14 |
|
R3 |
11,166.23 |
11,092.27 |
10,898.82 |
|
R2 |
11,001.43 |
11,001.43 |
10,883.71 |
|
R1 |
10,927.47 |
10,927.47 |
10,868.61 |
10,882.05 |
PP |
10,836.63 |
10,836.63 |
10,836.63 |
10,813.93 |
S1 |
10,762.67 |
10,762.67 |
10,838.39 |
10,717.25 |
S2 |
10,671.83 |
10,671.83 |
10,823.29 |
|
S3 |
10,507.03 |
10,597.87 |
10,808.18 |
|
S4 |
10,342.23 |
10,433.07 |
10,762.86 |
|
|
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 |
10,745.80 |
384.90 |
3.5% |
179.26 |
1.7% |
28% |
False |
True |
|
10 |
11,130.70 |
10,745.80 |
384.90 |
3.5% |
161.92 |
1.5% |
28% |
False |
True |
|
20 |
11,130.70 |
10,333.20 |
797.50 |
7.3% |
160.79 |
1.5% |
65% |
False |
False |
|
40 |
11,130.70 |
9,625.21 |
1,505.49 |
13.9% |
159.07 |
1.5% |
82% |
False |
False |
|
60 |
11,130.70 |
9,211.23 |
1,919.47 |
17.7% |
155.69 |
1.4% |
86% |
False |
False |
|
80 |
11,130.70 |
9,063.26 |
2,067.44 |
19.0% |
152.79 |
1.4% |
87% |
False |
False |
|
100 |
11,130.70 |
8,948.69 |
2,182.01 |
20.1% |
153.72 |
1.4% |
87% |
False |
False |
|
120 |
11,130.70 |
8,676.03 |
2,454.67 |
22.6% |
150.15 |
1.4% |
89% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,611.00 |
2.618 |
11,342.05 |
1.618 |
11,177.25 |
1.000 |
11,075.40 |
0.618 |
11,012.45 |
HIGH |
10,910.60 |
0.618 |
10,847.65 |
0.500 |
10,828.20 |
0.382 |
10,808.75 |
LOW |
10,745.80 |
0.618 |
10,643.95 |
1.000 |
10,581.00 |
1.618 |
10,479.15 |
2.618 |
10,314.35 |
4.250 |
10,045.40 |
|
|
Fisher Pivots for day following 17-May-1999 |
Pivot |
1 day |
3 day |
R1 |
10,845.07 |
10,938.25 |
PP |
10,836.63 |
10,910.00 |
S1 |
10,828.20 |
10,881.75 |
|