| Trading Metrics calculated at close of trading on 18-May-1999 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-May-1999 |
18-May-1999 |
Change |
Change % |
Previous Week |
| Open |
10,913.30 |
10,853.50 |
-59.80 |
-0.5% |
11,031.60 |
| High |
10,910.60 |
10,930.80 |
20.20 |
0.2% |
11,130.70 |
| Low |
10,745.80 |
10,740.80 |
-5.00 |
0.0% |
10,812.80 |
| Close |
10,853.50 |
10,837.00 |
-16.50 |
-0.2% |
10,913.30 |
| Range |
164.80 |
190.00 |
25.20 |
15.3% |
317.90 |
| ATR |
164.63 |
166.45 |
1.81 |
1.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 18-May-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,406.20 |
11,311.60 |
10,941.50 |
|
| R3 |
11,216.20 |
11,121.60 |
10,889.25 |
|
| R2 |
11,026.20 |
11,026.20 |
10,871.83 |
|
| R1 |
10,931.60 |
10,931.60 |
10,854.42 |
10,883.90 |
| PP |
10,836.20 |
10,836.20 |
10,836.20 |
10,812.35 |
| S1 |
10,741.60 |
10,741.60 |
10,819.58 |
10,693.90 |
| S2 |
10,646.20 |
10,646.20 |
10,802.17 |
|
| S3 |
10,456.20 |
10,551.60 |
10,784.75 |
|
| S4 |
10,266.20 |
10,361.60 |
10,732.50 |
|
|
| 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 |
10,740.80 |
389.90 |
3.6% |
190.92 |
1.8% |
25% |
False |
True |
|
| 10 |
11,130.70 |
10,740.80 |
389.90 |
3.6% |
164.23 |
1.5% |
25% |
False |
True |
|
| 20 |
11,130.70 |
10,420.80 |
709.90 |
6.6% |
162.13 |
1.5% |
59% |
False |
False |
|
| 40 |
11,130.70 |
9,625.21 |
1,505.49 |
13.9% |
162.33 |
1.5% |
80% |
False |
False |
|
| 60 |
11,130.70 |
9,211.23 |
1,919.47 |
17.7% |
155.07 |
1.4% |
85% |
False |
False |
|
| 80 |
11,130.70 |
9,063.26 |
2,067.44 |
19.1% |
152.96 |
1.4% |
86% |
False |
False |
|
| 100 |
11,130.70 |
9,043.17 |
2,087.53 |
19.3% |
154.42 |
1.4% |
86% |
False |
False |
|
| 120 |
11,130.70 |
8,676.03 |
2,454.67 |
22.7% |
150.00 |
1.4% |
88% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,738.30 |
|
2.618 |
11,428.22 |
|
1.618 |
11,238.22 |
|
1.000 |
11,120.80 |
|
0.618 |
11,048.22 |
|
HIGH |
10,930.80 |
|
0.618 |
10,858.22 |
|
0.500 |
10,835.80 |
|
0.382 |
10,813.38 |
|
LOW |
10,740.80 |
|
0.618 |
10,623.38 |
|
1.000 |
10,550.80 |
|
1.618 |
10,433.38 |
|
2.618 |
10,243.38 |
|
4.250 |
9,933.30 |
|
|
| Fisher Pivots for day following 18-May-1999 |
| Pivot |
1 day |
3 day |
| R1 |
10,836.60 |
10,923.80 |
| PP |
10,836.20 |
10,894.87 |
| S1 |
10,835.80 |
10,865.93 |
|