Trading Metrics calculated at close of trading on 20-May-1999 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-May-1999 |
20-May-1999 |
Change |
Change % |
Previous Week |
Open |
10,837.00 |
10,866.70 |
29.70 |
0.3% |
11,031.60 |
High |
10,891.80 |
10,946.10 |
54.30 |
0.5% |
11,130.70 |
Low |
10,797.10 |
10,866.70 |
69.60 |
0.6% |
10,812.80 |
Close |
10,887.40 |
10,866.70 |
-20.70 |
-0.2% |
10,913.30 |
Range |
94.70 |
79.40 |
-15.30 |
-16.2% |
317.90 |
ATR |
161.32 |
155.47 |
-5.85 |
-3.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 20-May-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,131.37 |
11,078.43 |
10,910.37 |
|
R3 |
11,051.97 |
10,999.03 |
10,888.54 |
|
R2 |
10,972.57 |
10,972.57 |
10,881.26 |
|
R1 |
10,919.63 |
10,919.63 |
10,873.98 |
10,906.40 |
PP |
10,893.17 |
10,893.17 |
10,893.17 |
10,886.55 |
S1 |
10,840.23 |
10,840.23 |
10,859.42 |
10,827.00 |
S2 |
10,813.77 |
10,813.77 |
10,852.14 |
|
S3 |
10,734.37 |
10,760.83 |
10,844.87 |
|
S4 |
10,654.97 |
10,681.43 |
10,823.03 |
|
|
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 |
11,106.80 |
10,740.80 |
366.00 |
3.4% |
153.12 |
1.4% |
34% |
False |
False |
|
10 |
11,130.70 |
10,740.80 |
389.90 |
3.6% |
150.92 |
1.4% |
32% |
False |
False |
|
20 |
11,130.70 |
10,646.70 |
484.00 |
4.5% |
154.12 |
1.4% |
45% |
False |
False |
|
40 |
11,130.70 |
9,664.90 |
1,465.80 |
13.5% |
158.27 |
1.5% |
82% |
False |
False |
|
60 |
11,130.70 |
9,211.23 |
1,919.47 |
17.7% |
152.19 |
1.4% |
86% |
False |
False |
|
80 |
11,130.70 |
9,099.04 |
2,031.66 |
18.7% |
151.61 |
1.4% |
87% |
False |
False |
|
100 |
11,130.70 |
9,063.26 |
2,067.44 |
19.0% |
153.81 |
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 |
11,283.55 |
2.618 |
11,153.97 |
1.618 |
11,074.57 |
1.000 |
11,025.50 |
0.618 |
10,995.17 |
HIGH |
10,946.10 |
0.618 |
10,915.77 |
0.500 |
10,906.40 |
0.382 |
10,897.03 |
LOW |
10,866.70 |
0.618 |
10,817.63 |
1.000 |
10,787.30 |
1.618 |
10,738.23 |
2.618 |
10,658.83 |
4.250 |
10,529.25 |
|
|
Fisher Pivots for day following 20-May-1999 |
Pivot |
1 day |
3 day |
R1 |
10,906.40 |
10,858.95 |
PP |
10,893.17 |
10,851.20 |
S1 |
10,879.93 |
10,843.45 |
|