Trading Metrics calculated at close of trading on 24-May-1999 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-May-1999 |
24-May-1999 |
Change |
Change % |
Previous Week |
Open |
10,866.70 |
10,829.30 |
-37.40 |
-0.3% |
10,913.30 |
High |
10,888.90 |
10,856.40 |
-32.50 |
-0.3% |
10,946.10 |
Low |
10,787.40 |
10,626.70 |
-160.70 |
-1.5% |
10,740.80 |
Close |
10,829.30 |
10,654.70 |
-174.60 |
-1.6% |
10,829.30 |
Range |
101.50 |
229.70 |
128.20 |
126.3% |
205.30 |
ATR |
151.61 |
157.19 |
5.58 |
3.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 24-May-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,401.70 |
11,257.90 |
10,781.04 |
|
R3 |
11,172.00 |
11,028.20 |
10,717.87 |
|
R2 |
10,942.30 |
10,942.30 |
10,696.81 |
|
R1 |
10,798.50 |
10,798.50 |
10,675.76 |
10,755.55 |
PP |
10,712.60 |
10,712.60 |
10,712.60 |
10,691.13 |
S1 |
10,568.80 |
10,568.80 |
10,633.64 |
10,525.85 |
S2 |
10,482.90 |
10,482.90 |
10,612.59 |
|
S3 |
10,253.20 |
10,339.10 |
10,591.53 |
|
S4 |
10,023.50 |
10,109.40 |
10,528.37 |
|
|
Weekly Pivots for week ending 21-May-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,454.63 |
11,347.27 |
10,942.22 |
|
R3 |
11,249.33 |
11,141.97 |
10,885.76 |
|
R2 |
11,044.03 |
11,044.03 |
10,866.94 |
|
R1 |
10,936.67 |
10,936.67 |
10,848.12 |
10,887.70 |
PP |
10,838.73 |
10,838.73 |
10,838.73 |
10,814.25 |
S1 |
10,731.37 |
10,731.37 |
10,810.48 |
10,682.40 |
S2 |
10,633.43 |
10,633.43 |
10,791.66 |
|
S3 |
10,428.13 |
10,526.07 |
10,772.84 |
|
S4 |
10,222.83 |
10,320.77 |
10,716.39 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
10,946.10 |
10,626.70 |
319.40 |
3.0% |
139.06 |
1.3% |
9% |
False |
True |
|
10 |
11,130.70 |
10,626.70 |
504.00 |
4.7% |
159.16 |
1.5% |
6% |
False |
True |
|
20 |
11,130.70 |
10,626.70 |
504.00 |
4.7% |
161.31 |
1.5% |
6% |
False |
True |
|
40 |
11,130.70 |
9,765.63 |
1,365.07 |
12.8% |
159.48 |
1.5% |
65% |
False |
False |
|
60 |
11,130.70 |
9,211.23 |
1,919.47 |
18.0% |
152.56 |
1.4% |
75% |
False |
False |
|
80 |
11,130.70 |
9,099.04 |
2,031.66 |
19.1% |
152.15 |
1.4% |
77% |
False |
False |
|
100 |
11,130.70 |
9,063.26 |
2,067.44 |
19.4% |
154.92 |
1.5% |
77% |
False |
False |
|
120 |
11,130.70 |
8,676.03 |
2,454.67 |
23.0% |
150.82 |
1.4% |
81% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,832.63 |
2.618 |
11,457.75 |
1.618 |
11,228.05 |
1.000 |
11,086.10 |
0.618 |
10,998.35 |
HIGH |
10,856.40 |
0.618 |
10,768.65 |
0.500 |
10,741.55 |
0.382 |
10,714.45 |
LOW |
10,626.70 |
0.618 |
10,484.75 |
1.000 |
10,397.00 |
1.618 |
10,255.05 |
2.618 |
10,025.35 |
4.250 |
9,650.48 |
|
|
Fisher Pivots for day following 24-May-1999 |
Pivot |
1 day |
3 day |
R1 |
10,741.55 |
10,786.40 |
PP |
10,712.60 |
10,742.50 |
S1 |
10,683.65 |
10,698.60 |
|