Trading Metrics calculated at close of trading on 26-May-1999 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-May-1999 |
26-May-1999 |
Change |
Change % |
Previous Week |
Open |
10,654.70 |
10,531.10 |
-123.60 |
-1.2% |
10,913.30 |
High |
10,754.70 |
10,721.30 |
-33.40 |
-0.3% |
10,946.10 |
Low |
10,530.20 |
10,518.70 |
-11.50 |
-0.1% |
10,740.80 |
Close |
10,531.10 |
10,702.20 |
171.10 |
1.6% |
10,829.30 |
Range |
224.50 |
202.60 |
-21.90 |
-9.8% |
205.30 |
ATR |
162.00 |
164.90 |
2.90 |
1.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 26-May-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,255.20 |
11,181.30 |
10,813.63 |
|
R3 |
11,052.60 |
10,978.70 |
10,757.92 |
|
R2 |
10,850.00 |
10,850.00 |
10,739.34 |
|
R1 |
10,776.10 |
10,776.10 |
10,720.77 |
10,813.05 |
PP |
10,647.40 |
10,647.40 |
10,647.40 |
10,665.88 |
S1 |
10,573.50 |
10,573.50 |
10,683.63 |
10,610.45 |
S2 |
10,444.80 |
10,444.80 |
10,665.06 |
|
S3 |
10,242.20 |
10,370.90 |
10,646.49 |
|
S4 |
10,039.60 |
10,168.30 |
10,590.77 |
|
|
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 |
10,518.70 |
427.40 |
4.0% |
167.54 |
1.6% |
43% |
False |
True |
|
10 |
11,130.70 |
10,518.70 |
612.00 |
5.7% |
165.62 |
1.5% |
30% |
False |
True |
|
20 |
11,130.70 |
10,518.70 |
612.00 |
5.7% |
170.03 |
1.6% |
30% |
False |
True |
|
40 |
11,130.70 |
9,765.63 |
1,365.07 |
12.8% |
161.45 |
1.5% |
69% |
False |
False |
|
60 |
11,130.70 |
9,211.23 |
1,919.47 |
17.9% |
154.91 |
1.4% |
78% |
False |
False |
|
80 |
11,130.70 |
9,099.04 |
2,031.66 |
19.0% |
154.39 |
1.4% |
79% |
False |
False |
|
100 |
11,130.70 |
9,063.26 |
2,067.44 |
19.3% |
157.56 |
1.5% |
79% |
False |
False |
|
120 |
11,130.70 |
8,676.03 |
2,454.67 |
22.9% |
151.64 |
1.4% |
83% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,582.35 |
2.618 |
11,251.71 |
1.618 |
11,049.11 |
1.000 |
10,923.90 |
0.618 |
10,846.51 |
HIGH |
10,721.30 |
0.618 |
10,643.91 |
0.500 |
10,620.00 |
0.382 |
10,596.09 |
LOW |
10,518.70 |
0.618 |
10,393.49 |
1.000 |
10,316.10 |
1.618 |
10,190.89 |
2.618 |
9,988.29 |
4.250 |
9,657.65 |
|
|
Fisher Pivots for day following 26-May-1999 |
Pivot |
1 day |
3 day |
R1 |
10,674.80 |
10,697.32 |
PP |
10,647.40 |
10,692.43 |
S1 |
10,620.00 |
10,687.55 |
|