Trading Metrics calculated at close of trading on 27-May-1999 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-May-1999 |
27-May-1999 |
Change |
Change % |
Previous Week |
Open |
10,531.10 |
10,702.20 |
171.10 |
1.6% |
10,913.30 |
High |
10,721.30 |
10,701.30 |
-20.00 |
-0.2% |
10,946.10 |
Low |
10,518.70 |
10,434.30 |
-84.40 |
-0.8% |
10,740.80 |
Close |
10,702.20 |
10,466.90 |
-235.30 |
-2.2% |
10,829.30 |
Range |
202.60 |
267.00 |
64.40 |
31.8% |
205.30 |
ATR |
164.90 |
172.26 |
7.36 |
4.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 27-May-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,335.17 |
11,168.03 |
10,613.75 |
|
R3 |
11,068.17 |
10,901.03 |
10,540.33 |
|
R2 |
10,801.17 |
10,801.17 |
10,515.85 |
|
R1 |
10,634.03 |
10,634.03 |
10,491.38 |
10,584.10 |
PP |
10,534.17 |
10,534.17 |
10,534.17 |
10,509.20 |
S1 |
10,367.03 |
10,367.03 |
10,442.43 |
10,317.10 |
S2 |
10,267.17 |
10,267.17 |
10,417.95 |
|
S3 |
10,000.17 |
10,100.03 |
10,393.48 |
|
S4 |
9,733.17 |
9,833.03 |
10,320.05 |
|
|
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 |
10,888.90 |
10,434.30 |
454.60 |
4.3% |
205.06 |
2.0% |
7% |
False |
True |
|
10 |
11,106.80 |
10,434.30 |
672.50 |
6.4% |
179.09 |
1.7% |
5% |
False |
True |
|
20 |
11,130.70 |
10,434.30 |
696.40 |
6.7% |
178.71 |
1.7% |
5% |
False |
True |
|
40 |
11,130.70 |
9,765.63 |
1,365.07 |
13.0% |
162.60 |
1.6% |
51% |
False |
False |
|
60 |
11,130.70 |
9,275.72 |
1,854.98 |
17.7% |
157.27 |
1.5% |
64% |
False |
False |
|
80 |
11,130.70 |
9,099.04 |
2,031.66 |
19.4% |
155.89 |
1.5% |
67% |
False |
False |
|
100 |
11,130.70 |
9,063.26 |
2,067.44 |
19.8% |
157.95 |
1.5% |
68% |
False |
False |
|
120 |
11,130.70 |
8,676.03 |
2,454.67 |
23.5% |
152.11 |
1.5% |
73% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,836.05 |
2.618 |
11,400.31 |
1.618 |
11,133.31 |
1.000 |
10,968.30 |
0.618 |
10,866.31 |
HIGH |
10,701.30 |
0.618 |
10,599.31 |
0.500 |
10,567.80 |
0.382 |
10,536.29 |
LOW |
10,434.30 |
0.618 |
10,269.29 |
1.000 |
10,167.30 |
1.618 |
10,002.29 |
2.618 |
9,735.29 |
4.250 |
9,299.55 |
|
|
Fisher Pivots for day following 27-May-1999 |
Pivot |
1 day |
3 day |
R1 |
10,567.80 |
10,594.50 |
PP |
10,534.17 |
10,551.97 |
S1 |
10,500.53 |
10,509.43 |
|