Trading Metrics calculated at close of trading on 28-May-1999 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-May-1999 |
28-May-1999 |
Change |
Change % |
Previous Week |
Open |
10,702.20 |
10,466.90 |
-235.30 |
-2.2% |
10,829.30 |
High |
10,701.30 |
10,589.50 |
-111.80 |
-1.0% |
10,856.40 |
Low |
10,434.30 |
10,467.20 |
32.90 |
0.3% |
10,434.30 |
Close |
10,466.90 |
10,559.70 |
92.80 |
0.9% |
10,559.70 |
Range |
267.00 |
122.30 |
-144.70 |
-54.2% |
422.10 |
ATR |
172.26 |
168.71 |
-3.55 |
-2.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 28-May-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,905.70 |
10,855.00 |
10,626.97 |
|
R3 |
10,783.40 |
10,732.70 |
10,593.33 |
|
R2 |
10,661.10 |
10,661.10 |
10,582.12 |
|
R1 |
10,610.40 |
10,610.40 |
10,570.91 |
10,635.75 |
PP |
10,538.80 |
10,538.80 |
10,538.80 |
10,551.48 |
S1 |
10,488.10 |
10,488.10 |
10,548.49 |
10,513.45 |
S2 |
10,416.50 |
10,416.50 |
10,537.28 |
|
S3 |
10,294.20 |
10,365.80 |
10,526.07 |
|
S4 |
10,171.90 |
10,243.50 |
10,492.44 |
|
|
Weekly Pivots for week ending 28-May-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,883.10 |
11,643.50 |
10,791.86 |
|
R3 |
11,461.00 |
11,221.40 |
10,675.78 |
|
R2 |
11,038.90 |
11,038.90 |
10,637.09 |
|
R1 |
10,799.30 |
10,799.30 |
10,598.39 |
10,708.05 |
PP |
10,616.80 |
10,616.80 |
10,616.80 |
10,571.18 |
S1 |
10,377.20 |
10,377.20 |
10,521.01 |
10,285.95 |
S2 |
10,194.70 |
10,194.70 |
10,482.32 |
|
S3 |
9,772.60 |
9,955.10 |
10,443.62 |
|
S4 |
9,350.50 |
9,533.00 |
10,327.55 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
10,856.40 |
10,434.30 |
422.10 |
4.0% |
209.22 |
2.0% |
30% |
False |
False |
|
10 |
10,946.10 |
10,434.30 |
511.80 |
4.8% |
167.65 |
1.6% |
25% |
False |
False |
|
20 |
11,130.70 |
10,434.30 |
696.40 |
6.6% |
169.48 |
1.6% |
18% |
False |
False |
|
40 |
11,130.70 |
9,836.12 |
1,294.58 |
12.3% |
163.80 |
1.6% |
56% |
False |
False |
|
60 |
11,130.70 |
9,467.67 |
1,663.03 |
15.7% |
155.89 |
1.5% |
66% |
False |
False |
|
80 |
11,130.70 |
9,099.04 |
2,031.66 |
19.2% |
155.44 |
1.5% |
72% |
False |
False |
|
100 |
11,130.70 |
9,063.26 |
2,067.44 |
19.6% |
157.62 |
1.5% |
72% |
False |
False |
|
120 |
11,130.70 |
8,676.03 |
2,454.67 |
23.2% |
151.91 |
1.4% |
77% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,109.28 |
2.618 |
10,909.68 |
1.618 |
10,787.38 |
1.000 |
10,711.80 |
0.618 |
10,665.08 |
HIGH |
10,589.50 |
0.618 |
10,542.78 |
0.500 |
10,528.35 |
0.382 |
10,513.92 |
LOW |
10,467.20 |
0.618 |
10,391.62 |
1.000 |
10,344.90 |
1.618 |
10,269.32 |
2.618 |
10,147.02 |
4.250 |
9,947.43 |
|
|
Fisher Pivots for day following 28-May-1999 |
Pivot |
1 day |
3 day |
R1 |
10,549.25 |
10,577.80 |
PP |
10,538.80 |
10,571.77 |
S1 |
10,528.35 |
10,565.73 |
|