Trading Metrics calculated at close of trading on 01-Jun-1999 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-May-1999 |
01-Jun-1999 |
Change |
Change % |
Previous Week |
Open |
10,466.90 |
10,559.70 |
92.80 |
0.9% |
10,829.30 |
High |
10,589.50 |
10,597.50 |
8.00 |
0.1% |
10,856.40 |
Low |
10,467.20 |
10,409.10 |
-58.10 |
-0.6% |
10,434.30 |
Close |
10,559.70 |
10,596.30 |
36.60 |
0.3% |
10,559.70 |
Range |
122.30 |
188.40 |
66.10 |
54.0% |
422.10 |
ATR |
168.71 |
170.12 |
1.41 |
0.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 01-Jun-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,099.50 |
11,036.30 |
10,699.92 |
|
R3 |
10,911.10 |
10,847.90 |
10,648.11 |
|
R2 |
10,722.70 |
10,722.70 |
10,630.84 |
|
R1 |
10,659.50 |
10,659.50 |
10,613.57 |
10,691.10 |
PP |
10,534.30 |
10,534.30 |
10,534.30 |
10,550.10 |
S1 |
10,471.10 |
10,471.10 |
10,579.03 |
10,502.70 |
S2 |
10,345.90 |
10,345.90 |
10,561.76 |
|
S3 |
10,157.50 |
10,282.70 |
10,544.49 |
|
S4 |
9,969.10 |
10,094.30 |
10,492.68 |
|
|
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 |
10,754.70 |
10,409.10 |
345.60 |
3.3% |
200.96 |
1.9% |
54% |
False |
True |
|
10 |
10,946.10 |
10,409.10 |
537.00 |
5.1% |
170.01 |
1.6% |
35% |
False |
True |
|
20 |
11,130.70 |
10,409.10 |
721.60 |
6.8% |
165.97 |
1.6% |
26% |
False |
True |
|
40 |
11,130.70 |
9,915.76 |
1,214.94 |
11.5% |
163.83 |
1.5% |
56% |
False |
False |
|
60 |
11,130.70 |
9,625.21 |
1,505.49 |
14.2% |
154.51 |
1.5% |
65% |
False |
False |
|
80 |
11,130.70 |
9,099.04 |
2,031.66 |
19.2% |
156.25 |
1.5% |
74% |
False |
False |
|
100 |
11,130.70 |
9,063.26 |
2,067.44 |
19.5% |
157.03 |
1.5% |
74% |
False |
False |
|
120 |
11,130.70 |
8,676.03 |
2,454.67 |
23.2% |
152.81 |
1.4% |
78% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,398.20 |
2.618 |
11,090.73 |
1.618 |
10,902.33 |
1.000 |
10,785.90 |
0.618 |
10,713.93 |
HIGH |
10,597.50 |
0.618 |
10,525.53 |
0.500 |
10,503.30 |
0.382 |
10,481.07 |
LOW |
10,409.10 |
0.618 |
10,292.67 |
1.000 |
10,220.70 |
1.618 |
10,104.27 |
2.618 |
9,915.87 |
4.250 |
9,608.40 |
|
|
Fisher Pivots for day following 01-Jun-1999 |
Pivot |
1 day |
3 day |
R1 |
10,565.30 |
10,582.60 |
PP |
10,534.30 |
10,568.90 |
S1 |
10,503.30 |
10,555.20 |
|