Trading Metrics calculated at close of trading on 02-Jun-1999 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jun-1999 |
02-Jun-1999 |
Change |
Change % |
Previous Week |
Open |
10,559.70 |
10,596.30 |
36.60 |
0.3% |
10,829.30 |
High |
10,597.50 |
10,627.60 |
30.10 |
0.3% |
10,856.40 |
Low |
10,409.10 |
10,464.50 |
55.40 |
0.5% |
10,434.30 |
Close |
10,596.30 |
10,577.90 |
-18.40 |
-0.2% |
10,559.70 |
Range |
188.40 |
163.10 |
-25.30 |
-13.4% |
422.10 |
ATR |
170.12 |
169.62 |
-0.50 |
-0.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 02-Jun-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,045.97 |
10,975.03 |
10,667.61 |
|
R3 |
10,882.87 |
10,811.93 |
10,622.75 |
|
R2 |
10,719.77 |
10,719.77 |
10,607.80 |
|
R1 |
10,648.83 |
10,648.83 |
10,592.85 |
10,602.75 |
PP |
10,556.67 |
10,556.67 |
10,556.67 |
10,533.63 |
S1 |
10,485.73 |
10,485.73 |
10,562.95 |
10,439.65 |
S2 |
10,393.57 |
10,393.57 |
10,548.00 |
|
S3 |
10,230.47 |
10,322.63 |
10,533.05 |
|
S4 |
10,067.37 |
10,159.53 |
10,488.20 |
|
|
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 |
10,721.30 |
10,409.10 |
312.20 |
3.0% |
188.68 |
1.8% |
54% |
False |
False |
|
10 |
10,946.10 |
10,409.10 |
537.00 |
5.1% |
167.32 |
1.6% |
31% |
False |
False |
|
20 |
11,130.70 |
10,409.10 |
721.60 |
6.8% |
165.78 |
1.6% |
23% |
False |
False |
|
40 |
11,130.70 |
9,955.16 |
1,175.54 |
11.1% |
165.05 |
1.6% |
53% |
False |
False |
|
60 |
11,130.70 |
9,625.21 |
1,505.49 |
14.2% |
155.72 |
1.5% |
63% |
False |
False |
|
80 |
11,130.70 |
9,099.04 |
2,031.66 |
19.2% |
157.04 |
1.5% |
73% |
False |
False |
|
100 |
11,130.70 |
9,063.26 |
2,067.44 |
19.5% |
157.50 |
1.5% |
73% |
False |
False |
|
120 |
11,130.70 |
8,676.03 |
2,454.67 |
23.2% |
152.99 |
1.4% |
77% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,320.78 |
2.618 |
11,054.60 |
1.618 |
10,891.50 |
1.000 |
10,790.70 |
0.618 |
10,728.40 |
HIGH |
10,627.60 |
0.618 |
10,565.30 |
0.500 |
10,546.05 |
0.382 |
10,526.80 |
LOW |
10,464.50 |
0.618 |
10,363.70 |
1.000 |
10,301.40 |
1.618 |
10,200.60 |
2.618 |
10,037.50 |
4.250 |
9,771.33 |
|
|
Fisher Pivots for day following 02-Jun-1999 |
Pivot |
1 day |
3 day |
R1 |
10,567.28 |
10,558.05 |
PP |
10,556.67 |
10,538.20 |
S1 |
10,546.05 |
10,518.35 |
|