Trading Metrics calculated at close of trading on 03-Jun-1999 |
Day Change Summary |
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Previous |
Current |
|
|
|
|
02-Jun-1999 |
03-Jun-1999 |
Change |
Change % |
Previous Week |
Open |
10,596.30 |
10,577.90 |
-18.40 |
-0.2% |
10,829.30 |
High |
10,627.60 |
10,667.20 |
39.60 |
0.4% |
10,856.40 |
Low |
10,464.50 |
10,577.30 |
112.80 |
1.1% |
10,434.30 |
Close |
10,577.90 |
10,663.70 |
85.80 |
0.8% |
10,559.70 |
Range |
163.10 |
89.90 |
-73.20 |
-44.9% |
422.10 |
ATR |
169.62 |
163.92 |
-5.69 |
-3.4% |
0.00 |
Volume |
|
|
|
|
|
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Daily Pivots for day following 03-Jun-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,905.77 |
10,874.63 |
10,713.15 |
|
R3 |
10,815.87 |
10,784.73 |
10,688.42 |
|
R2 |
10,725.97 |
10,725.97 |
10,680.18 |
|
R1 |
10,694.83 |
10,694.83 |
10,671.94 |
10,710.40 |
PP |
10,636.07 |
10,636.07 |
10,636.07 |
10,643.85 |
S1 |
10,604.93 |
10,604.93 |
10,655.46 |
10,620.50 |
S2 |
10,546.17 |
10,546.17 |
10,647.22 |
|
S3 |
10,456.27 |
10,515.03 |
10,638.98 |
|
S4 |
10,366.37 |
10,425.13 |
10,614.26 |
|
|
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 |
10,701.30 |
10,409.10 |
292.20 |
2.7% |
166.14 |
1.6% |
87% |
False |
False |
|
10 |
10,946.10 |
10,409.10 |
537.00 |
5.0% |
166.84 |
1.6% |
47% |
False |
False |
|
20 |
11,130.70 |
10,409.10 |
721.60 |
6.8% |
161.30 |
1.5% |
35% |
False |
False |
|
40 |
11,130.70 |
10,059.80 |
1,070.90 |
10.0% |
163.93 |
1.5% |
56% |
False |
False |
|
60 |
11,130.70 |
9,625.21 |
1,505.49 |
14.1% |
155.07 |
1.5% |
69% |
False |
False |
|
80 |
11,130.70 |
9,099.04 |
2,031.66 |
19.1% |
156.60 |
1.5% |
77% |
False |
False |
|
100 |
11,130.70 |
9,063.26 |
2,067.44 |
19.4% |
157.18 |
1.5% |
77% |
False |
False |
|
120 |
11,130.70 |
8,676.03 |
2,454.67 |
23.0% |
153.05 |
1.4% |
81% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,049.28 |
2.618 |
10,902.56 |
1.618 |
10,812.66 |
1.000 |
10,757.10 |
0.618 |
10,722.76 |
HIGH |
10,667.20 |
0.618 |
10,632.86 |
0.500 |
10,622.25 |
0.382 |
10,611.64 |
LOW |
10,577.30 |
0.618 |
10,521.74 |
1.000 |
10,487.40 |
1.618 |
10,431.84 |
2.618 |
10,341.94 |
4.250 |
10,195.23 |
|
|
Fisher Pivots for day following 03-Jun-1999 |
Pivot |
1 day |
3 day |
R1 |
10,649.88 |
10,621.85 |
PP |
10,636.07 |
10,580.00 |
S1 |
10,622.25 |
10,538.15 |
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