Trading Metrics calculated at close of trading on 07-Jun-1999 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jun-1999 |
07-Jun-1999 |
Change |
Change % |
Previous Week |
Open |
10,799.80 |
10,799.80 |
0.00 |
0.0% |
10,559.70 |
High |
10,799.80 |
10,917.30 |
117.50 |
1.1% |
10,799.80 |
Low |
10,659.60 |
10,782.70 |
123.10 |
1.2% |
10,409.10 |
Close |
10,799.80 |
10,909.40 |
109.60 |
1.0% |
10,799.80 |
Range |
140.20 |
134.60 |
-5.60 |
-4.0% |
390.70 |
ATR |
162.23 |
160.25 |
-1.97 |
-1.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 07-Jun-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,273.60 |
11,226.10 |
10,983.43 |
|
R3 |
11,139.00 |
11,091.50 |
10,946.42 |
|
R2 |
11,004.40 |
11,004.40 |
10,934.08 |
|
R1 |
10,956.90 |
10,956.90 |
10,921.74 |
10,980.65 |
PP |
10,869.80 |
10,869.80 |
10,869.80 |
10,881.68 |
S1 |
10,822.30 |
10,822.30 |
10,897.06 |
10,846.05 |
S2 |
10,735.20 |
10,735.20 |
10,884.72 |
|
S3 |
10,600.60 |
10,687.70 |
10,872.39 |
|
S4 |
10,466.00 |
10,553.10 |
10,835.37 |
|
|
Weekly Pivots for week ending 04-Jun-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,841.67 |
11,711.43 |
11,014.69 |
|
R3 |
11,450.97 |
11,320.73 |
10,907.24 |
|
R2 |
11,060.27 |
11,060.27 |
10,871.43 |
|
R1 |
10,930.03 |
10,930.03 |
10,835.61 |
10,995.15 |
PP |
10,669.57 |
10,669.57 |
10,669.57 |
10,702.13 |
S1 |
10,539.33 |
10,539.33 |
10,763.99 |
10,604.45 |
S2 |
10,278.87 |
10,278.87 |
10,728.17 |
|
S3 |
9,888.17 |
10,148.63 |
10,692.36 |
|
S4 |
9,497.47 |
9,757.93 |
10,584.92 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
10,917.30 |
10,409.10 |
508.20 |
4.7% |
143.24 |
1.3% |
98% |
True |
False |
|
10 |
10,917.30 |
10,409.10 |
508.20 |
4.7% |
176.23 |
1.6% |
98% |
True |
False |
|
20 |
11,130.70 |
10,409.10 |
721.60 |
6.6% |
163.64 |
1.5% |
69% |
False |
False |
|
40 |
11,130.70 |
10,096.70 |
1,034.00 |
9.5% |
164.13 |
1.5% |
79% |
False |
False |
|
60 |
11,130.70 |
9,625.21 |
1,505.49 |
13.8% |
155.22 |
1.4% |
85% |
False |
False |
|
80 |
11,130.70 |
9,143.33 |
1,987.37 |
18.2% |
156.70 |
1.4% |
89% |
False |
False |
|
100 |
11,130.70 |
9,063.26 |
2,067.44 |
19.0% |
157.13 |
1.4% |
89% |
False |
False |
|
120 |
11,130.70 |
8,676.03 |
2,454.67 |
22.5% |
152.81 |
1.4% |
91% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,489.35 |
2.618 |
11,269.68 |
1.618 |
11,135.08 |
1.000 |
11,051.90 |
0.618 |
11,000.48 |
HIGH |
10,917.30 |
0.618 |
10,865.88 |
0.500 |
10,850.00 |
0.382 |
10,834.12 |
LOW |
10,782.70 |
0.618 |
10,699.52 |
1.000 |
10,648.10 |
1.618 |
10,564.92 |
2.618 |
10,430.32 |
4.250 |
10,210.65 |
|
|
Fisher Pivots for day following 07-Jun-1999 |
Pivot |
1 day |
3 day |
R1 |
10,889.60 |
10,855.37 |
PP |
10,869.80 |
10,801.33 |
S1 |
10,850.00 |
10,747.30 |
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