Trading Metrics calculated at close of trading on 09-Jun-1999 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-1999 |
09-Jun-1999 |
Change |
Change % |
Previous Week |
Open |
10,909.40 |
10,765.60 |
-143.80 |
-1.3% |
10,559.70 |
High |
10,909.10 |
10,790.00 |
-119.10 |
-1.1% |
10,799.80 |
Low |
10,724.20 |
10,672.60 |
-51.60 |
-0.5% |
10,409.10 |
Close |
10,765.60 |
10,690.30 |
-75.30 |
-0.7% |
10,799.80 |
Range |
184.90 |
117.40 |
-67.50 |
-36.5% |
390.70 |
ATR |
162.04 |
158.85 |
-3.19 |
-2.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 09-Jun-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,069.83 |
10,997.47 |
10,754.87 |
|
R3 |
10,952.43 |
10,880.07 |
10,722.59 |
|
R2 |
10,835.03 |
10,835.03 |
10,711.82 |
|
R1 |
10,762.67 |
10,762.67 |
10,701.06 |
10,740.15 |
PP |
10,717.63 |
10,717.63 |
10,717.63 |
10,706.38 |
S1 |
10,645.27 |
10,645.27 |
10,679.54 |
10,622.75 |
S2 |
10,600.23 |
10,600.23 |
10,668.78 |
|
S3 |
10,482.83 |
10,527.87 |
10,658.02 |
|
S4 |
10,365.43 |
10,410.47 |
10,625.73 |
|
|
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 |
10,577.30 |
340.00 |
3.2% |
133.40 |
1.2% |
33% |
False |
False |
|
10 |
10,917.30 |
10,409.10 |
508.20 |
4.8% |
161.04 |
1.5% |
55% |
False |
False |
|
20 |
11,130.70 |
10,409.10 |
721.60 |
6.8% |
164.74 |
1.5% |
39% |
False |
False |
|
40 |
11,130.70 |
10,333.20 |
797.50 |
7.5% |
163.03 |
1.5% |
45% |
False |
False |
|
60 |
11,130.70 |
9,625.21 |
1,505.49 |
14.1% |
156.85 |
1.5% |
71% |
False |
False |
|
80 |
11,130.70 |
9,179.21 |
1,951.49 |
18.3% |
155.71 |
1.5% |
77% |
False |
False |
|
100 |
11,130.70 |
9,063.26 |
2,067.44 |
19.3% |
154.86 |
1.4% |
79% |
False |
False |
|
120 |
11,130.70 |
8,740.65 |
2,390.05 |
22.4% |
152.98 |
1.4% |
82% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,288.95 |
2.618 |
11,097.35 |
1.618 |
10,979.95 |
1.000 |
10,907.40 |
0.618 |
10,862.55 |
HIGH |
10,790.00 |
0.618 |
10,745.15 |
0.500 |
10,731.30 |
0.382 |
10,717.45 |
LOW |
10,672.60 |
0.618 |
10,600.05 |
1.000 |
10,555.20 |
1.618 |
10,482.65 |
2.618 |
10,365.25 |
4.250 |
10,173.65 |
|
|
Fisher Pivots for day following 09-Jun-1999 |
Pivot |
1 day |
3 day |
R1 |
10,731.30 |
10,794.95 |
PP |
10,717.63 |
10,760.07 |
S1 |
10,703.97 |
10,725.18 |
|