Trading Metrics calculated at close of trading on 10-Jun-1999 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-1999 |
10-Jun-1999 |
Change |
Change % |
Previous Week |
Open |
10,765.60 |
10,690.30 |
-75.30 |
-0.7% |
10,559.70 |
High |
10,790.00 |
10,690.30 |
-99.70 |
-0.9% |
10,799.80 |
Low |
10,672.60 |
10,526.30 |
-146.30 |
-1.4% |
10,409.10 |
Close |
10,690.30 |
10,621.30 |
-69.00 |
-0.6% |
10,799.80 |
Range |
117.40 |
164.00 |
46.60 |
39.7% |
390.70 |
ATR |
158.85 |
159.22 |
0.37 |
0.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 10-Jun-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,104.63 |
11,026.97 |
10,711.50 |
|
R3 |
10,940.63 |
10,862.97 |
10,666.40 |
|
R2 |
10,776.63 |
10,776.63 |
10,651.37 |
|
R1 |
10,698.97 |
10,698.97 |
10,636.33 |
10,655.80 |
PP |
10,612.63 |
10,612.63 |
10,612.63 |
10,591.05 |
S1 |
10,534.97 |
10,534.97 |
10,606.27 |
10,491.80 |
S2 |
10,448.63 |
10,448.63 |
10,591.23 |
|
S3 |
10,284.63 |
10,370.97 |
10,576.20 |
|
S4 |
10,120.63 |
10,206.97 |
10,531.10 |
|
|
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 |
10,526.30 |
391.00 |
3.7% |
148.22 |
1.4% |
24% |
False |
True |
|
10 |
10,917.30 |
10,409.10 |
508.20 |
4.8% |
157.18 |
1.5% |
42% |
False |
False |
|
20 |
11,130.70 |
10,409.10 |
721.60 |
6.8% |
161.40 |
1.5% |
29% |
False |
False |
|
40 |
11,130.70 |
10,333.20 |
797.50 |
7.5% |
163.16 |
1.5% |
36% |
False |
False |
|
60 |
11,130.70 |
9,625.21 |
1,505.49 |
14.2% |
158.33 |
1.5% |
66% |
False |
False |
|
80 |
11,130.70 |
9,179.21 |
1,951.49 |
18.4% |
155.84 |
1.5% |
74% |
False |
False |
|
100 |
11,130.70 |
9,063.26 |
2,067.44 |
19.5% |
154.35 |
1.5% |
75% |
False |
False |
|
120 |
11,130.70 |
8,785.75 |
2,344.95 |
22.1% |
153.43 |
1.4% |
78% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,387.30 |
2.618 |
11,119.65 |
1.618 |
10,955.65 |
1.000 |
10,854.30 |
0.618 |
10,791.65 |
HIGH |
10,690.30 |
0.618 |
10,627.65 |
0.500 |
10,608.30 |
0.382 |
10,588.95 |
LOW |
10,526.30 |
0.618 |
10,424.95 |
1.000 |
10,362.30 |
1.618 |
10,260.95 |
2.618 |
10,096.95 |
4.250 |
9,829.30 |
|
|
Fisher Pivots for day following 10-Jun-1999 |
Pivot |
1 day |
3 day |
R1 |
10,616.97 |
10,717.70 |
PP |
10,612.63 |
10,685.57 |
S1 |
10,608.30 |
10,653.43 |
|