Trading Metrics calculated at close of trading on 11-Jun-1999 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-1999 |
11-Jun-1999 |
Change |
Change % |
Previous Week |
Open |
10,690.30 |
10,621.30 |
-69.00 |
-0.6% |
10,799.80 |
High |
10,690.30 |
10,691.60 |
1.30 |
0.0% |
10,917.30 |
Low |
10,526.30 |
10,430.70 |
-95.60 |
-0.9% |
10,430.70 |
Close |
10,621.30 |
10,490.50 |
-130.80 |
-1.2% |
10,490.50 |
Range |
164.00 |
260.90 |
96.90 |
59.1% |
486.60 |
ATR |
159.22 |
166.48 |
7.26 |
4.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 11-Jun-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,320.30 |
11,166.30 |
10,634.00 |
|
R3 |
11,059.40 |
10,905.40 |
10,562.25 |
|
R2 |
10,798.50 |
10,798.50 |
10,538.33 |
|
R1 |
10,644.50 |
10,644.50 |
10,514.42 |
10,591.05 |
PP |
10,537.60 |
10,537.60 |
10,537.60 |
10,510.88 |
S1 |
10,383.60 |
10,383.60 |
10,466.58 |
10,330.15 |
S2 |
10,276.70 |
10,276.70 |
10,442.67 |
|
S3 |
10,015.80 |
10,122.70 |
10,418.75 |
|
S4 |
9,754.90 |
9,861.80 |
10,347.01 |
|
|
Weekly Pivots for week ending 11-Jun-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,072.63 |
11,768.17 |
10,758.13 |
|
R3 |
11,586.03 |
11,281.57 |
10,624.32 |
|
R2 |
11,099.43 |
11,099.43 |
10,579.71 |
|
R1 |
10,794.97 |
10,794.97 |
10,535.11 |
10,703.90 |
PP |
10,612.83 |
10,612.83 |
10,612.83 |
10,567.30 |
S1 |
10,308.37 |
10,308.37 |
10,445.90 |
10,217.30 |
S2 |
10,126.23 |
10,126.23 |
10,401.29 |
|
S3 |
9,639.63 |
9,821.77 |
10,356.69 |
|
S4 |
9,153.03 |
9,335.17 |
10,222.87 |
|
|
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 |
10,430.70 |
486.60 |
4.6% |
172.36 |
1.6% |
12% |
False |
True |
|
10 |
10,917.30 |
10,409.10 |
508.20 |
4.8% |
156.57 |
1.5% |
16% |
False |
False |
|
20 |
11,106.80 |
10,409.10 |
697.70 |
6.7% |
167.83 |
1.6% |
12% |
False |
False |
|
40 |
11,130.70 |
10,333.20 |
797.50 |
7.6% |
166.63 |
1.6% |
20% |
False |
False |
|
60 |
11,130.70 |
9,625.21 |
1,505.49 |
14.4% |
160.98 |
1.5% |
57% |
False |
False |
|
80 |
11,130.70 |
9,190.94 |
1,939.76 |
18.5% |
156.78 |
1.5% |
67% |
False |
False |
|
100 |
11,130.70 |
9,063.26 |
2,067.44 |
19.7% |
155.06 |
1.5% |
69% |
False |
False |
|
120 |
11,130.70 |
8,858.57 |
2,272.13 |
21.7% |
154.82 |
1.5% |
72% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,800.43 |
2.618 |
11,374.64 |
1.618 |
11,113.74 |
1.000 |
10,952.50 |
0.618 |
10,852.84 |
HIGH |
10,691.60 |
0.618 |
10,591.94 |
0.500 |
10,561.15 |
0.382 |
10,530.36 |
LOW |
10,430.70 |
0.618 |
10,269.46 |
1.000 |
10,169.80 |
1.618 |
10,008.56 |
2.618 |
9,747.66 |
4.250 |
9,321.88 |
|
|
Fisher Pivots for day following 11-Jun-1999 |
Pivot |
1 day |
3 day |
R1 |
10,561.15 |
10,610.35 |
PP |
10,537.60 |
10,570.40 |
S1 |
10,514.05 |
10,530.45 |
|