Trading Metrics calculated at close of trading on 14-Jun-1999 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-1999 |
14-Jun-1999 |
Change |
Change % |
Previous Week |
Open |
10,621.30 |
10,490.50 |
-130.80 |
-1.2% |
10,799.80 |
High |
10,691.60 |
10,606.40 |
-85.20 |
-0.8% |
10,917.30 |
Low |
10,430.70 |
10,486.70 |
56.00 |
0.5% |
10,430.70 |
Close |
10,490.50 |
10,563.30 |
72.80 |
0.7% |
10,490.50 |
Range |
260.90 |
119.70 |
-141.20 |
-54.1% |
486.60 |
ATR |
166.48 |
163.14 |
-3.34 |
-2.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 14-Jun-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,911.23 |
10,856.97 |
10,629.14 |
|
R3 |
10,791.53 |
10,737.27 |
10,596.22 |
|
R2 |
10,671.83 |
10,671.83 |
10,585.25 |
|
R1 |
10,617.57 |
10,617.57 |
10,574.27 |
10,644.70 |
PP |
10,552.13 |
10,552.13 |
10,552.13 |
10,565.70 |
S1 |
10,497.87 |
10,497.87 |
10,552.33 |
10,525.00 |
S2 |
10,432.43 |
10,432.43 |
10,541.36 |
|
S3 |
10,312.73 |
10,378.17 |
10,530.38 |
|
S4 |
10,193.03 |
10,258.47 |
10,497.47 |
|
|
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 |
10,909.10 |
10,430.70 |
478.40 |
4.5% |
169.38 |
1.6% |
28% |
False |
False |
|
10 |
10,917.30 |
10,409.10 |
508.20 |
4.8% |
156.31 |
1.5% |
30% |
False |
False |
|
20 |
10,946.10 |
10,409.10 |
537.00 |
5.1% |
161.98 |
1.5% |
29% |
False |
False |
|
40 |
11,130.70 |
10,333.20 |
797.50 |
7.5% |
166.29 |
1.6% |
29% |
False |
False |
|
60 |
11,130.70 |
9,625.21 |
1,505.49 |
14.3% |
160.38 |
1.5% |
62% |
False |
False |
|
80 |
11,130.70 |
9,211.23 |
1,919.47 |
18.2% |
156.80 |
1.5% |
70% |
False |
False |
|
100 |
11,130.70 |
9,063.26 |
2,067.44 |
19.6% |
154.47 |
1.5% |
73% |
False |
False |
|
120 |
11,130.70 |
8,898.74 |
2,231.96 |
21.1% |
155.23 |
1.5% |
75% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,115.13 |
2.618 |
10,919.77 |
1.618 |
10,800.07 |
1.000 |
10,726.10 |
0.618 |
10,680.37 |
HIGH |
10,606.40 |
0.618 |
10,560.67 |
0.500 |
10,546.55 |
0.382 |
10,532.43 |
LOW |
10,486.70 |
0.618 |
10,412.73 |
1.000 |
10,367.00 |
1.618 |
10,293.03 |
2.618 |
10,173.33 |
4.250 |
9,977.98 |
|
|
Fisher Pivots for day following 14-Jun-1999 |
Pivot |
1 day |
3 day |
R1 |
10,557.72 |
10,562.58 |
PP |
10,552.13 |
10,561.87 |
S1 |
10,546.55 |
10,561.15 |
|