Trading Metrics calculated at close of trading on 15-Jun-1999 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-1999 |
15-Jun-1999 |
Change |
Change % |
Previous Week |
Open |
10,490.50 |
10,563.30 |
72.80 |
0.7% |
10,799.80 |
High |
10,606.40 |
10,682.10 |
75.70 |
0.7% |
10,917.30 |
Low |
10,486.70 |
10,562.10 |
75.40 |
0.7% |
10,430.70 |
Close |
10,563.30 |
10,595.00 |
31.70 |
0.3% |
10,490.50 |
Range |
119.70 |
120.00 |
0.30 |
0.3% |
486.60 |
ATR |
163.14 |
160.06 |
-3.08 |
-1.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 15-Jun-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,973.07 |
10,904.03 |
10,661.00 |
|
R3 |
10,853.07 |
10,784.03 |
10,628.00 |
|
R2 |
10,733.07 |
10,733.07 |
10,617.00 |
|
R1 |
10,664.03 |
10,664.03 |
10,606.00 |
10,698.55 |
PP |
10,613.07 |
10,613.07 |
10,613.07 |
10,630.33 |
S1 |
10,544.03 |
10,544.03 |
10,584.00 |
10,578.55 |
S2 |
10,493.07 |
10,493.07 |
10,573.00 |
|
S3 |
10,373.07 |
10,424.03 |
10,562.00 |
|
S4 |
10,253.07 |
10,304.03 |
10,529.00 |
|
|
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 |
10,790.00 |
10,430.70 |
359.30 |
3.4% |
156.40 |
1.5% |
46% |
False |
False |
|
10 |
10,917.30 |
10,430.70 |
486.60 |
4.6% |
149.47 |
1.4% |
34% |
False |
False |
|
20 |
10,946.10 |
10,409.10 |
537.00 |
5.1% |
159.74 |
1.5% |
35% |
False |
False |
|
40 |
11,130.70 |
10,333.20 |
797.50 |
7.5% |
160.27 |
1.5% |
33% |
False |
False |
|
60 |
11,130.70 |
9,625.21 |
1,505.49 |
14.2% |
159.29 |
1.5% |
64% |
False |
False |
|
80 |
11,130.70 |
9,211.23 |
1,919.47 |
18.1% |
156.70 |
1.5% |
72% |
False |
False |
|
100 |
11,130.70 |
9,063.26 |
2,067.44 |
19.5% |
154.18 |
1.5% |
74% |
False |
False |
|
120 |
11,130.70 |
8,948.69 |
2,182.01 |
20.6% |
154.73 |
1.5% |
75% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,192.10 |
2.618 |
10,996.26 |
1.618 |
10,876.26 |
1.000 |
10,802.10 |
0.618 |
10,756.26 |
HIGH |
10,682.10 |
0.618 |
10,636.26 |
0.500 |
10,622.10 |
0.382 |
10,607.94 |
LOW |
10,562.10 |
0.618 |
10,487.94 |
1.000 |
10,442.10 |
1.618 |
10,367.94 |
2.618 |
10,247.94 |
4.250 |
10,052.10 |
|
|
Fisher Pivots for day following 15-Jun-1999 |
Pivot |
1 day |
3 day |
R1 |
10,622.10 |
10,583.72 |
PP |
10,613.07 |
10,572.43 |
S1 |
10,604.03 |
10,561.15 |
|