Trading Metrics calculated at close of trading on 16-Jun-1999 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-1999 |
16-Jun-1999 |
Change |
Change % |
Previous Week |
Open |
10,563.30 |
10,595.00 |
31.70 |
0.3% |
10,799.80 |
High |
10,682.10 |
10,800.50 |
118.40 |
1.1% |
10,917.30 |
Low |
10,562.10 |
10,598.20 |
36.10 |
0.3% |
10,430.70 |
Close |
10,595.00 |
10,785.00 |
190.00 |
1.8% |
10,490.50 |
Range |
120.00 |
202.30 |
82.30 |
68.6% |
486.60 |
ATR |
160.06 |
163.30 |
3.25 |
2.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 16-Jun-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,334.80 |
11,262.20 |
10,896.27 |
|
R3 |
11,132.50 |
11,059.90 |
10,840.63 |
|
R2 |
10,930.20 |
10,930.20 |
10,822.09 |
|
R1 |
10,857.60 |
10,857.60 |
10,803.54 |
10,893.90 |
PP |
10,727.90 |
10,727.90 |
10,727.90 |
10,746.05 |
S1 |
10,655.30 |
10,655.30 |
10,766.46 |
10,691.60 |
S2 |
10,525.60 |
10,525.60 |
10,747.91 |
|
S3 |
10,323.30 |
10,453.00 |
10,729.37 |
|
S4 |
10,121.00 |
10,250.70 |
10,673.74 |
|
|
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 |
10,800.50 |
10,430.70 |
369.80 |
3.4% |
173.38 |
1.6% |
96% |
True |
False |
|
10 |
10,917.30 |
10,430.70 |
486.60 |
4.5% |
153.39 |
1.4% |
73% |
False |
False |
|
20 |
10,946.10 |
10,409.10 |
537.00 |
5.0% |
160.36 |
1.5% |
70% |
False |
False |
|
40 |
11,130.70 |
10,409.10 |
721.60 |
6.7% |
161.24 |
1.5% |
52% |
False |
False |
|
60 |
11,130.70 |
9,625.21 |
1,505.49 |
14.0% |
161.67 |
1.5% |
77% |
False |
False |
|
80 |
11,130.70 |
9,211.23 |
1,919.47 |
17.8% |
156.39 |
1.5% |
82% |
False |
False |
|
100 |
11,130.70 |
9,063.26 |
2,067.44 |
19.2% |
154.44 |
1.4% |
83% |
False |
False |
|
120 |
11,130.70 |
9,043.17 |
2,087.53 |
19.4% |
155.41 |
1.4% |
83% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,660.28 |
2.618 |
11,330.12 |
1.618 |
11,127.82 |
1.000 |
11,002.80 |
0.618 |
10,925.52 |
HIGH |
10,800.50 |
0.618 |
10,723.22 |
0.500 |
10,699.35 |
0.382 |
10,675.48 |
LOW |
10,598.20 |
0.618 |
10,473.18 |
1.000 |
10,395.90 |
1.618 |
10,270.88 |
2.618 |
10,068.58 |
4.250 |
9,738.43 |
|
|
Fisher Pivots for day following 16-Jun-1999 |
Pivot |
1 day |
3 day |
R1 |
10,756.45 |
10,737.87 |
PP |
10,727.90 |
10,690.73 |
S1 |
10,699.35 |
10,643.60 |
|