Trading Metrics calculated at close of trading on 17-Jun-1999 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jun-1999 |
17-Jun-1999 |
Change |
Change % |
Previous Week |
Open |
10,595.00 |
10,785.00 |
190.00 |
1.8% |
10,799.80 |
High |
10,800.50 |
10,870.40 |
69.90 |
0.6% |
10,917.30 |
Low |
10,598.20 |
10,714.40 |
116.20 |
1.1% |
10,430.70 |
Close |
10,785.00 |
10,841.60 |
56.60 |
0.5% |
10,490.50 |
Range |
202.30 |
156.00 |
-46.30 |
-22.9% |
486.60 |
ATR |
163.30 |
162.78 |
-0.52 |
-0.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 17-Jun-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,276.80 |
11,215.20 |
10,927.40 |
|
R3 |
11,120.80 |
11,059.20 |
10,884.50 |
|
R2 |
10,964.80 |
10,964.80 |
10,870.20 |
|
R1 |
10,903.20 |
10,903.20 |
10,855.90 |
10,934.00 |
PP |
10,808.80 |
10,808.80 |
10,808.80 |
10,824.20 |
S1 |
10,747.20 |
10,747.20 |
10,827.30 |
10,778.00 |
S2 |
10,652.80 |
10,652.80 |
10,813.00 |
|
S3 |
10,496.80 |
10,591.20 |
10,798.70 |
|
S4 |
10,340.80 |
10,435.20 |
10,755.80 |
|
|
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 |
10,870.40 |
10,430.70 |
439.70 |
4.1% |
171.78 |
1.6% |
93% |
True |
False |
|
10 |
10,917.30 |
10,430.70 |
486.60 |
4.5% |
160.00 |
1.5% |
84% |
False |
False |
|
20 |
10,946.10 |
10,409.10 |
537.00 |
5.0% |
163.42 |
1.5% |
81% |
False |
False |
|
40 |
11,130.70 |
10,409.10 |
721.60 |
6.7% |
161.13 |
1.5% |
60% |
False |
False |
|
60 |
11,130.70 |
9,625.21 |
1,505.49 |
13.9% |
159.96 |
1.5% |
81% |
False |
False |
|
80 |
11,130.70 |
9,211.23 |
1,919.47 |
17.7% |
156.61 |
1.4% |
85% |
False |
False |
|
100 |
11,130.70 |
9,099.04 |
2,031.66 |
18.7% |
154.60 |
1.4% |
86% |
False |
False |
|
120 |
11,130.70 |
9,063.26 |
2,067.44 |
19.1% |
155.31 |
1.4% |
86% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,533.40 |
2.618 |
11,278.81 |
1.618 |
11,122.81 |
1.000 |
11,026.40 |
0.618 |
10,966.81 |
HIGH |
10,870.40 |
0.618 |
10,810.81 |
0.500 |
10,792.40 |
0.382 |
10,773.99 |
LOW |
10,714.40 |
0.618 |
10,617.99 |
1.000 |
10,558.40 |
1.618 |
10,461.99 |
2.618 |
10,305.99 |
4.250 |
10,051.40 |
|
|
Fisher Pivots for day following 17-Jun-1999 |
Pivot |
1 day |
3 day |
R1 |
10,825.20 |
10,799.82 |
PP |
10,808.80 |
10,758.03 |
S1 |
10,792.40 |
10,716.25 |
|