Trading Metrics calculated at close of trading on 21-Jun-1999 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jun-1999 |
21-Jun-1999 |
Change |
Change % |
Previous Week |
Open |
10,841.60 |
10,855.60 |
14.00 |
0.1% |
10,490.50 |
High |
10,888.50 |
10,880.30 |
-8.20 |
-0.1% |
10,888.50 |
Low |
10,811.50 |
10,755.80 |
-55.70 |
-0.5% |
10,486.70 |
Close |
10,855.60 |
10,816.00 |
-39.60 |
-0.4% |
10,855.60 |
Range |
77.00 |
124.50 |
47.50 |
61.7% |
401.80 |
ATR |
156.65 |
154.36 |
-2.30 |
-1.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 21-Jun-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,190.87 |
11,127.93 |
10,884.48 |
|
R3 |
11,066.37 |
11,003.43 |
10,850.24 |
|
R2 |
10,941.87 |
10,941.87 |
10,838.83 |
|
R1 |
10,878.93 |
10,878.93 |
10,827.41 |
10,848.15 |
PP |
10,817.37 |
10,817.37 |
10,817.37 |
10,801.98 |
S1 |
10,754.43 |
10,754.43 |
10,804.59 |
10,723.65 |
S2 |
10,692.87 |
10,692.87 |
10,793.18 |
|
S3 |
10,568.37 |
10,629.93 |
10,781.76 |
|
S4 |
10,443.87 |
10,505.43 |
10,747.53 |
|
|
Weekly Pivots for week ending 18-Jun-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,949.00 |
11,804.10 |
11,076.59 |
|
R3 |
11,547.20 |
11,402.30 |
10,966.10 |
|
R2 |
11,145.40 |
11,145.40 |
10,929.26 |
|
R1 |
11,000.50 |
11,000.50 |
10,892.43 |
11,072.95 |
PP |
10,743.60 |
10,743.60 |
10,743.60 |
10,779.83 |
S1 |
10,598.70 |
10,598.70 |
10,818.77 |
10,671.15 |
S2 |
10,341.80 |
10,341.80 |
10,781.94 |
|
S3 |
9,940.00 |
10,196.90 |
10,745.11 |
|
S4 |
9,538.20 |
9,795.10 |
10,634.61 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
10,888.50 |
10,562.10 |
326.40 |
3.0% |
135.96 |
1.3% |
78% |
False |
False |
|
10 |
10,909.10 |
10,430.70 |
478.40 |
4.4% |
152.67 |
1.4% |
81% |
False |
False |
|
20 |
10,917.30 |
10,409.10 |
508.20 |
4.7% |
164.45 |
1.5% |
80% |
False |
False |
|
40 |
11,130.70 |
10,409.10 |
721.60 |
6.7% |
159.12 |
1.5% |
56% |
False |
False |
|
60 |
11,130.70 |
9,747.31 |
1,383.39 |
12.8% |
159.07 |
1.5% |
77% |
False |
False |
|
80 |
11,130.70 |
9,211.23 |
1,919.47 |
17.7% |
154.48 |
1.4% |
84% |
False |
False |
|
100 |
11,130.70 |
9,099.04 |
2,031.66 |
18.8% |
153.29 |
1.4% |
85% |
False |
False |
|
120 |
11,130.70 |
9,063.26 |
2,067.44 |
19.1% |
155.82 |
1.4% |
85% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,409.43 |
2.618 |
11,206.24 |
1.618 |
11,081.74 |
1.000 |
11,004.80 |
0.618 |
10,957.24 |
HIGH |
10,880.30 |
0.618 |
10,832.74 |
0.500 |
10,818.05 |
0.382 |
10,803.36 |
LOW |
10,755.80 |
0.618 |
10,678.86 |
1.000 |
10,631.30 |
1.618 |
10,554.36 |
2.618 |
10,429.86 |
4.250 |
10,226.68 |
|
|
Fisher Pivots for day following 21-Jun-1999 |
Pivot |
1 day |
3 day |
R1 |
10,818.05 |
10,811.15 |
PP |
10,817.37 |
10,806.30 |
S1 |
10,816.68 |
10,801.45 |
|