Trading Metrics calculated at close of trading on 23-Jun-1999 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jun-1999 |
23-Jun-1999 |
Change |
Change % |
Previous Week |
Open |
10,816.00 |
10,721.60 |
-94.40 |
-0.9% |
10,490.50 |
High |
10,816.00 |
10,725.10 |
-90.90 |
-0.8% |
10,888.50 |
Low |
10,708.70 |
10,616.80 |
-91.90 |
-0.9% |
10,486.70 |
Close |
10,721.60 |
10,666.90 |
-54.70 |
-0.5% |
10,855.60 |
Range |
107.30 |
108.30 |
1.00 |
0.9% |
401.80 |
ATR |
151.00 |
147.95 |
-3.05 |
-2.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 23-Jun-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,994.50 |
10,939.00 |
10,726.47 |
|
R3 |
10,886.20 |
10,830.70 |
10,696.68 |
|
R2 |
10,777.90 |
10,777.90 |
10,686.76 |
|
R1 |
10,722.40 |
10,722.40 |
10,676.83 |
10,696.00 |
PP |
10,669.60 |
10,669.60 |
10,669.60 |
10,656.40 |
S1 |
10,614.10 |
10,614.10 |
10,656.97 |
10,587.70 |
S2 |
10,561.30 |
10,561.30 |
10,647.05 |
|
S3 |
10,453.00 |
10,505.80 |
10,637.12 |
|
S4 |
10,344.70 |
10,397.50 |
10,607.34 |
|
|
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 |
10,616.80 |
271.70 |
2.5% |
114.62 |
1.1% |
18% |
False |
True |
|
10 |
10,888.50 |
10,430.70 |
457.80 |
4.3% |
144.00 |
1.3% |
52% |
False |
False |
|
20 |
10,917.30 |
10,409.10 |
508.20 |
4.8% |
152.52 |
1.4% |
51% |
False |
False |
|
40 |
11,130.70 |
10,409.10 |
721.60 |
6.8% |
159.32 |
1.5% |
36% |
False |
False |
|
60 |
11,130.70 |
9,765.63 |
1,365.07 |
12.8% |
157.25 |
1.5% |
66% |
False |
False |
|
80 |
11,130.70 |
9,211.23 |
1,919.47 |
18.0% |
153.70 |
1.4% |
76% |
False |
False |
|
100 |
11,130.70 |
9,099.04 |
2,031.66 |
19.0% |
152.88 |
1.4% |
77% |
False |
False |
|
120 |
11,130.70 |
9,063.26 |
2,067.44 |
19.4% |
155.90 |
1.5% |
78% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,185.38 |
2.618 |
11,008.63 |
1.618 |
10,900.33 |
1.000 |
10,833.40 |
0.618 |
10,792.03 |
HIGH |
10,725.10 |
0.618 |
10,683.73 |
0.500 |
10,670.95 |
0.382 |
10,658.17 |
LOW |
10,616.80 |
0.618 |
10,549.87 |
1.000 |
10,508.50 |
1.618 |
10,441.57 |
2.618 |
10,333.27 |
4.250 |
10,156.53 |
|
|
Fisher Pivots for day following 23-Jun-1999 |
Pivot |
1 day |
3 day |
R1 |
10,670.95 |
10,748.55 |
PP |
10,669.60 |
10,721.33 |
S1 |
10,668.25 |
10,694.12 |
|