Trading Metrics calculated at close of trading on 24-Jun-1999 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jun-1999 |
24-Jun-1999 |
Change |
Change % |
Previous Week |
Open |
10,721.60 |
10,666.90 |
-54.70 |
-0.5% |
10,490.50 |
High |
10,725.10 |
10,666.90 |
-58.20 |
-0.5% |
10,888.50 |
Low |
10,616.80 |
10,471.20 |
-145.60 |
-1.4% |
10,486.70 |
Close |
10,666.90 |
10,534.80 |
-132.10 |
-1.2% |
10,855.60 |
Range |
108.30 |
195.70 |
87.40 |
80.7% |
401.80 |
ATR |
147.95 |
151.36 |
3.41 |
2.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 24-Jun-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,144.73 |
11,035.47 |
10,642.44 |
|
R3 |
10,949.03 |
10,839.77 |
10,588.62 |
|
R2 |
10,753.33 |
10,753.33 |
10,570.68 |
|
R1 |
10,644.07 |
10,644.07 |
10,552.74 |
10,600.85 |
PP |
10,557.63 |
10,557.63 |
10,557.63 |
10,536.03 |
S1 |
10,448.37 |
10,448.37 |
10,516.86 |
10,405.15 |
S2 |
10,361.93 |
10,361.93 |
10,498.92 |
|
S3 |
10,166.23 |
10,252.67 |
10,480.98 |
|
S4 |
9,970.53 |
10,056.97 |
10,427.17 |
|
|
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 |
10,471.20 |
417.30 |
4.0% |
122.56 |
1.2% |
15% |
False |
True |
|
10 |
10,888.50 |
10,430.70 |
457.80 |
4.3% |
147.17 |
1.4% |
23% |
False |
False |
|
20 |
10,917.30 |
10,409.10 |
508.20 |
4.8% |
152.18 |
1.4% |
25% |
False |
False |
|
40 |
11,130.70 |
10,409.10 |
721.60 |
6.8% |
161.10 |
1.5% |
17% |
False |
False |
|
60 |
11,130.70 |
9,765.63 |
1,365.07 |
13.0% |
158.36 |
1.5% |
56% |
False |
False |
|
80 |
11,130.70 |
9,211.23 |
1,919.47 |
18.2% |
154.23 |
1.5% |
69% |
False |
False |
|
100 |
11,130.70 |
9,099.04 |
2,031.66 |
19.3% |
153.94 |
1.5% |
71% |
False |
False |
|
120 |
11,130.70 |
9,063.26 |
2,067.44 |
19.6% |
156.66 |
1.5% |
71% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,498.63 |
2.618 |
11,179.24 |
1.618 |
10,983.54 |
1.000 |
10,862.60 |
0.618 |
10,787.84 |
HIGH |
10,666.90 |
0.618 |
10,592.14 |
0.500 |
10,569.05 |
0.382 |
10,545.96 |
LOW |
10,471.20 |
0.618 |
10,350.26 |
1.000 |
10,275.50 |
1.618 |
10,154.56 |
2.618 |
9,958.86 |
4.250 |
9,639.48 |
|
|
Fisher Pivots for day following 24-Jun-1999 |
Pivot |
1 day |
3 day |
R1 |
10,569.05 |
10,643.60 |
PP |
10,557.63 |
10,607.33 |
S1 |
10,546.22 |
10,571.07 |
|