Trading Metrics calculated at close of trading on 25-Jun-1999 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jun-1999 |
25-Jun-1999 |
Change |
Change % |
Previous Week |
Open |
10,666.90 |
10,534.80 |
-132.10 |
-1.2% |
10,855.60 |
High |
10,666.90 |
10,650.40 |
-16.50 |
-0.2% |
10,880.30 |
Low |
10,471.20 |
10,538.00 |
66.80 |
0.6% |
10,471.20 |
Close |
10,534.80 |
10,552.60 |
17.80 |
0.2% |
10,552.60 |
Range |
195.70 |
112.40 |
-83.30 |
-42.6% |
409.10 |
ATR |
151.36 |
148.80 |
-2.55 |
-1.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 25-Jun-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,917.53 |
10,847.47 |
10,614.42 |
|
R3 |
10,805.13 |
10,735.07 |
10,583.51 |
|
R2 |
10,692.73 |
10,692.73 |
10,573.21 |
|
R1 |
10,622.67 |
10,622.67 |
10,562.90 |
10,657.70 |
PP |
10,580.33 |
10,580.33 |
10,580.33 |
10,597.85 |
S1 |
10,510.27 |
10,510.27 |
10,542.30 |
10,545.30 |
S2 |
10,467.93 |
10,467.93 |
10,531.99 |
|
S3 |
10,355.53 |
10,397.87 |
10,521.69 |
|
S4 |
10,243.13 |
10,285.47 |
10,490.78 |
|
|
Weekly Pivots for week ending 25-Jun-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,862.00 |
11,616.40 |
10,777.61 |
|
R3 |
11,452.90 |
11,207.30 |
10,665.10 |
|
R2 |
11,043.80 |
11,043.80 |
10,627.60 |
|
R1 |
10,798.20 |
10,798.20 |
10,590.10 |
10,716.45 |
PP |
10,634.70 |
10,634.70 |
10,634.70 |
10,593.83 |
S1 |
10,389.10 |
10,389.10 |
10,515.10 |
10,307.35 |
S2 |
10,225.60 |
10,225.60 |
10,477.60 |
|
S3 |
9,816.50 |
9,980.00 |
10,440.10 |
|
S4 |
9,407.40 |
9,570.90 |
10,327.60 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
10,880.30 |
10,471.20 |
409.10 |
3.9% |
129.64 |
1.2% |
20% |
False |
False |
|
10 |
10,888.50 |
10,471.20 |
417.30 |
4.0% |
132.32 |
1.3% |
20% |
False |
False |
|
20 |
10,917.30 |
10,409.10 |
508.20 |
4.8% |
144.45 |
1.4% |
28% |
False |
False |
|
40 |
11,130.70 |
10,409.10 |
721.60 |
6.8% |
161.58 |
1.5% |
20% |
False |
False |
|
60 |
11,130.70 |
9,765.63 |
1,365.07 |
12.9% |
156.55 |
1.5% |
58% |
False |
False |
|
80 |
11,130.70 |
9,275.72 |
1,854.98 |
17.6% |
154.06 |
1.5% |
69% |
False |
False |
|
100 |
11,130.70 |
9,099.04 |
2,031.66 |
19.3% |
153.60 |
1.5% |
72% |
False |
False |
|
120 |
11,130.70 |
9,063.26 |
2,067.44 |
19.6% |
155.70 |
1.5% |
72% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,128.10 |
2.618 |
10,944.66 |
1.618 |
10,832.26 |
1.000 |
10,762.80 |
0.618 |
10,719.86 |
HIGH |
10,650.40 |
0.618 |
10,607.46 |
0.500 |
10,594.20 |
0.382 |
10,580.94 |
LOW |
10,538.00 |
0.618 |
10,468.54 |
1.000 |
10,425.60 |
1.618 |
10,356.14 |
2.618 |
10,243.74 |
4.250 |
10,060.30 |
|
|
Fisher Pivots for day following 25-Jun-1999 |
Pivot |
1 day |
3 day |
R1 |
10,594.20 |
10,598.15 |
PP |
10,580.33 |
10,582.97 |
S1 |
10,566.47 |
10,567.78 |
|