Trading Metrics calculated at close of trading on 28-Jun-1999 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jun-1999 |
28-Jun-1999 |
Change |
Change % |
Previous Week |
Open |
10,534.80 |
10,552.60 |
17.80 |
0.2% |
10,855.60 |
High |
10,650.40 |
10,692.50 |
42.10 |
0.4% |
10,880.30 |
Low |
10,538.00 |
10,555.90 |
17.90 |
0.2% |
10,471.20 |
Close |
10,552.60 |
10,655.20 |
102.60 |
1.0% |
10,552.60 |
Range |
112.40 |
136.60 |
24.20 |
21.5% |
409.10 |
ATR |
148.80 |
148.17 |
-0.64 |
-0.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 28-Jun-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,044.33 |
10,986.37 |
10,730.33 |
|
R3 |
10,907.73 |
10,849.77 |
10,692.77 |
|
R2 |
10,771.13 |
10,771.13 |
10,680.24 |
|
R1 |
10,713.17 |
10,713.17 |
10,667.72 |
10,742.15 |
PP |
10,634.53 |
10,634.53 |
10,634.53 |
10,649.03 |
S1 |
10,576.57 |
10,576.57 |
10,642.68 |
10,605.55 |
S2 |
10,497.93 |
10,497.93 |
10,630.16 |
|
S3 |
10,361.33 |
10,439.97 |
10,617.64 |
|
S4 |
10,224.73 |
10,303.37 |
10,580.07 |
|
|
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 |
10,816.00 |
10,471.20 |
344.80 |
3.2% |
132.06 |
1.2% |
53% |
False |
False |
|
10 |
10,888.50 |
10,471.20 |
417.30 |
3.9% |
134.01 |
1.3% |
44% |
False |
False |
|
20 |
10,917.30 |
10,409.10 |
508.20 |
4.8% |
145.16 |
1.4% |
48% |
False |
False |
|
40 |
11,130.70 |
10,409.10 |
721.60 |
6.8% |
157.32 |
1.5% |
34% |
False |
False |
|
60 |
11,130.70 |
9,836.12 |
1,294.58 |
12.1% |
157.59 |
1.5% |
63% |
False |
False |
|
80 |
11,130.70 |
9,467.67 |
1,663.03 |
15.6% |
153.21 |
1.4% |
71% |
False |
False |
|
100 |
11,130.70 |
9,099.04 |
2,031.66 |
19.1% |
153.38 |
1.4% |
77% |
False |
False |
|
120 |
11,130.70 |
9,063.26 |
2,067.44 |
19.4% |
155.54 |
1.5% |
77% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,273.05 |
2.618 |
11,050.12 |
1.618 |
10,913.52 |
1.000 |
10,829.10 |
0.618 |
10,776.92 |
HIGH |
10,692.50 |
0.618 |
10,640.32 |
0.500 |
10,624.20 |
0.382 |
10,608.08 |
LOW |
10,555.90 |
0.618 |
10,471.48 |
1.000 |
10,419.30 |
1.618 |
10,334.88 |
2.618 |
10,198.28 |
4.250 |
9,975.35 |
|
|
Fisher Pivots for day following 28-Jun-1999 |
Pivot |
1 day |
3 day |
R1 |
10,644.87 |
10,630.75 |
PP |
10,634.53 |
10,606.30 |
S1 |
10,624.20 |
10,581.85 |
|