Trading Metrics calculated at close of trading on 29-Jun-1999 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jun-1999 |
29-Jun-1999 |
Change |
Change % |
Previous Week |
Open |
10,552.60 |
10,815.40 |
262.80 |
2.5% |
10,855.60 |
High |
10,692.50 |
10,815.40 |
122.90 |
1.1% |
10,880.30 |
Low |
10,555.90 |
10,633.90 |
78.00 |
0.7% |
10,471.20 |
Close |
10,655.20 |
10,815.40 |
160.20 |
1.5% |
10,552.60 |
Range |
136.60 |
181.50 |
44.90 |
32.9% |
409.10 |
ATR |
148.17 |
150.55 |
2.38 |
1.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 29-Jun-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,299.40 |
11,238.90 |
10,915.23 |
|
R3 |
11,117.90 |
11,057.40 |
10,865.31 |
|
R2 |
10,936.40 |
10,936.40 |
10,848.68 |
|
R1 |
10,875.90 |
10,875.90 |
10,832.04 |
10,906.15 |
PP |
10,754.90 |
10,754.90 |
10,754.90 |
10,770.03 |
S1 |
10,694.40 |
10,694.40 |
10,798.76 |
10,724.65 |
S2 |
10,573.40 |
10,573.40 |
10,782.13 |
|
S3 |
10,391.90 |
10,512.90 |
10,765.49 |
|
S4 |
10,210.40 |
10,331.40 |
10,715.58 |
|
|
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 |
10,815.40 |
10,471.20 |
344.20 |
3.2% |
146.90 |
1.4% |
100% |
True |
False |
|
10 |
10,888.50 |
10,471.20 |
417.30 |
3.9% |
140.16 |
1.3% |
82% |
False |
False |
|
20 |
10,917.30 |
10,430.70 |
486.60 |
4.5% |
144.82 |
1.3% |
79% |
False |
False |
|
40 |
11,130.70 |
10,409.10 |
721.60 |
6.7% |
155.39 |
1.4% |
56% |
False |
False |
|
60 |
11,130.70 |
9,915.76 |
1,214.94 |
11.2% |
157.49 |
1.5% |
74% |
False |
False |
|
80 |
11,130.70 |
9,625.21 |
1,505.49 |
13.9% |
152.09 |
1.4% |
79% |
False |
False |
|
100 |
11,130.70 |
9,099.04 |
2,031.66 |
18.8% |
153.97 |
1.4% |
84% |
False |
False |
|
120 |
11,130.70 |
9,063.26 |
2,067.44 |
19.1% |
155.00 |
1.4% |
85% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,586.78 |
2.618 |
11,290.57 |
1.618 |
11,109.07 |
1.000 |
10,996.90 |
0.618 |
10,927.57 |
HIGH |
10,815.40 |
0.618 |
10,746.07 |
0.500 |
10,724.65 |
0.382 |
10,703.23 |
LOW |
10,633.90 |
0.618 |
10,521.73 |
1.000 |
10,452.40 |
1.618 |
10,340.23 |
2.618 |
10,158.73 |
4.250 |
9,862.53 |
|
|
Fisher Pivots for day following 29-Jun-1999 |
Pivot |
1 day |
3 day |
R1 |
10,785.15 |
10,769.17 |
PP |
10,754.90 |
10,722.93 |
S1 |
10,724.65 |
10,676.70 |
|