Trading Metrics calculated at close of trading on 30-Jun-1999 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jun-1999 |
30-Jun-1999 |
Change |
Change % |
Previous Week |
Open |
10,815.40 |
10,815.40 |
0.00 |
0.0% |
10,855.60 |
High |
10,815.40 |
11,003.40 |
188.00 |
1.7% |
10,880.30 |
Low |
10,633.90 |
10,731.50 |
97.60 |
0.9% |
10,471.20 |
Close |
10,815.40 |
10,970.80 |
155.40 |
1.4% |
10,552.60 |
Range |
181.50 |
271.90 |
90.40 |
49.8% |
409.10 |
ATR |
150.55 |
159.22 |
8.67 |
5.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 30-Jun-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,717.60 |
11,616.10 |
11,120.35 |
|
R3 |
11,445.70 |
11,344.20 |
11,045.57 |
|
R2 |
11,173.80 |
11,173.80 |
11,020.65 |
|
R1 |
11,072.30 |
11,072.30 |
10,995.72 |
11,123.05 |
PP |
10,901.90 |
10,901.90 |
10,901.90 |
10,927.28 |
S1 |
10,800.40 |
10,800.40 |
10,945.88 |
10,851.15 |
S2 |
10,630.00 |
10,630.00 |
10,920.95 |
|
S3 |
10,358.10 |
10,528.50 |
10,896.03 |
|
S4 |
10,086.20 |
10,256.60 |
10,821.26 |
|
|
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 |
11,003.40 |
10,471.20 |
532.20 |
4.9% |
179.62 |
1.6% |
94% |
True |
False |
|
10 |
11,003.40 |
10,471.20 |
532.20 |
4.9% |
147.12 |
1.3% |
94% |
True |
False |
|
20 |
11,003.40 |
10,430.70 |
572.70 |
5.2% |
150.26 |
1.4% |
94% |
True |
False |
|
40 |
11,130.70 |
10,409.10 |
721.60 |
6.6% |
158.02 |
1.4% |
78% |
False |
False |
|
60 |
11,130.70 |
9,955.16 |
1,175.54 |
10.7% |
160.12 |
1.5% |
86% |
False |
False |
|
80 |
11,130.70 |
9,625.21 |
1,505.49 |
13.7% |
154.36 |
1.4% |
89% |
False |
False |
|
100 |
11,130.70 |
9,099.04 |
2,031.66 |
18.5% |
155.69 |
1.4% |
92% |
False |
False |
|
120 |
11,130.70 |
9,063.26 |
2,067.44 |
18.8% |
156.29 |
1.4% |
92% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,158.98 |
2.618 |
11,715.23 |
1.618 |
11,443.33 |
1.000 |
11,275.30 |
0.618 |
11,171.43 |
HIGH |
11,003.40 |
0.618 |
10,899.53 |
0.500 |
10,867.45 |
0.382 |
10,835.37 |
LOW |
10,731.50 |
0.618 |
10,563.47 |
1.000 |
10,459.60 |
1.618 |
10,291.57 |
2.618 |
10,019.67 |
4.250 |
9,575.93 |
|
|
Fisher Pivots for day following 30-Jun-1999 |
Pivot |
1 day |
3 day |
R1 |
10,936.35 |
10,907.08 |
PP |
10,901.90 |
10,843.37 |
S1 |
10,867.45 |
10,779.65 |
|