Trading Metrics calculated at close of trading on 01-Jul-1999 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jun-1999 |
01-Jul-1999 |
Change |
Change % |
Previous Week |
Open |
10,815.40 |
10,970.80 |
155.40 |
1.4% |
10,855.60 |
High |
11,003.40 |
11,080.40 |
77.00 |
0.7% |
10,880.30 |
Low |
10,731.50 |
10,903.70 |
172.20 |
1.6% |
10,471.20 |
Close |
10,970.80 |
11,066.40 |
95.60 |
0.9% |
10,552.60 |
Range |
271.90 |
176.70 |
-95.20 |
-35.0% |
409.10 |
ATR |
159.22 |
160.46 |
1.25 |
0.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 01-Jul-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,546.93 |
11,483.37 |
11,163.59 |
|
R3 |
11,370.23 |
11,306.67 |
11,114.99 |
|
R2 |
11,193.53 |
11,193.53 |
11,098.80 |
|
R1 |
11,129.97 |
11,129.97 |
11,082.60 |
11,161.75 |
PP |
11,016.83 |
11,016.83 |
11,016.83 |
11,032.73 |
S1 |
10,953.27 |
10,953.27 |
11,050.20 |
10,985.05 |
S2 |
10,840.13 |
10,840.13 |
11,034.01 |
|
S3 |
10,663.43 |
10,776.57 |
11,017.81 |
|
S4 |
10,486.73 |
10,599.87 |
10,969.22 |
|
|
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 |
11,080.40 |
10,538.00 |
542.40 |
4.9% |
175.82 |
1.6% |
97% |
True |
False |
|
10 |
11,080.40 |
10,471.20 |
609.20 |
5.5% |
149.19 |
1.3% |
98% |
True |
False |
|
20 |
11,080.40 |
10,430.70 |
649.70 |
5.9% |
154.60 |
1.4% |
98% |
True |
False |
|
40 |
11,130.70 |
10,409.10 |
721.60 |
6.5% |
157.95 |
1.4% |
91% |
False |
False |
|
60 |
11,130.70 |
10,059.80 |
1,070.90 |
9.7% |
160.82 |
1.5% |
94% |
False |
False |
|
80 |
11,130.70 |
9,625.21 |
1,505.49 |
13.6% |
154.95 |
1.4% |
96% |
False |
False |
|
100 |
11,130.70 |
9,099.04 |
2,031.66 |
18.4% |
156.20 |
1.4% |
97% |
False |
False |
|
120 |
11,130.70 |
9,063.26 |
2,067.44 |
18.7% |
156.75 |
1.4% |
97% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,831.38 |
2.618 |
11,543.00 |
1.618 |
11,366.30 |
1.000 |
11,257.10 |
0.618 |
11,189.60 |
HIGH |
11,080.40 |
0.618 |
11,012.90 |
0.500 |
10,992.05 |
0.382 |
10,971.20 |
LOW |
10,903.70 |
0.618 |
10,794.50 |
1.000 |
10,727.00 |
1.618 |
10,617.80 |
2.618 |
10,441.10 |
4.250 |
10,152.73 |
|
|
Fisher Pivots for day following 01-Jul-1999 |
Pivot |
1 day |
3 day |
R1 |
11,041.62 |
10,996.65 |
PP |
11,016.83 |
10,926.90 |
S1 |
10,992.05 |
10,857.15 |
|