Trading Metrics calculated at close of trading on 02-Jul-1999 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jul-1999 |
02-Jul-1999 |
Change |
Change % |
Previous Week |
Open |
10,970.80 |
11,066.40 |
95.60 |
0.9% |
10,552.60 |
High |
11,080.40 |
11,139.60 |
59.20 |
0.5% |
11,139.60 |
Low |
10,903.70 |
11,058.80 |
155.10 |
1.4% |
10,555.90 |
Close |
11,066.40 |
11,139.20 |
72.80 |
0.7% |
11,139.20 |
Range |
176.70 |
80.80 |
-95.90 |
-54.3% |
583.70 |
ATR |
160.46 |
154.77 |
-5.69 |
-3.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 02-Jul-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,354.93 |
11,327.87 |
11,183.64 |
|
R3 |
11,274.13 |
11,247.07 |
11,161.42 |
|
R2 |
11,193.33 |
11,193.33 |
11,154.01 |
|
R1 |
11,166.27 |
11,166.27 |
11,146.61 |
11,179.80 |
PP |
11,112.53 |
11,112.53 |
11,112.53 |
11,119.30 |
S1 |
11,085.47 |
11,085.47 |
11,131.79 |
11,099.00 |
S2 |
11,031.73 |
11,031.73 |
11,124.39 |
|
S3 |
10,950.93 |
11,004.67 |
11,116.98 |
|
S4 |
10,870.13 |
10,923.87 |
11,094.76 |
|
|
Weekly Pivots for week ending 02-Jul-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,696.00 |
12,501.30 |
11,460.24 |
|
R3 |
12,112.30 |
11,917.60 |
11,299.72 |
|
R2 |
11,528.60 |
11,528.60 |
11,246.21 |
|
R1 |
11,333.90 |
11,333.90 |
11,192.71 |
11,431.25 |
PP |
10,944.90 |
10,944.90 |
10,944.90 |
10,993.58 |
S1 |
10,750.20 |
10,750.20 |
11,085.69 |
10,847.55 |
S2 |
10,361.20 |
10,361.20 |
11,032.19 |
|
S3 |
9,777.50 |
10,166.50 |
10,978.68 |
|
S4 |
9,193.80 |
9,582.80 |
10,818.17 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
11,139.60 |
10,555.90 |
583.70 |
5.2% |
169.50 |
1.5% |
100% |
True |
False |
|
10 |
11,139.60 |
10,471.20 |
668.40 |
6.0% |
149.57 |
1.3% |
100% |
True |
False |
|
20 |
11,139.60 |
10,430.70 |
708.90 |
6.4% |
151.63 |
1.4% |
100% |
True |
False |
|
40 |
11,139.60 |
10,409.10 |
730.50 |
6.6% |
156.77 |
1.4% |
100% |
True |
False |
|
60 |
11,139.60 |
10,094.50 |
1,045.10 |
9.4% |
159.68 |
1.4% |
100% |
True |
False |
|
80 |
11,139.60 |
9,625.21 |
1,514.39 |
13.6% |
154.71 |
1.4% |
100% |
True |
False |
|
100 |
11,139.60 |
9,099.04 |
2,040.56 |
18.3% |
155.19 |
1.4% |
100% |
True |
False |
|
120 |
11,139.60 |
9,063.26 |
2,076.34 |
18.6% |
156.50 |
1.4% |
100% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,483.00 |
2.618 |
11,351.13 |
1.618 |
11,270.33 |
1.000 |
11,220.40 |
0.618 |
11,189.53 |
HIGH |
11,139.60 |
0.618 |
11,108.73 |
0.500 |
11,099.20 |
0.382 |
11,089.67 |
LOW |
11,058.80 |
0.618 |
11,008.87 |
1.000 |
10,978.00 |
1.618 |
10,928.07 |
2.618 |
10,847.27 |
4.250 |
10,715.40 |
|
|
Fisher Pivots for day following 02-Jul-1999 |
Pivot |
1 day |
3 day |
R1 |
11,125.87 |
11,071.32 |
PP |
11,112.53 |
11,003.43 |
S1 |
11,099.20 |
10,935.55 |
|