Trading Metrics calculated at close of trading on 03-May-1999 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Apr-1999 |
03-May-1999 |
Change |
Change % |
Previous Week |
Open |
10,878.40 |
11,014.70 |
136.30 |
1.3% |
10,689.70 |
High |
10,961.70 |
11,014.70 |
53.00 |
0.5% |
10,961.70 |
Low |
10,654.70 |
10,756.10 |
101.40 |
1.0% |
10,649.90 |
Close |
10,789.00 |
11,014.70 |
225.70 |
2.1% |
10,789.00 |
Range |
307.00 |
258.60 |
-48.40 |
-15.8% |
311.80 |
ATR |
156.47 |
163.77 |
7.29 |
4.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 03-May-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,704.30 |
11,618.10 |
11,156.93 |
|
R3 |
11,445.70 |
11,359.50 |
11,085.82 |
|
R2 |
11,187.10 |
11,187.10 |
11,062.11 |
|
R1 |
11,100.90 |
11,100.90 |
11,038.41 |
11,144.00 |
PP |
10,928.50 |
10,928.50 |
10,928.50 |
10,950.05 |
S1 |
10,842.30 |
10,842.30 |
10,991.00 |
10,885.40 |
S2 |
10,669.90 |
10,669.90 |
10,967.29 |
|
S3 |
10,411.30 |
10,583.70 |
10,943.59 |
|
S4 |
10,152.70 |
10,325.10 |
10,872.47 |
|
|
Weekly Pivots for week ending 30-Apr-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,735.60 |
11,574.10 |
10,960.49 |
|
R3 |
11,423.80 |
11,262.30 |
10,874.75 |
|
R2 |
11,112.00 |
11,112.00 |
10,846.16 |
|
R1 |
10,950.50 |
10,950.50 |
10,817.58 |
11,031.25 |
PP |
10,800.20 |
10,800.20 |
10,800.20 |
10,840.58 |
S1 |
10,638.70 |
10,638.70 |
10,760.42 |
10,719.45 |
S2 |
10,488.40 |
10,488.40 |
10,731.84 |
|
S3 |
10,176.60 |
10,326.90 |
10,703.26 |
|
S4 |
9,864.80 |
10,015.10 |
10,617.51 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
11,014.70 |
10,654.70 |
360.00 |
3.3% |
182.34 |
1.7% |
100% |
True |
False |
|
10 |
11,014.70 |
10,333.20 |
681.50 |
6.2% |
159.66 |
1.4% |
100% |
True |
False |
|
20 |
11,014.70 |
9,915.76 |
1,098.94 |
10.0% |
161.70 |
1.5% |
100% |
True |
False |
|
40 |
11,014.70 |
9,625.21 |
1,389.49 |
12.6% |
148.78 |
1.4% |
100% |
True |
False |
|
60 |
11,014.70 |
9,099.04 |
1,915.66 |
17.4% |
153.02 |
1.4% |
100% |
True |
False |
|
80 |
11,014.70 |
9,063.26 |
1,951.44 |
17.7% |
154.80 |
1.4% |
100% |
True |
False |
|
100 |
11,014.70 |
8,676.03 |
2,338.67 |
21.2% |
150.18 |
1.4% |
100% |
True |
False |
|
120 |
11,014.70 |
8,676.03 |
2,338.67 |
21.2% |
145.78 |
1.3% |
100% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,113.75 |
2.618 |
11,691.71 |
1.618 |
11,433.11 |
1.000 |
11,273.30 |
0.618 |
11,174.51 |
HIGH |
11,014.70 |
0.618 |
10,915.91 |
0.500 |
10,885.40 |
0.382 |
10,854.89 |
LOW |
10,756.10 |
0.618 |
10,596.29 |
1.000 |
10,497.50 |
1.618 |
10,337.69 |
2.618 |
10,079.09 |
4.250 |
9,657.05 |
|
|
Fisher Pivots for day following 03-May-1999 |
Pivot |
1 day |
3 day |
R1 |
10,971.60 |
10,954.70 |
PP |
10,928.50 |
10,894.70 |
S1 |
10,885.40 |
10,834.70 |
|