| Trading Metrics calculated at close of trading on 26-Apr-1999 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Apr-1999 |
26-Apr-1999 |
Change |
Change % |
Previous Week |
| Open |
10,727.20 |
10,689.70 |
-37.50 |
-0.3% |
10,493.90 |
| High |
10,754.70 |
10,729.20 |
-25.50 |
-0.2% |
10,765.70 |
| Low |
10,646.70 |
10,649.90 |
3.20 |
0.0% |
10,333.20 |
| Close |
10,689.70 |
10,718.60 |
28.90 |
0.3% |
10,689.70 |
| Range |
108.00 |
79.30 |
-28.70 |
-26.6% |
432.50 |
| ATR |
158.04 |
152.41 |
-5.62 |
-3.6% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 26-Apr-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,937.13 |
10,907.17 |
10,762.22 |
|
| R3 |
10,857.83 |
10,827.87 |
10,740.41 |
|
| R2 |
10,778.53 |
10,778.53 |
10,733.14 |
|
| R1 |
10,748.57 |
10,748.57 |
10,725.87 |
10,763.55 |
| PP |
10,699.23 |
10,699.23 |
10,699.23 |
10,706.73 |
| S1 |
10,669.27 |
10,669.27 |
10,711.33 |
10,684.25 |
| S2 |
10,619.93 |
10,619.93 |
10,704.06 |
|
| S3 |
10,540.63 |
10,589.97 |
10,696.79 |
|
| S4 |
10,461.33 |
10,510.67 |
10,674.99 |
|
|
| Weekly Pivots for week ending 23-Apr-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,893.70 |
11,724.20 |
10,927.58 |
|
| R3 |
11,461.20 |
11,291.70 |
10,808.64 |
|
| R2 |
11,028.70 |
11,028.70 |
10,768.99 |
|
| R1 |
10,859.20 |
10,859.20 |
10,729.35 |
10,943.95 |
| PP |
10,596.20 |
10,596.20 |
10,596.20 |
10,638.58 |
| S1 |
10,426.70 |
10,426.70 |
10,650.05 |
10,511.45 |
| S2 |
10,163.70 |
10,163.70 |
10,610.41 |
|
| S3 |
9,731.20 |
9,994.20 |
10,570.76 |
|
| S4 |
9,298.70 |
9,561.70 |
10,451.83 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
10,754.70 |
10,333.20 |
421.50 |
3.9% |
136.98 |
1.3% |
91% |
False |
False |
|
| 10 |
10,765.70 |
10,316.50 |
449.20 |
4.2% |
156.23 |
1.5% |
90% |
False |
False |
|
| 20 |
10,765.70 |
9,765.63 |
1,000.07 |
9.3% |
157.64 |
1.5% |
95% |
False |
False |
|
| 40 |
10,765.70 |
9,211.23 |
1,554.47 |
14.5% |
148.18 |
1.4% |
97% |
False |
False |
|
| 60 |
10,765.70 |
9,099.04 |
1,666.66 |
15.5% |
149.10 |
1.4% |
97% |
False |
False |
|
| 80 |
10,765.70 |
9,063.26 |
1,702.44 |
15.9% |
153.32 |
1.4% |
97% |
False |
False |
|
| 100 |
10,765.70 |
8,676.03 |
2,089.67 |
19.5% |
148.72 |
1.4% |
98% |
False |
False |
|
| 120 |
10,765.70 |
8,595.70 |
2,170.00 |
20.2% |
143.65 |
1.3% |
98% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,066.23 |
|
2.618 |
10,936.81 |
|
1.618 |
10,857.51 |
|
1.000 |
10,808.50 |
|
0.618 |
10,778.21 |
|
HIGH |
10,729.20 |
|
0.618 |
10,698.91 |
|
0.500 |
10,689.55 |
|
0.382 |
10,680.19 |
|
LOW |
10,649.90 |
|
0.618 |
10,600.89 |
|
1.000 |
10,570.60 |
|
1.618 |
10,521.59 |
|
2.618 |
10,442.29 |
|
4.250 |
10,312.88 |
|
|
| Fisher Pivots for day following 26-Apr-1999 |
| Pivot |
1 day |
3 day |
| R1 |
10,708.92 |
10,701.52 |
| PP |
10,699.23 |
10,684.43 |
| S1 |
10,689.55 |
10,667.35 |
|