Trading Metrics calculated at close of trading on 04-May-1999 |
Day Change Summary |
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Previous |
Current |
|
|
|
|
03-May-1999 |
04-May-1999 |
Change |
Change % |
Previous Week |
Open |
11,014.70 |
11,014.70 |
0.00 |
0.0% |
10,689.70 |
High |
11,014.70 |
11,035.30 |
20.60 |
0.2% |
10,961.70 |
Low |
10,756.10 |
10,868.40 |
112.30 |
1.0% |
10,649.90 |
Close |
11,014.70 |
10,886.10 |
-128.60 |
-1.2% |
10,789.00 |
Range |
258.60 |
166.90 |
-91.70 |
-35.5% |
311.80 |
ATR |
163.77 |
163.99 |
0.22 |
0.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 04-May-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,430.63 |
11,325.27 |
10,977.90 |
|
R3 |
11,263.73 |
11,158.37 |
10,932.00 |
|
R2 |
11,096.83 |
11,096.83 |
10,916.70 |
|
R1 |
10,991.47 |
10,991.47 |
10,901.40 |
10,960.70 |
PP |
10,929.93 |
10,929.93 |
10,929.93 |
10,914.55 |
S1 |
10,824.57 |
10,824.57 |
10,870.80 |
10,793.80 |
S2 |
10,763.03 |
10,763.03 |
10,855.50 |
|
S3 |
10,596.13 |
10,657.67 |
10,840.20 |
|
S4 |
10,429.23 |
10,490.77 |
10,794.31 |
|
|
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 |
11,035.30 |
10,654.70 |
380.60 |
3.5% |
190.02 |
1.7% |
61% |
True |
False |
|
10 |
11,035.30 |
10,420.80 |
614.50 |
5.6% |
160.03 |
1.5% |
76% |
True |
False |
|
20 |
11,035.30 |
9,955.16 |
1,080.14 |
9.9% |
164.32 |
1.5% |
86% |
True |
False |
|
40 |
11,035.30 |
9,625.21 |
1,410.09 |
13.0% |
150.70 |
1.4% |
89% |
True |
False |
|
60 |
11,035.30 |
9,099.04 |
1,936.26 |
17.8% |
154.13 |
1.4% |
92% |
True |
False |
|
80 |
11,035.30 |
9,063.26 |
1,972.04 |
18.1% |
155.43 |
1.4% |
92% |
True |
False |
|
100 |
11,035.30 |
8,676.03 |
2,359.27 |
21.7% |
150.43 |
1.4% |
94% |
True |
False |
|
120 |
11,035.30 |
8,676.03 |
2,359.27 |
21.7% |
146.01 |
1.3% |
94% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,744.63 |
2.618 |
11,472.24 |
1.618 |
11,305.34 |
1.000 |
11,202.20 |
0.618 |
11,138.44 |
HIGH |
11,035.30 |
0.618 |
10,971.54 |
0.500 |
10,951.85 |
0.382 |
10,932.16 |
LOW |
10,868.40 |
0.618 |
10,765.26 |
1.000 |
10,701.50 |
1.618 |
10,598.36 |
2.618 |
10,431.46 |
4.250 |
10,159.08 |
|
|
Fisher Pivots for day following 04-May-1999 |
Pivot |
1 day |
3 day |
R1 |
10,951.85 |
10,872.40 |
PP |
10,929.93 |
10,858.70 |
S1 |
10,908.02 |
10,845.00 |
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