| Trading Metrics calculated at close of trading on 07-May-1999 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-May-1999 |
07-May-1999 |
Change |
Change % |
Previous Week |
| Open |
10,955.40 |
10,946.80 |
-8.60 |
-0.1% |
11,014.70 |
| High |
10,980.00 |
11,033.90 |
53.90 |
0.5% |
11,035.30 |
| Low |
10,852.30 |
10,933.70 |
81.40 |
0.8% |
10,756.10 |
| Close |
10,946.80 |
11,031.60 |
84.80 |
0.8% |
11,031.60 |
| Range |
127.70 |
100.20 |
-27.50 |
-21.5% |
279.20 |
| ATR |
162.43 |
157.98 |
-4.44 |
-2.7% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 07-May-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,300.33 |
11,266.17 |
11,086.71 |
|
| R3 |
11,200.13 |
11,165.97 |
11,059.16 |
|
| R2 |
11,099.93 |
11,099.93 |
11,049.97 |
|
| R1 |
11,065.77 |
11,065.77 |
11,040.79 |
11,082.85 |
| PP |
10,999.73 |
10,999.73 |
10,999.73 |
11,008.28 |
| S1 |
10,965.57 |
10,965.57 |
11,022.42 |
10,982.65 |
| S2 |
10,899.53 |
10,899.53 |
11,013.23 |
|
| S3 |
10,799.33 |
10,865.37 |
11,004.05 |
|
| S4 |
10,699.13 |
10,765.17 |
10,976.49 |
|
|
| Weekly Pivots for week ending 07-May-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,778.60 |
11,684.30 |
11,185.16 |
|
| R3 |
11,499.40 |
11,405.10 |
11,108.38 |
|
| R2 |
11,220.20 |
11,220.20 |
11,082.79 |
|
| R1 |
11,125.90 |
11,125.90 |
11,057.19 |
11,173.05 |
| PP |
10,941.00 |
10,941.00 |
10,941.00 |
10,964.58 |
| S1 |
10,846.70 |
10,846.70 |
11,006.01 |
10,893.85 |
| S2 |
10,661.80 |
10,661.80 |
10,980.41 |
|
| S3 |
10,382.60 |
10,567.50 |
10,954.82 |
|
| S4 |
10,103.40 |
10,288.30 |
10,878.04 |
|
|
| 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 |
10,756.10 |
279.20 |
2.5% |
166.58 |
1.5% |
99% |
False |
False |
|
| 10 |
11,035.30 |
10,649.90 |
385.40 |
3.5% |
156.53 |
1.4% |
99% |
False |
False |
|
| 20 |
11,035.30 |
10,096.70 |
938.60 |
8.5% |
164.61 |
1.5% |
100% |
False |
False |
|
| 40 |
11,035.30 |
9,625.21 |
1,410.09 |
12.8% |
151.01 |
1.4% |
100% |
False |
False |
|
| 60 |
11,035.30 |
9,143.33 |
1,891.97 |
17.2% |
154.39 |
1.4% |
100% |
False |
False |
|
| 80 |
11,035.30 |
9,063.26 |
1,972.04 |
17.9% |
155.51 |
1.4% |
100% |
False |
False |
|
| 100 |
11,035.30 |
8,676.03 |
2,359.27 |
21.4% |
150.64 |
1.4% |
100% |
False |
False |
|
| 120 |
11,035.30 |
8,676.03 |
2,359.27 |
21.4% |
146.79 |
1.3% |
100% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,459.75 |
|
2.618 |
11,296.22 |
|
1.618 |
11,196.02 |
|
1.000 |
11,134.10 |
|
0.618 |
11,095.82 |
|
HIGH |
11,033.90 |
|
0.618 |
10,995.62 |
|
0.500 |
10,983.80 |
|
0.382 |
10,971.98 |
|
LOW |
10,933.70 |
|
0.618 |
10,871.78 |
|
1.000 |
10,833.50 |
|
1.618 |
10,771.58 |
|
2.618 |
10,671.38 |
|
4.250 |
10,507.85 |
|
|
| Fisher Pivots for day following 07-May-1999 |
| Pivot |
1 day |
3 day |
| R1 |
11,015.67 |
10,989.37 |
| PP |
10,999.73 |
10,947.13 |
| S1 |
10,983.80 |
10,904.90 |
|