Trading Metrics calculated at close of trading on 11-May-1999 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-May-1999 |
11-May-1999 |
Change |
Change % |
Previous Week |
Open |
11,031.60 |
11,007.30 |
-24.30 |
-0.2% |
11,014.70 |
High |
11,100.60 |
11,102.30 |
1.70 |
0.0% |
11,035.30 |
Low |
10,952.00 |
10,970.60 |
18.60 |
0.2% |
10,756.10 |
Close |
11,007.30 |
11,026.20 |
18.90 |
0.2% |
11,031.60 |
Range |
148.60 |
131.70 |
-16.90 |
-11.4% |
279.20 |
ATR |
157.31 |
155.48 |
-1.83 |
-1.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 11-May-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,428.13 |
11,358.87 |
11,098.64 |
|
R3 |
11,296.43 |
11,227.17 |
11,062.42 |
|
R2 |
11,164.73 |
11,164.73 |
11,050.35 |
|
R1 |
11,095.47 |
11,095.47 |
11,038.27 |
11,130.10 |
PP |
11,033.03 |
11,033.03 |
11,033.03 |
11,050.35 |
S1 |
10,963.77 |
10,963.77 |
11,014.13 |
10,998.40 |
S2 |
10,901.33 |
10,901.33 |
11,002.06 |
|
S3 |
10,769.63 |
10,832.07 |
10,989.98 |
|
S4 |
10,637.93 |
10,700.37 |
10,953.77 |
|
|
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 |
11,102.30 |
10,775.90 |
326.40 |
3.0% |
137.54 |
1.2% |
77% |
True |
False |
|
10 |
11,102.30 |
10,654.70 |
447.60 |
4.1% |
163.78 |
1.5% |
83% |
True |
False |
|
20 |
11,102.30 |
10,333.20 |
769.10 |
7.0% |
161.31 |
1.5% |
90% |
True |
False |
|
40 |
11,102.30 |
9,625.21 |
1,477.09 |
13.4% |
152.90 |
1.4% |
95% |
True |
False |
|
60 |
11,102.30 |
9,179.21 |
1,923.09 |
17.4% |
152.69 |
1.4% |
96% |
True |
False |
|
80 |
11,102.30 |
9,063.26 |
2,039.04 |
18.5% |
152.39 |
1.4% |
96% |
True |
False |
|
100 |
11,102.30 |
8,740.65 |
2,361.65 |
21.4% |
150.63 |
1.4% |
97% |
True |
False |
|
120 |
11,102.30 |
8,676.03 |
2,426.27 |
22.0% |
147.42 |
1.3% |
97% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,662.03 |
2.618 |
11,447.09 |
1.618 |
11,315.39 |
1.000 |
11,234.00 |
0.618 |
11,183.69 |
HIGH |
11,102.30 |
0.618 |
11,051.99 |
0.500 |
11,036.45 |
0.382 |
11,020.91 |
LOW |
10,970.60 |
0.618 |
10,889.21 |
1.000 |
10,838.90 |
1.618 |
10,757.51 |
2.618 |
10,625.81 |
4.250 |
10,410.88 |
|
|
Fisher Pivots for day following 11-May-1999 |
Pivot |
1 day |
3 day |
R1 |
11,036.45 |
11,023.47 |
PP |
11,033.03 |
11,020.73 |
S1 |
11,029.62 |
11,018.00 |
|