| Trading Metrics calculated at close of trading on 19-May-1999 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-May-1999 |
19-May-1999 |
Change |
Change % |
Previous Week |
| Open |
10,853.50 |
10,837.00 |
-16.50 |
-0.2% |
11,031.60 |
| High |
10,930.80 |
10,891.80 |
-39.00 |
-0.4% |
11,130.70 |
| Low |
10,740.80 |
10,797.10 |
56.30 |
0.5% |
10,812.80 |
| Close |
10,837.00 |
10,887.40 |
50.40 |
0.5% |
10,913.30 |
| Range |
190.00 |
94.70 |
-95.30 |
-50.2% |
317.90 |
| ATR |
166.45 |
161.32 |
-5.12 |
-3.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 19-May-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,142.87 |
11,109.83 |
10,939.49 |
|
| R3 |
11,048.17 |
11,015.13 |
10,913.44 |
|
| R2 |
10,953.47 |
10,953.47 |
10,904.76 |
|
| R1 |
10,920.43 |
10,920.43 |
10,896.08 |
10,936.95 |
| PP |
10,858.77 |
10,858.77 |
10,858.77 |
10,867.03 |
| S1 |
10,825.73 |
10,825.73 |
10,878.72 |
10,842.25 |
| S2 |
10,764.07 |
10,764.07 |
10,870.04 |
|
| S3 |
10,669.37 |
10,731.03 |
10,861.36 |
|
| S4 |
10,574.67 |
10,636.33 |
10,835.32 |
|
|
| Weekly Pivots for week ending 14-May-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,905.97 |
11,727.53 |
11,088.15 |
|
| R3 |
11,588.07 |
11,409.63 |
11,000.72 |
|
| R2 |
11,270.17 |
11,270.17 |
10,971.58 |
|
| R1 |
11,091.73 |
11,091.73 |
10,942.44 |
11,022.00 |
| PP |
10,952.27 |
10,952.27 |
10,952.27 |
10,917.40 |
| S1 |
10,773.83 |
10,773.83 |
10,884.16 |
10,704.10 |
| S2 |
10,634.37 |
10,634.37 |
10,855.02 |
|
| S3 |
10,316.47 |
10,455.93 |
10,825.88 |
|
| S4 |
9,998.57 |
10,138.03 |
10,738.46 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,130.70 |
10,740.80 |
389.90 |
3.6% |
163.70 |
1.5% |
38% |
False |
False |
|
| 10 |
11,130.70 |
10,740.80 |
389.90 |
3.6% |
155.75 |
1.4% |
38% |
False |
False |
|
| 20 |
11,130.70 |
10,580.00 |
550.70 |
5.1% |
158.84 |
1.5% |
56% |
False |
False |
|
| 40 |
11,130.70 |
9,625.21 |
1,505.49 |
13.8% |
158.24 |
1.5% |
84% |
False |
False |
|
| 60 |
11,130.70 |
9,211.23 |
1,919.47 |
17.6% |
154.35 |
1.4% |
87% |
False |
False |
|
| 80 |
11,130.70 |
9,099.04 |
2,031.66 |
18.7% |
152.39 |
1.4% |
88% |
False |
False |
|
| 100 |
11,130.70 |
9,063.26 |
2,067.44 |
19.0% |
153.69 |
1.4% |
88% |
False |
False |
|
| 120 |
11,130.70 |
8,676.03 |
2,454.67 |
22.5% |
150.03 |
1.4% |
90% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,294.28 |
|
2.618 |
11,139.72 |
|
1.618 |
11,045.02 |
|
1.000 |
10,986.50 |
|
0.618 |
10,950.32 |
|
HIGH |
10,891.80 |
|
0.618 |
10,855.62 |
|
0.500 |
10,844.45 |
|
0.382 |
10,833.28 |
|
LOW |
10,797.10 |
|
0.618 |
10,738.58 |
|
1.000 |
10,702.40 |
|
1.618 |
10,643.88 |
|
2.618 |
10,549.18 |
|
4.250 |
10,394.63 |
|
|
| Fisher Pivots for day following 19-May-1999 |
| Pivot |
1 day |
3 day |
| R1 |
10,873.08 |
10,870.20 |
| PP |
10,858.77 |
10,853.00 |
| S1 |
10,844.45 |
10,835.80 |
|