| Trading Metrics calculated at close of trading on 21-May-1999 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-May-1999 |
21-May-1999 |
Change |
Change % |
Previous Week |
| Open |
10,866.70 |
10,866.70 |
0.00 |
0.0% |
10,913.30 |
| High |
10,946.10 |
10,888.90 |
-57.20 |
-0.5% |
10,946.10 |
| Low |
10,866.70 |
10,787.40 |
-79.30 |
-0.7% |
10,740.80 |
| Close |
10,866.70 |
10,829.30 |
-37.40 |
-0.3% |
10,829.30 |
| Range |
79.40 |
101.50 |
22.10 |
27.8% |
205.30 |
| ATR |
155.47 |
151.61 |
-3.85 |
-2.5% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 21-May-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,139.70 |
11,086.00 |
10,885.13 |
|
| R3 |
11,038.20 |
10,984.50 |
10,857.21 |
|
| R2 |
10,936.70 |
10,936.70 |
10,847.91 |
|
| R1 |
10,883.00 |
10,883.00 |
10,838.60 |
10,859.10 |
| PP |
10,835.20 |
10,835.20 |
10,835.20 |
10,823.25 |
| S1 |
10,781.50 |
10,781.50 |
10,820.00 |
10,757.60 |
| S2 |
10,733.70 |
10,733.70 |
10,810.69 |
|
| S3 |
10,632.20 |
10,680.00 |
10,801.39 |
|
| S4 |
10,530.70 |
10,578.50 |
10,773.48 |
|
|
| Weekly Pivots for week ending 21-May-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,454.63 |
11,347.27 |
10,942.22 |
|
| R3 |
11,249.33 |
11,141.97 |
10,885.76 |
|
| R2 |
11,044.03 |
11,044.03 |
10,866.94 |
|
| R1 |
10,936.67 |
10,936.67 |
10,848.12 |
10,887.70 |
| PP |
10,838.73 |
10,838.73 |
10,838.73 |
10,814.25 |
| S1 |
10,731.37 |
10,731.37 |
10,810.48 |
10,682.40 |
| S2 |
10,633.43 |
10,633.43 |
10,791.66 |
|
| S3 |
10,428.13 |
10,526.07 |
10,772.84 |
|
| S4 |
10,222.83 |
10,320.77 |
10,716.39 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
10,946.10 |
10,740.80 |
205.30 |
1.9% |
126.08 |
1.2% |
43% |
False |
False |
|
| 10 |
11,130.70 |
10,740.80 |
389.90 |
3.6% |
151.05 |
1.4% |
23% |
False |
False |
|
| 20 |
11,130.70 |
10,649.90 |
480.80 |
4.4% |
153.79 |
1.4% |
37% |
False |
False |
|
| 40 |
11,130.70 |
9,747.31 |
1,383.39 |
12.8% |
156.38 |
1.4% |
78% |
False |
False |
|
| 60 |
11,130.70 |
9,211.23 |
1,919.47 |
17.7% |
151.16 |
1.4% |
84% |
False |
False |
|
| 80 |
11,130.70 |
9,099.04 |
2,031.66 |
18.8% |
150.50 |
1.4% |
85% |
False |
False |
|
| 100 |
11,130.70 |
9,063.26 |
2,067.44 |
19.1% |
154.09 |
1.4% |
85% |
False |
False |
|
| 120 |
11,130.70 |
8,676.03 |
2,454.67 |
22.7% |
150.64 |
1.4% |
88% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,320.28 |
|
2.618 |
11,154.63 |
|
1.618 |
11,053.13 |
|
1.000 |
10,990.40 |
|
0.618 |
10,951.63 |
|
HIGH |
10,888.90 |
|
0.618 |
10,850.13 |
|
0.500 |
10,838.15 |
|
0.382 |
10,826.17 |
|
LOW |
10,787.40 |
|
0.618 |
10,724.67 |
|
1.000 |
10,685.90 |
|
1.618 |
10,623.17 |
|
2.618 |
10,521.67 |
|
4.250 |
10,356.03 |
|
|
| Fisher Pivots for day following 21-May-1999 |
| Pivot |
1 day |
3 day |
| R1 |
10,838.15 |
10,866.75 |
| PP |
10,835.20 |
10,854.27 |
| S1 |
10,832.25 |
10,841.78 |
|