| Trading Metrics calculated at close of trading on 25-May-1999 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-May-1999 |
25-May-1999 |
Change |
Change % |
Previous Week |
| Open |
10,829.30 |
10,654.70 |
-174.60 |
-1.6% |
10,913.30 |
| High |
10,856.40 |
10,754.70 |
-101.70 |
-0.9% |
10,946.10 |
| Low |
10,626.70 |
10,530.20 |
-96.50 |
-0.9% |
10,740.80 |
| Close |
10,654.70 |
10,531.10 |
-123.60 |
-1.2% |
10,829.30 |
| Range |
229.70 |
224.50 |
-5.20 |
-2.3% |
205.30 |
| ATR |
157.19 |
162.00 |
4.81 |
3.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 25-May-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,278.83 |
11,129.47 |
10,654.58 |
|
| R3 |
11,054.33 |
10,904.97 |
10,592.84 |
|
| R2 |
10,829.83 |
10,829.83 |
10,572.26 |
|
| R1 |
10,680.47 |
10,680.47 |
10,551.68 |
10,642.90 |
| PP |
10,605.33 |
10,605.33 |
10,605.33 |
10,586.55 |
| S1 |
10,455.97 |
10,455.97 |
10,510.52 |
10,418.40 |
| S2 |
10,380.83 |
10,380.83 |
10,489.94 |
|
| S3 |
10,156.33 |
10,231.47 |
10,469.36 |
|
| S4 |
9,931.83 |
10,006.97 |
10,407.63 |
|
|
| 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 |
10,530.20 |
415.90 |
3.9% |
145.96 |
1.4% |
0% |
False |
True |
|
| 10 |
11,130.70 |
10,530.20 |
600.50 |
5.7% |
168.44 |
1.6% |
0% |
False |
True |
|
| 20 |
11,130.70 |
10,530.20 |
600.50 |
5.7% |
166.11 |
1.6% |
0% |
False |
True |
|
| 40 |
11,130.70 |
9,765.63 |
1,365.07 |
13.0% |
159.62 |
1.5% |
56% |
False |
False |
|
| 60 |
11,130.70 |
9,211.23 |
1,919.47 |
18.2% |
154.09 |
1.5% |
69% |
False |
False |
|
| 80 |
11,130.70 |
9,099.04 |
2,031.66 |
19.3% |
152.97 |
1.5% |
70% |
False |
False |
|
| 100 |
11,130.70 |
9,063.26 |
2,067.44 |
19.6% |
156.58 |
1.5% |
71% |
False |
False |
|
| 120 |
11,130.70 |
8,676.03 |
2,454.67 |
23.3% |
151.41 |
1.4% |
76% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,708.83 |
|
2.618 |
11,342.44 |
|
1.618 |
11,117.94 |
|
1.000 |
10,979.20 |
|
0.618 |
10,893.44 |
|
HIGH |
10,754.70 |
|
0.618 |
10,668.94 |
|
0.500 |
10,642.45 |
|
0.382 |
10,615.96 |
|
LOW |
10,530.20 |
|
0.618 |
10,391.46 |
|
1.000 |
10,305.70 |
|
1.618 |
10,166.96 |
|
2.618 |
9,942.46 |
|
4.250 |
9,576.08 |
|
|
| Fisher Pivots for day following 25-May-1999 |
| Pivot |
1 day |
3 day |
| R1 |
10,642.45 |
10,709.55 |
| PP |
10,605.33 |
10,650.07 |
| S1 |
10,568.22 |
10,590.58 |
|