Trading Metrics calculated at close of trading on 04-Jun-1999 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jun-1999 |
04-Jun-1999 |
Change |
Change % |
Previous Week |
Open |
10,577.90 |
10,799.80 |
221.90 |
2.1% |
10,559.70 |
High |
10,667.20 |
10,799.80 |
132.60 |
1.2% |
10,799.80 |
Low |
10,577.30 |
10,659.60 |
82.30 |
0.8% |
10,409.10 |
Close |
10,663.70 |
10,799.80 |
136.10 |
1.3% |
10,799.80 |
Range |
89.90 |
140.20 |
50.30 |
56.0% |
390.70 |
ATR |
163.92 |
162.23 |
-1.69 |
-1.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 04-Jun-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,173.67 |
11,126.93 |
10,876.91 |
|
R3 |
11,033.47 |
10,986.73 |
10,838.36 |
|
R2 |
10,893.27 |
10,893.27 |
10,825.50 |
|
R1 |
10,846.53 |
10,846.53 |
10,812.65 |
10,869.90 |
PP |
10,753.07 |
10,753.07 |
10,753.07 |
10,764.75 |
S1 |
10,706.33 |
10,706.33 |
10,786.95 |
10,729.70 |
S2 |
10,612.87 |
10,612.87 |
10,774.10 |
|
S3 |
10,472.67 |
10,566.13 |
10,761.25 |
|
S4 |
10,332.47 |
10,425.93 |
10,722.69 |
|
|
Weekly Pivots for week ending 04-Jun-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,841.67 |
11,711.43 |
11,014.69 |
|
R3 |
11,450.97 |
11,320.73 |
10,907.24 |
|
R2 |
11,060.27 |
11,060.27 |
10,871.43 |
|
R1 |
10,930.03 |
10,930.03 |
10,835.61 |
10,995.15 |
PP |
10,669.57 |
10,669.57 |
10,669.57 |
10,702.13 |
S1 |
10,539.33 |
10,539.33 |
10,763.99 |
10,604.45 |
S2 |
10,278.87 |
10,278.87 |
10,728.17 |
|
S3 |
9,888.17 |
10,148.63 |
10,692.36 |
|
S4 |
9,497.47 |
9,757.93 |
10,584.92 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
10,799.80 |
10,409.10 |
390.70 |
3.6% |
140.78 |
1.3% |
100% |
True |
False |
|
10 |
10,888.90 |
10,409.10 |
479.80 |
4.4% |
172.92 |
1.6% |
81% |
False |
False |
|
20 |
11,130.70 |
10,409.10 |
721.60 |
6.7% |
161.92 |
1.5% |
54% |
False |
False |
|
40 |
11,130.70 |
10,094.50 |
1,036.20 |
9.6% |
163.70 |
1.5% |
68% |
False |
False |
|
60 |
11,130.70 |
9,625.21 |
1,505.49 |
13.9% |
155.73 |
1.4% |
78% |
False |
False |
|
80 |
11,130.70 |
9,099.04 |
2,031.66 |
18.8% |
156.08 |
1.4% |
84% |
False |
False |
|
100 |
11,130.70 |
9,063.26 |
2,067.44 |
19.1% |
157.47 |
1.5% |
84% |
False |
False |
|
120 |
11,130.70 |
8,676.03 |
2,454.67 |
22.7% |
152.64 |
1.4% |
87% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,395.65 |
2.618 |
11,166.84 |
1.618 |
11,026.64 |
1.000 |
10,940.00 |
0.618 |
10,886.44 |
HIGH |
10,799.80 |
0.618 |
10,746.24 |
0.500 |
10,729.70 |
0.382 |
10,713.16 |
LOW |
10,659.60 |
0.618 |
10,572.96 |
1.000 |
10,519.40 |
1.618 |
10,432.76 |
2.618 |
10,292.56 |
4.250 |
10,063.75 |
|
|
Fisher Pivots for day following 04-Jun-1999 |
Pivot |
1 day |
3 day |
R1 |
10,776.43 |
10,743.92 |
PP |
10,753.07 |
10,688.03 |
S1 |
10,729.70 |
10,632.15 |
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