| Trading Metrics calculated at close of trading on 08-Jun-1999 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jun-1999 |
08-Jun-1999 |
Change |
Change % |
Previous Week |
| Open |
10,799.80 |
10,909.40 |
109.60 |
1.0% |
10,559.70 |
| High |
10,917.30 |
10,909.10 |
-8.20 |
-0.1% |
10,799.80 |
| Low |
10,782.70 |
10,724.20 |
-58.50 |
-0.5% |
10,409.10 |
| Close |
10,909.40 |
10,765.60 |
-143.80 |
-1.3% |
10,799.80 |
| Range |
134.60 |
184.90 |
50.30 |
37.4% |
390.70 |
| ATR |
160.25 |
162.04 |
1.78 |
1.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 08-Jun-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,354.33 |
11,244.87 |
10,867.30 |
|
| R3 |
11,169.43 |
11,059.97 |
10,816.45 |
|
| R2 |
10,984.53 |
10,984.53 |
10,799.50 |
|
| R1 |
10,875.07 |
10,875.07 |
10,782.55 |
10,837.35 |
| PP |
10,799.63 |
10,799.63 |
10,799.63 |
10,780.78 |
| S1 |
10,690.17 |
10,690.17 |
10,748.65 |
10,652.45 |
| S2 |
10,614.73 |
10,614.73 |
10,731.70 |
|
| S3 |
10,429.83 |
10,505.27 |
10,714.75 |
|
| S4 |
10,244.93 |
10,320.37 |
10,663.91 |
|
|
| 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 |
10,917.30 |
10,464.50 |
452.80 |
4.2% |
142.54 |
1.3% |
66% |
False |
False |
|
| 10 |
10,917.30 |
10,409.10 |
508.20 |
4.7% |
171.75 |
1.6% |
70% |
False |
False |
|
| 20 |
11,130.70 |
10,409.10 |
721.60 |
6.7% |
165.46 |
1.5% |
49% |
False |
False |
|
| 40 |
11,130.70 |
10,316.50 |
814.20 |
7.6% |
162.65 |
1.5% |
55% |
False |
False |
|
| 60 |
11,130.70 |
9,625.21 |
1,505.49 |
14.0% |
156.68 |
1.5% |
76% |
False |
False |
|
| 80 |
11,130.70 |
9,179.21 |
1,951.49 |
18.1% |
156.26 |
1.5% |
81% |
False |
False |
|
| 100 |
11,130.70 |
9,063.26 |
2,067.44 |
19.2% |
156.40 |
1.5% |
82% |
False |
False |
|
| 120 |
11,130.70 |
8,678.61 |
2,452.09 |
22.8% |
153.14 |
1.4% |
85% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,694.93 |
|
2.618 |
11,393.17 |
|
1.618 |
11,208.27 |
|
1.000 |
11,094.00 |
|
0.618 |
11,023.37 |
|
HIGH |
10,909.10 |
|
0.618 |
10,838.47 |
|
0.500 |
10,816.65 |
|
0.382 |
10,794.83 |
|
LOW |
10,724.20 |
|
0.618 |
10,609.93 |
|
1.000 |
10,539.30 |
|
1.618 |
10,425.03 |
|
2.618 |
10,240.13 |
|
4.250 |
9,938.38 |
|
|
| Fisher Pivots for day following 08-Jun-1999 |
| Pivot |
1 day |
3 day |
| R1 |
10,816.65 |
10,788.45 |
| PP |
10,799.63 |
10,780.83 |
| S1 |
10,782.62 |
10,773.22 |
|