Trading Metrics calculated at close of trading on 18-Jun-1999 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jun-1999 |
18-Jun-1999 |
Change |
Change % |
Previous Week |
Open |
10,785.00 |
10,841.60 |
56.60 |
0.5% |
10,490.50 |
High |
10,870.40 |
10,888.50 |
18.10 |
0.2% |
10,888.50 |
Low |
10,714.40 |
10,811.50 |
97.10 |
0.9% |
10,486.70 |
Close |
10,841.60 |
10,855.60 |
14.00 |
0.1% |
10,855.60 |
Range |
156.00 |
77.00 |
-79.00 |
-50.6% |
401.80 |
ATR |
162.78 |
156.65 |
-6.13 |
-3.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 18-Jun-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,082.87 |
11,046.23 |
10,897.95 |
|
R3 |
11,005.87 |
10,969.23 |
10,876.78 |
|
R2 |
10,928.87 |
10,928.87 |
10,869.72 |
|
R1 |
10,892.23 |
10,892.23 |
10,862.66 |
10,910.55 |
PP |
10,851.87 |
10,851.87 |
10,851.87 |
10,861.03 |
S1 |
10,815.23 |
10,815.23 |
10,848.54 |
10,833.55 |
S2 |
10,774.87 |
10,774.87 |
10,841.48 |
|
S3 |
10,697.87 |
10,738.23 |
10,834.43 |
|
S4 |
10,620.87 |
10,661.23 |
10,813.25 |
|
|
Weekly Pivots for week ending 18-Jun-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,949.00 |
11,804.10 |
11,076.59 |
|
R3 |
11,547.20 |
11,402.30 |
10,966.10 |
|
R2 |
11,145.40 |
11,145.40 |
10,929.26 |
|
R1 |
11,000.50 |
11,000.50 |
10,892.43 |
11,072.95 |
PP |
10,743.60 |
10,743.60 |
10,743.60 |
10,779.83 |
S1 |
10,598.70 |
10,598.70 |
10,818.77 |
10,671.15 |
S2 |
10,341.80 |
10,341.80 |
10,781.94 |
|
S3 |
9,940.00 |
10,196.90 |
10,745.11 |
|
S4 |
9,538.20 |
9,795.10 |
10,634.61 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
10,888.50 |
10,486.70 |
401.80 |
3.7% |
135.00 |
1.2% |
92% |
True |
False |
|
10 |
10,917.30 |
10,430.70 |
486.60 |
4.5% |
153.68 |
1.4% |
87% |
False |
False |
|
20 |
10,917.30 |
10,409.10 |
508.20 |
4.7% |
163.30 |
1.5% |
88% |
False |
False |
|
40 |
11,130.70 |
10,409.10 |
721.60 |
6.6% |
158.71 |
1.5% |
62% |
False |
False |
|
60 |
11,130.70 |
9,664.90 |
1,465.80 |
13.5% |
159.95 |
1.5% |
81% |
False |
False |
|
80 |
11,130.70 |
9,211.23 |
1,919.47 |
17.7% |
154.96 |
1.4% |
86% |
False |
False |
|
100 |
11,130.70 |
9,099.04 |
2,031.66 |
18.7% |
153.95 |
1.4% |
86% |
False |
False |
|
120 |
11,130.70 |
9,063.26 |
2,067.44 |
19.0% |
155.39 |
1.4% |
87% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,215.75 |
2.618 |
11,090.09 |
1.618 |
11,013.09 |
1.000 |
10,965.50 |
0.618 |
10,936.09 |
HIGH |
10,888.50 |
0.618 |
10,859.09 |
0.500 |
10,850.00 |
0.382 |
10,840.91 |
LOW |
10,811.50 |
0.618 |
10,763.91 |
1.000 |
10,734.50 |
1.618 |
10,686.91 |
2.618 |
10,609.91 |
4.250 |
10,484.25 |
|
|
Fisher Pivots for day following 18-Jun-1999 |
Pivot |
1 day |
3 day |
R1 |
10,853.73 |
10,818.18 |
PP |
10,851.87 |
10,780.77 |
S1 |
10,850.00 |
10,743.35 |
|