Trading Metrics calculated at close of trading on 22-Jun-1999 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jun-1999 |
22-Jun-1999 |
Change |
Change % |
Previous Week |
Open |
10,855.60 |
10,816.00 |
-39.60 |
-0.4% |
10,490.50 |
High |
10,880.30 |
10,816.00 |
-64.30 |
-0.6% |
10,888.50 |
Low |
10,755.80 |
10,708.70 |
-47.10 |
-0.4% |
10,486.70 |
Close |
10,816.00 |
10,721.60 |
-94.40 |
-0.9% |
10,855.60 |
Range |
124.50 |
107.30 |
-17.20 |
-13.8% |
401.80 |
ATR |
154.36 |
151.00 |
-3.36 |
-2.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 22-Jun-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,070.67 |
11,003.43 |
10,780.62 |
|
R3 |
10,963.37 |
10,896.13 |
10,751.11 |
|
R2 |
10,856.07 |
10,856.07 |
10,741.27 |
|
R1 |
10,788.83 |
10,788.83 |
10,731.44 |
10,768.80 |
PP |
10,748.77 |
10,748.77 |
10,748.77 |
10,738.75 |
S1 |
10,681.53 |
10,681.53 |
10,711.76 |
10,661.50 |
S2 |
10,641.47 |
10,641.47 |
10,701.93 |
|
S3 |
10,534.17 |
10,574.23 |
10,692.09 |
|
S4 |
10,426.87 |
10,466.93 |
10,662.59 |
|
|
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 |
10,598.20 |
290.30 |
2.7% |
133.42 |
1.2% |
43% |
False |
False |
|
10 |
10,888.50 |
10,430.70 |
457.80 |
4.3% |
144.91 |
1.4% |
64% |
False |
False |
|
20 |
10,917.30 |
10,409.10 |
508.20 |
4.7% |
158.33 |
1.5% |
61% |
False |
False |
|
40 |
11,130.70 |
10,409.10 |
721.60 |
6.7% |
159.82 |
1.5% |
43% |
False |
False |
|
60 |
11,130.70 |
9,765.63 |
1,365.07 |
12.7% |
159.09 |
1.5% |
70% |
False |
False |
|
80 |
11,130.70 |
9,211.23 |
1,919.47 |
17.9% |
154.00 |
1.4% |
79% |
False |
False |
|
100 |
11,130.70 |
9,099.04 |
2,031.66 |
18.9% |
153.39 |
1.4% |
80% |
False |
False |
|
120 |
11,130.70 |
9,063.26 |
2,067.44 |
19.3% |
155.48 |
1.5% |
80% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,272.03 |
2.618 |
11,096.91 |
1.618 |
10,989.61 |
1.000 |
10,923.30 |
0.618 |
10,882.31 |
HIGH |
10,816.00 |
0.618 |
10,775.01 |
0.500 |
10,762.35 |
0.382 |
10,749.69 |
LOW |
10,708.70 |
0.618 |
10,642.39 |
1.000 |
10,601.40 |
1.618 |
10,535.09 |
2.618 |
10,427.79 |
4.250 |
10,252.68 |
|
|
Fisher Pivots for day following 22-Jun-1999 |
Pivot |
1 day |
3 day |
R1 |
10,762.35 |
10,798.60 |
PP |
10,748.77 |
10,772.93 |
S1 |
10,735.18 |
10,747.27 |
|