| Trading Metrics calculated at close of trading on 06-Jul-1999 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jul-1999 |
06-Jul-1999 |
Change |
Change % |
Previous Week |
| Open |
11,066.40 |
11,139.20 |
72.80 |
0.7% |
10,552.60 |
| High |
11,139.60 |
11,236.80 |
97.20 |
0.9% |
11,139.60 |
| Low |
11,058.80 |
11,104.10 |
45.30 |
0.4% |
10,555.90 |
| Close |
11,139.20 |
11,135.10 |
-4.10 |
0.0% |
11,139.20 |
| Range |
80.80 |
132.70 |
51.90 |
64.2% |
583.70 |
| ATR |
154.77 |
153.20 |
-1.58 |
-1.0% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 06-Jul-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,556.77 |
11,478.63 |
11,208.09 |
|
| R3 |
11,424.07 |
11,345.93 |
11,171.59 |
|
| R2 |
11,291.37 |
11,291.37 |
11,159.43 |
|
| R1 |
11,213.23 |
11,213.23 |
11,147.26 |
11,185.95 |
| PP |
11,158.67 |
11,158.67 |
11,158.67 |
11,145.03 |
| S1 |
11,080.53 |
11,080.53 |
11,122.94 |
11,053.25 |
| S2 |
11,025.97 |
11,025.97 |
11,110.77 |
|
| S3 |
10,893.27 |
10,947.83 |
11,098.61 |
|
| S4 |
10,760.57 |
10,815.13 |
11,062.12 |
|
|
| Weekly Pivots for week ending 02-Jul-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,696.00 |
12,501.30 |
11,460.24 |
|
| R3 |
12,112.30 |
11,917.60 |
11,299.72 |
|
| R2 |
11,528.60 |
11,528.60 |
11,246.21 |
|
| R1 |
11,333.90 |
11,333.90 |
11,192.71 |
11,431.25 |
| PP |
10,944.90 |
10,944.90 |
10,944.90 |
10,993.58 |
| S1 |
10,750.20 |
10,750.20 |
11,085.69 |
10,847.55 |
| S2 |
10,361.20 |
10,361.20 |
11,032.19 |
|
| S3 |
9,777.50 |
10,166.50 |
10,978.68 |
|
| S4 |
9,193.80 |
9,582.80 |
10,818.17 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,236.80 |
10,633.90 |
602.90 |
5.4% |
168.72 |
1.5% |
83% |
True |
False |
|
| 10 |
11,236.80 |
10,471.20 |
765.60 |
6.9% |
150.39 |
1.4% |
87% |
True |
False |
|
| 20 |
11,236.80 |
10,430.70 |
806.10 |
7.2% |
151.53 |
1.4% |
87% |
True |
False |
|
| 40 |
11,236.80 |
10,409.10 |
827.70 |
7.4% |
157.59 |
1.4% |
88% |
True |
False |
|
| 60 |
11,236.80 |
10,096.70 |
1,140.10 |
10.2% |
159.93 |
1.4% |
91% |
True |
False |
|
| 80 |
11,236.80 |
9,625.21 |
1,611.59 |
14.5% |
154.30 |
1.4% |
94% |
True |
False |
|
| 100 |
11,236.80 |
9,143.33 |
2,093.47 |
18.8% |
155.67 |
1.4% |
95% |
True |
False |
|
| 120 |
11,236.80 |
9,063.26 |
2,173.54 |
19.5% |
156.20 |
1.4% |
95% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,800.78 |
|
2.618 |
11,584.21 |
|
1.618 |
11,451.51 |
|
1.000 |
11,369.50 |
|
0.618 |
11,318.81 |
|
HIGH |
11,236.80 |
|
0.618 |
11,186.11 |
|
0.500 |
11,170.45 |
|
0.382 |
11,154.79 |
|
LOW |
11,104.10 |
|
0.618 |
11,022.09 |
|
1.000 |
10,971.40 |
|
1.618 |
10,889.39 |
|
2.618 |
10,756.69 |
|
4.250 |
10,540.13 |
|
|
| Fisher Pivots for day following 06-Jul-1999 |
| Pivot |
1 day |
3 day |
| R1 |
11,170.45 |
11,113.48 |
| PP |
11,158.67 |
11,091.87 |
| S1 |
11,146.88 |
11,070.25 |
|