| Trading Metrics calculated at close of trading on 07-Jul-1999 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jul-1999 |
07-Jul-1999 |
Change |
Change % |
Previous Week |
| Open |
11,139.20 |
11,187.40 |
48.20 |
0.4% |
10,552.60 |
| High |
11,236.80 |
11,187.40 |
-49.40 |
-0.4% |
11,139.60 |
| Low |
11,104.10 |
11,080.40 |
-23.70 |
-0.2% |
10,555.90 |
| Close |
11,135.10 |
11,187.40 |
52.30 |
0.5% |
11,139.20 |
| Range |
132.70 |
107.00 |
-25.70 |
-19.4% |
583.70 |
| ATR |
153.20 |
149.90 |
-3.30 |
-2.2% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 07-Jul-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,472.73 |
11,437.07 |
11,246.25 |
|
| R3 |
11,365.73 |
11,330.07 |
11,216.83 |
|
| R2 |
11,258.73 |
11,258.73 |
11,207.02 |
|
| R1 |
11,223.07 |
11,223.07 |
11,197.21 |
11,240.90 |
| PP |
11,151.73 |
11,151.73 |
11,151.73 |
11,160.65 |
| S1 |
11,116.07 |
11,116.07 |
11,177.59 |
11,133.90 |
| S2 |
11,044.73 |
11,044.73 |
11,167.78 |
|
| S3 |
10,937.73 |
11,009.07 |
11,157.98 |
|
| S4 |
10,830.73 |
10,902.07 |
11,128.55 |
|
|
| 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 |
10,731.50 |
505.30 |
4.5% |
153.82 |
1.4% |
90% |
False |
False |
|
| 10 |
11,236.80 |
10,471.20 |
765.60 |
6.8% |
150.36 |
1.3% |
94% |
False |
False |
|
| 20 |
11,236.80 |
10,430.70 |
806.10 |
7.2% |
147.64 |
1.3% |
94% |
False |
False |
|
| 40 |
11,236.80 |
10,409.10 |
827.70 |
7.4% |
156.55 |
1.4% |
94% |
False |
False |
|
| 60 |
11,236.80 |
10,316.50 |
920.30 |
8.2% |
157.65 |
1.4% |
95% |
False |
False |
|
| 80 |
11,236.80 |
9,625.21 |
1,611.59 |
14.4% |
154.42 |
1.4% |
97% |
False |
False |
|
| 100 |
11,236.80 |
9,179.21 |
2,057.59 |
18.4% |
154.54 |
1.4% |
98% |
False |
False |
|
| 120 |
11,236.80 |
9,063.26 |
2,173.54 |
19.4% |
154.94 |
1.4% |
98% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,642.15 |
|
2.618 |
11,467.53 |
|
1.618 |
11,360.53 |
|
1.000 |
11,294.40 |
|
0.618 |
11,253.53 |
|
HIGH |
11,187.40 |
|
0.618 |
11,146.53 |
|
0.500 |
11,133.90 |
|
0.382 |
11,121.27 |
|
LOW |
11,080.40 |
|
0.618 |
11,014.27 |
|
1.000 |
10,973.40 |
|
1.618 |
10,907.27 |
|
2.618 |
10,800.27 |
|
4.250 |
10,625.65 |
|
|
| Fisher Pivots for day following 07-Jul-1999 |
| Pivot |
1 day |
3 day |
| R1 |
11,169.57 |
11,174.20 |
| PP |
11,151.73 |
11,161.00 |
| S1 |
11,133.90 |
11,147.80 |
|