| Trading Metrics calculated at close of trading on 08-Jul-1999 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jul-1999 |
08-Jul-1999 |
Change |
Change % |
Previous Week |
| Open |
11,187.40 |
11,187.40 |
0.00 |
0.0% |
10,552.60 |
| High |
11,187.40 |
11,211.10 |
23.70 |
0.2% |
11,139.60 |
| Low |
11,080.40 |
11,092.10 |
11.70 |
0.1% |
10,555.90 |
| Close |
11,187.40 |
11,126.90 |
-60.50 |
-0.5% |
11,139.20 |
| Range |
107.00 |
119.00 |
12.00 |
11.2% |
583.70 |
| ATR |
149.90 |
147.69 |
-2.21 |
-1.5% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 08-Jul-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,500.37 |
11,432.63 |
11,192.35 |
|
| R3 |
11,381.37 |
11,313.63 |
11,159.63 |
|
| R2 |
11,262.37 |
11,262.37 |
11,148.72 |
|
| R1 |
11,194.63 |
11,194.63 |
11,137.81 |
11,169.00 |
| PP |
11,143.37 |
11,143.37 |
11,143.37 |
11,130.55 |
| S1 |
11,075.63 |
11,075.63 |
11,115.99 |
11,050.00 |
| S2 |
11,024.37 |
11,024.37 |
11,105.08 |
|
| S3 |
10,905.37 |
10,956.63 |
11,094.18 |
|
| S4 |
10,786.37 |
10,837.63 |
11,061.45 |
|
|
| 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 |
10,903.70 |
333.10 |
3.0% |
123.24 |
1.1% |
67% |
False |
False |
|
| 10 |
11,236.80 |
10,471.20 |
765.60 |
6.9% |
151.43 |
1.4% |
86% |
False |
False |
|
| 20 |
11,236.80 |
10,430.70 |
806.10 |
7.2% |
147.72 |
1.3% |
86% |
False |
False |
|
| 40 |
11,236.80 |
10,409.10 |
827.70 |
7.4% |
156.23 |
1.4% |
87% |
False |
False |
|
| 60 |
11,236.80 |
10,333.20 |
903.60 |
8.1% |
157.92 |
1.4% |
88% |
False |
False |
|
| 80 |
11,236.80 |
9,625.21 |
1,611.59 |
14.5% |
154.56 |
1.4% |
93% |
False |
False |
|
| 100 |
11,236.80 |
9,179.21 |
2,057.59 |
18.5% |
154.11 |
1.4% |
95% |
False |
False |
|
| 120 |
11,236.80 |
9,063.26 |
2,173.54 |
19.5% |
153.67 |
1.4% |
95% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,716.85 |
|
2.618 |
11,522.64 |
|
1.618 |
11,403.64 |
|
1.000 |
11,330.10 |
|
0.618 |
11,284.64 |
|
HIGH |
11,211.10 |
|
0.618 |
11,165.64 |
|
0.500 |
11,151.60 |
|
0.382 |
11,137.56 |
|
LOW |
11,092.10 |
|
0.618 |
11,018.56 |
|
1.000 |
10,973.10 |
|
1.618 |
10,899.56 |
|
2.618 |
10,780.56 |
|
4.250 |
10,586.35 |
|
|
| Fisher Pivots for day following 08-Jul-1999 |
| Pivot |
1 day |
3 day |
| R1 |
11,151.60 |
11,158.60 |
| PP |
11,143.37 |
11,148.03 |
| S1 |
11,135.13 |
11,137.47 |
|