| Trading Metrics calculated at close of trading on 09-Jul-1999 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jul-1999 |
09-Jul-1999 |
Change |
Change % |
Previous Week |
| Open |
11,187.40 |
11,126.90 |
-60.50 |
-0.5% |
11,139.20 |
| High |
11,211.10 |
11,194.30 |
-16.80 |
-0.1% |
11,236.80 |
| Low |
11,092.10 |
11,124.00 |
31.90 |
0.3% |
11,080.40 |
| Close |
11,126.90 |
11,193.70 |
66.80 |
0.6% |
11,193.70 |
| Range |
119.00 |
70.30 |
-48.70 |
-40.9% |
156.40 |
| ATR |
147.69 |
142.16 |
-5.53 |
-3.7% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 09-Jul-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,381.57 |
11,357.93 |
11,232.37 |
|
| R3 |
11,311.27 |
11,287.63 |
11,213.03 |
|
| R2 |
11,240.97 |
11,240.97 |
11,206.59 |
|
| R1 |
11,217.33 |
11,217.33 |
11,200.14 |
11,229.15 |
| PP |
11,170.67 |
11,170.67 |
11,170.67 |
11,176.58 |
| S1 |
11,147.03 |
11,147.03 |
11,187.26 |
11,158.85 |
| S2 |
11,100.37 |
11,100.37 |
11,180.81 |
|
| S3 |
11,030.07 |
11,076.73 |
11,174.37 |
|
| S4 |
10,959.77 |
11,006.43 |
11,155.04 |
|
|
| Weekly Pivots for week ending 09-Jul-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,639.50 |
11,573.00 |
11,279.72 |
|
| R3 |
11,483.10 |
11,416.60 |
11,236.71 |
|
| R2 |
11,326.70 |
11,326.70 |
11,222.37 |
|
| R1 |
11,260.20 |
11,260.20 |
11,208.04 |
11,293.45 |
| PP |
11,170.30 |
11,170.30 |
11,170.30 |
11,186.93 |
| S1 |
11,103.80 |
11,103.80 |
11,179.36 |
11,137.05 |
| S2 |
11,013.90 |
11,013.90 |
11,165.03 |
|
| S3 |
10,857.50 |
10,947.40 |
11,150.69 |
|
| S4 |
10,701.10 |
10,791.00 |
11,107.68 |
|
|
| 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 |
11,058.80 |
178.00 |
1.6% |
101.96 |
0.9% |
76% |
False |
False |
|
| 10 |
11,236.80 |
10,538.00 |
698.80 |
6.2% |
138.89 |
1.2% |
94% |
False |
False |
|
| 20 |
11,236.80 |
10,430.70 |
806.10 |
7.2% |
143.03 |
1.3% |
95% |
False |
False |
|
| 40 |
11,236.80 |
10,409.10 |
827.70 |
7.4% |
152.22 |
1.4% |
95% |
False |
False |
|
| 60 |
11,236.80 |
10,333.20 |
903.60 |
8.1% |
156.45 |
1.4% |
95% |
False |
False |
|
| 80 |
11,236.80 |
9,625.21 |
1,611.59 |
14.4% |
154.50 |
1.4% |
97% |
False |
False |
|
| 100 |
11,236.80 |
9,179.21 |
2,057.59 |
18.4% |
153.28 |
1.4% |
98% |
False |
False |
|
| 120 |
11,236.80 |
9,063.26 |
2,173.54 |
19.4% |
152.46 |
1.4% |
98% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,493.08 |
|
2.618 |
11,378.35 |
|
1.618 |
11,308.05 |
|
1.000 |
11,264.60 |
|
0.618 |
11,237.75 |
|
HIGH |
11,194.30 |
|
0.618 |
11,167.45 |
|
0.500 |
11,159.15 |
|
0.382 |
11,150.85 |
|
LOW |
11,124.00 |
|
0.618 |
11,080.55 |
|
1.000 |
11,053.70 |
|
1.618 |
11,010.25 |
|
2.618 |
10,939.95 |
|
4.250 |
10,825.23 |
|
|
| Fisher Pivots for day following 09-Jul-1999 |
| Pivot |
1 day |
3 day |
| R1 |
11,182.18 |
11,177.72 |
| PP |
11,170.67 |
11,161.73 |
| S1 |
11,159.15 |
11,145.75 |
|