| Trading Metrics calculated at close of trading on 12-Jul-1999 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jul-1999 |
12-Jul-1999 |
Change |
Change % |
Previous Week |
| Open |
11,126.90 |
11,193.70 |
66.80 |
0.6% |
11,139.20 |
| High |
11,194.30 |
11,230.70 |
36.40 |
0.3% |
11,236.80 |
| Low |
11,124.00 |
11,149.70 |
25.70 |
0.2% |
11,080.40 |
| Close |
11,193.70 |
11,201.00 |
7.30 |
0.1% |
11,193.70 |
| Range |
70.30 |
81.00 |
10.70 |
15.2% |
156.40 |
| ATR |
142.16 |
137.79 |
-4.37 |
-3.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 12-Jul-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,436.80 |
11,399.90 |
11,245.55 |
|
| R3 |
11,355.80 |
11,318.90 |
11,223.28 |
|
| R2 |
11,274.80 |
11,274.80 |
11,215.85 |
|
| R1 |
11,237.90 |
11,237.90 |
11,208.43 |
11,256.35 |
| PP |
11,193.80 |
11,193.80 |
11,193.80 |
11,203.03 |
| S1 |
11,156.90 |
11,156.90 |
11,193.58 |
11,175.35 |
| S2 |
11,112.80 |
11,112.80 |
11,186.15 |
|
| S3 |
11,031.80 |
11,075.90 |
11,178.73 |
|
| S4 |
10,950.80 |
10,994.90 |
11,156.45 |
|
|
| 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 |
11,080.40 |
156.40 |
1.4% |
102.00 |
0.9% |
77% |
False |
False |
|
| 10 |
11,236.80 |
10,555.90 |
680.90 |
6.1% |
135.75 |
1.2% |
95% |
False |
False |
|
| 20 |
11,236.80 |
10,471.20 |
765.60 |
6.8% |
134.04 |
1.2% |
95% |
False |
False |
|
| 40 |
11,236.80 |
10,409.10 |
827.70 |
7.4% |
150.93 |
1.3% |
96% |
False |
False |
|
| 60 |
11,236.80 |
10,333.20 |
903.60 |
8.1% |
155.76 |
1.4% |
96% |
False |
False |
|
| 80 |
11,236.80 |
9,625.21 |
1,611.59 |
14.4% |
154.25 |
1.4% |
98% |
False |
False |
|
| 100 |
11,236.80 |
9,190.94 |
2,045.86 |
18.3% |
152.23 |
1.4% |
98% |
False |
False |
|
| 120 |
11,236.80 |
9,063.26 |
2,173.54 |
19.4% |
151.56 |
1.4% |
98% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,574.95 |
|
2.618 |
11,442.76 |
|
1.618 |
11,361.76 |
|
1.000 |
11,311.70 |
|
0.618 |
11,280.76 |
|
HIGH |
11,230.70 |
|
0.618 |
11,199.76 |
|
0.500 |
11,190.20 |
|
0.382 |
11,180.64 |
|
LOW |
11,149.70 |
|
0.618 |
11,099.64 |
|
1.000 |
11,068.70 |
|
1.618 |
11,018.64 |
|
2.618 |
10,937.64 |
|
4.250 |
10,805.45 |
|
|
| Fisher Pivots for day following 12-Jul-1999 |
| Pivot |
1 day |
3 day |
| R1 |
11,197.40 |
11,187.80 |
| PP |
11,193.80 |
11,174.60 |
| S1 |
11,190.20 |
11,161.40 |
|