| Trading Metrics calculated at close of trading on 13-Jul-1999 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jul-1999 |
13-Jul-1999 |
Change |
Change % |
Previous Week |
| Open |
11,193.70 |
11,201.00 |
7.30 |
0.1% |
11,139.20 |
| High |
11,230.70 |
11,211.10 |
-19.60 |
-0.2% |
11,236.80 |
| Low |
11,149.70 |
11,085.10 |
-64.60 |
-0.6% |
11,080.40 |
| Close |
11,201.00 |
11,175.00 |
-26.00 |
-0.2% |
11,193.70 |
| Range |
81.00 |
126.00 |
45.00 |
55.6% |
156.40 |
| ATR |
137.79 |
136.95 |
-0.84 |
-0.6% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 13-Jul-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,535.07 |
11,481.03 |
11,244.30 |
|
| R3 |
11,409.07 |
11,355.03 |
11,209.65 |
|
| R2 |
11,283.07 |
11,283.07 |
11,198.10 |
|
| R1 |
11,229.03 |
11,229.03 |
11,186.55 |
11,193.05 |
| PP |
11,157.07 |
11,157.07 |
11,157.07 |
11,139.08 |
| S1 |
11,103.03 |
11,103.03 |
11,163.45 |
11,067.05 |
| S2 |
11,031.07 |
11,031.07 |
11,151.90 |
|
| S3 |
10,905.07 |
10,977.03 |
11,140.35 |
|
| S4 |
10,779.07 |
10,851.03 |
11,105.70 |
|
|
| 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 |
11,230.70 |
11,080.40 |
150.30 |
1.3% |
100.66 |
0.9% |
63% |
False |
False |
|
| 10 |
11,236.80 |
10,633.90 |
602.90 |
5.4% |
134.69 |
1.2% |
90% |
False |
False |
|
| 20 |
11,236.80 |
10,471.20 |
765.60 |
6.9% |
134.35 |
1.2% |
92% |
False |
False |
|
| 40 |
11,236.80 |
10,409.10 |
827.70 |
7.4% |
148.17 |
1.3% |
93% |
False |
False |
|
| 60 |
11,236.80 |
10,333.20 |
903.60 |
8.1% |
155.64 |
1.4% |
93% |
False |
False |
|
| 80 |
11,236.80 |
9,625.21 |
1,611.59 |
14.4% |
153.87 |
1.4% |
96% |
False |
False |
|
| 100 |
11,236.80 |
9,211.23 |
2,025.57 |
18.1% |
152.31 |
1.4% |
97% |
False |
False |
|
| 120 |
11,236.80 |
9,063.26 |
2,173.54 |
19.5% |
151.11 |
1.4% |
97% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,746.60 |
|
2.618 |
11,540.97 |
|
1.618 |
11,414.97 |
|
1.000 |
11,337.10 |
|
0.618 |
11,288.97 |
|
HIGH |
11,211.10 |
|
0.618 |
11,162.97 |
|
0.500 |
11,148.10 |
|
0.382 |
11,133.23 |
|
LOW |
11,085.10 |
|
0.618 |
11,007.23 |
|
1.000 |
10,959.10 |
|
1.618 |
10,881.23 |
|
2.618 |
10,755.23 |
|
4.250 |
10,549.60 |
|
|
| Fisher Pivots for day following 13-Jul-1999 |
| Pivot |
1 day |
3 day |
| R1 |
11,166.03 |
11,169.30 |
| PP |
11,157.07 |
11,163.60 |
| S1 |
11,148.10 |
11,157.90 |
|