| Trading Metrics calculated at close of trading on 14-Jul-1999 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jul-1999 |
14-Jul-1999 |
Change |
Change % |
Previous Week |
| Open |
11,201.00 |
11,175.00 |
-26.00 |
-0.2% |
11,139.20 |
| High |
11,211.10 |
11,209.20 |
-1.90 |
0.0% |
11,236.80 |
| Low |
11,085.10 |
11,112.00 |
26.90 |
0.2% |
11,080.40 |
| Close |
11,175.00 |
11,148.10 |
-26.90 |
-0.2% |
11,193.70 |
| Range |
126.00 |
97.20 |
-28.80 |
-22.9% |
156.40 |
| ATR |
136.95 |
134.11 |
-2.84 |
-2.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 14-Jul-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,448.03 |
11,395.27 |
11,201.56 |
|
| R3 |
11,350.83 |
11,298.07 |
11,174.83 |
|
| R2 |
11,253.63 |
11,253.63 |
11,165.92 |
|
| R1 |
11,200.87 |
11,200.87 |
11,157.01 |
11,178.65 |
| PP |
11,156.43 |
11,156.43 |
11,156.43 |
11,145.33 |
| S1 |
11,103.67 |
11,103.67 |
11,139.19 |
11,081.45 |
| S2 |
11,059.23 |
11,059.23 |
11,130.28 |
|
| S3 |
10,962.03 |
11,006.47 |
11,121.37 |
|
| S4 |
10,864.83 |
10,909.27 |
11,094.64 |
|
|
| 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 |
11,085.10 |
145.60 |
1.3% |
98.70 |
0.9% |
43% |
False |
False |
|
| 10 |
11,236.80 |
10,731.50 |
505.30 |
4.5% |
126.26 |
1.1% |
82% |
False |
False |
|
| 20 |
11,236.80 |
10,471.20 |
765.60 |
6.9% |
133.21 |
1.2% |
88% |
False |
False |
|
| 40 |
11,236.80 |
10,409.10 |
827.70 |
7.4% |
146.48 |
1.3% |
89% |
False |
False |
|
| 60 |
11,236.80 |
10,333.20 |
903.60 |
8.1% |
151.25 |
1.4% |
90% |
False |
False |
|
| 80 |
11,236.80 |
9,625.21 |
1,611.59 |
14.5% |
152.77 |
1.4% |
94% |
False |
False |
|
| 100 |
11,236.80 |
9,211.23 |
2,025.57 |
18.2% |
152.00 |
1.4% |
96% |
False |
False |
|
| 120 |
11,236.80 |
9,063.26 |
2,173.54 |
19.5% |
150.68 |
1.4% |
96% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,622.30 |
|
2.618 |
11,463.67 |
|
1.618 |
11,366.47 |
|
1.000 |
11,306.40 |
|
0.618 |
11,269.27 |
|
HIGH |
11,209.20 |
|
0.618 |
11,172.07 |
|
0.500 |
11,160.60 |
|
0.382 |
11,149.13 |
|
LOW |
11,112.00 |
|
0.618 |
11,051.93 |
|
1.000 |
11,014.80 |
|
1.618 |
10,954.73 |
|
2.618 |
10,857.53 |
|
4.250 |
10,698.90 |
|
|
| Fisher Pivots for day following 14-Jul-1999 |
| Pivot |
1 day |
3 day |
| R1 |
11,160.60 |
11,157.90 |
| PP |
11,156.43 |
11,154.63 |
| S1 |
11,152.27 |
11,151.37 |
|