| Trading Metrics calculated at close of trading on 15-Jul-1999 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jul-1999 |
15-Jul-1999 |
Change |
Change % |
Previous Week |
| Open |
11,175.00 |
11,148.10 |
-26.90 |
-0.2% |
11,139.20 |
| High |
11,209.20 |
11,217.80 |
8.60 |
0.1% |
11,236.80 |
| Low |
11,112.00 |
11,149.40 |
37.40 |
0.3% |
11,080.40 |
| Close |
11,148.10 |
11,186.40 |
38.30 |
0.3% |
11,193.70 |
| Range |
97.20 |
68.40 |
-28.80 |
-29.6% |
156.40 |
| ATR |
134.11 |
129.51 |
-4.60 |
-3.4% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 15-Jul-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,389.73 |
11,356.47 |
11,224.02 |
|
| R3 |
11,321.33 |
11,288.07 |
11,205.21 |
|
| R2 |
11,252.93 |
11,252.93 |
11,198.94 |
|
| R1 |
11,219.67 |
11,219.67 |
11,192.67 |
11,236.30 |
| PP |
11,184.53 |
11,184.53 |
11,184.53 |
11,192.85 |
| S1 |
11,151.27 |
11,151.27 |
11,180.13 |
11,167.90 |
| S2 |
11,116.13 |
11,116.13 |
11,173.86 |
|
| S3 |
11,047.73 |
11,082.87 |
11,167.59 |
|
| S4 |
10,979.33 |
11,014.47 |
11,148.78 |
|
|
| 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% |
88.58 |
0.8% |
70% |
False |
False |
|
| 10 |
11,236.80 |
10,903.70 |
333.10 |
3.0% |
105.91 |
0.9% |
85% |
False |
False |
|
| 20 |
11,236.80 |
10,471.20 |
765.60 |
6.8% |
126.52 |
1.1% |
93% |
False |
False |
|
| 40 |
11,236.80 |
10,409.10 |
827.70 |
7.4% |
143.44 |
1.3% |
94% |
False |
False |
|
| 60 |
11,236.80 |
10,409.10 |
827.70 |
7.4% |
149.67 |
1.3% |
94% |
False |
False |
|
| 80 |
11,236.80 |
9,625.21 |
1,611.59 |
14.4% |
152.88 |
1.4% |
97% |
False |
False |
|
| 100 |
11,236.80 |
9,211.23 |
2,025.57 |
18.1% |
150.42 |
1.3% |
98% |
False |
False |
|
| 120 |
11,236.80 |
9,063.26 |
2,173.54 |
19.4% |
149.79 |
1.3% |
98% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,508.50 |
|
2.618 |
11,396.87 |
|
1.618 |
11,328.47 |
|
1.000 |
11,286.20 |
|
0.618 |
11,260.07 |
|
HIGH |
11,217.80 |
|
0.618 |
11,191.67 |
|
0.500 |
11,183.60 |
|
0.382 |
11,175.53 |
|
LOW |
11,149.40 |
|
0.618 |
11,107.13 |
|
1.000 |
11,081.00 |
|
1.618 |
11,038.73 |
|
2.618 |
10,970.33 |
|
4.250 |
10,858.70 |
|
|
| Fisher Pivots for day following 15-Jul-1999 |
| Pivot |
1 day |
3 day |
| R1 |
11,185.47 |
11,174.75 |
| PP |
11,184.53 |
11,163.10 |
| S1 |
11,183.60 |
11,151.45 |
|