| Trading Metrics calculated at close of trading on 16-Jul-1999 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-1999 |
16-Jul-1999 |
Change |
Change % |
Previous Week |
| Open |
11,148.10 |
11,186.40 |
38.30 |
0.3% |
11,193.70 |
| High |
11,217.80 |
11,213.30 |
-4.50 |
0.0% |
11,230.70 |
| Low |
11,149.40 |
11,143.00 |
-6.40 |
-0.1% |
11,085.10 |
| Close |
11,186.40 |
11,209.80 |
23.40 |
0.2% |
11,209.80 |
| Range |
68.40 |
70.30 |
1.90 |
2.8% |
145.60 |
| ATR |
129.51 |
125.28 |
-4.23 |
-3.3% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 16-Jul-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,399.60 |
11,375.00 |
11,248.47 |
|
| R3 |
11,329.30 |
11,304.70 |
11,229.13 |
|
| R2 |
11,259.00 |
11,259.00 |
11,222.69 |
|
| R1 |
11,234.40 |
11,234.40 |
11,216.24 |
11,246.70 |
| PP |
11,188.70 |
11,188.70 |
11,188.70 |
11,194.85 |
| S1 |
11,164.10 |
11,164.10 |
11,203.36 |
11,176.40 |
| S2 |
11,118.40 |
11,118.40 |
11,196.91 |
|
| S3 |
11,048.10 |
11,093.80 |
11,190.47 |
|
| S4 |
10,977.80 |
11,023.50 |
11,171.14 |
|
|
| Weekly Pivots for week ending 16-Jul-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,612.00 |
11,556.50 |
11,289.88 |
|
| R3 |
11,466.40 |
11,410.90 |
11,249.84 |
|
| R2 |
11,320.80 |
11,320.80 |
11,236.49 |
|
| R1 |
11,265.30 |
11,265.30 |
11,223.15 |
11,293.05 |
| PP |
11,175.20 |
11,175.20 |
11,175.20 |
11,189.08 |
| S1 |
11,119.70 |
11,119.70 |
11,196.45 |
11,147.45 |
| S2 |
11,029.60 |
11,029.60 |
11,183.11 |
|
| S3 |
10,884.00 |
10,974.10 |
11,169.76 |
|
| S4 |
10,738.40 |
10,828.50 |
11,129.72 |
|
|
| 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% |
86% |
False |
False |
|
| 10 |
11,236.80 |
11,058.80 |
178.00 |
1.6% |
95.27 |
0.8% |
85% |
False |
False |
|
| 20 |
11,236.80 |
10,471.20 |
765.60 |
6.8% |
122.23 |
1.1% |
96% |
False |
False |
|
| 40 |
11,236.80 |
10,409.10 |
827.70 |
7.4% |
142.83 |
1.3% |
97% |
False |
False |
|
| 60 |
11,236.80 |
10,409.10 |
827.70 |
7.4% |
148.16 |
1.3% |
97% |
False |
False |
|
| 80 |
11,236.80 |
9,625.21 |
1,611.59 |
14.4% |
150.53 |
1.3% |
98% |
False |
False |
|
| 100 |
11,236.80 |
9,211.23 |
2,025.57 |
18.1% |
149.74 |
1.3% |
99% |
False |
False |
|
| 120 |
11,236.80 |
9,099.04 |
2,137.76 |
19.1% |
149.20 |
1.3% |
99% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,512.08 |
|
2.618 |
11,397.35 |
|
1.618 |
11,327.05 |
|
1.000 |
11,283.60 |
|
0.618 |
11,256.75 |
|
HIGH |
11,213.30 |
|
0.618 |
11,186.45 |
|
0.500 |
11,178.15 |
|
0.382 |
11,169.85 |
|
LOW |
11,143.00 |
|
0.618 |
11,099.55 |
|
1.000 |
11,072.70 |
|
1.618 |
11,029.25 |
|
2.618 |
10,958.95 |
|
4.250 |
10,844.23 |
|
|
| Fisher Pivots for day following 16-Jul-1999 |
| Pivot |
1 day |
3 day |
| R1 |
11,199.25 |
11,194.83 |
| PP |
11,188.70 |
11,179.87 |
| S1 |
11,178.15 |
11,164.90 |
|