Trading Metrics calculated at close of trading on 20-Jul-1999 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jul-1999 |
20-Jul-1999 |
Change |
Change % |
Previous Week |
Open |
11,209.80 |
11,187.70 |
-22.10 |
-0.2% |
11,193.70 |
High |
11,252.30 |
11,188.60 |
-63.70 |
-0.6% |
11,230.70 |
Low |
11,159.80 |
10,969.50 |
-190.30 |
-1.7% |
11,085.10 |
Close |
11,187.70 |
10,996.10 |
-191.60 |
-1.7% |
11,209.80 |
Range |
92.50 |
219.10 |
126.60 |
136.9% |
145.60 |
ATR |
122.94 |
129.81 |
6.87 |
5.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 20-Jul-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,708.70 |
11,571.50 |
11,116.61 |
|
R3 |
11,489.60 |
11,352.40 |
11,056.35 |
|
R2 |
11,270.50 |
11,270.50 |
11,036.27 |
|
R1 |
11,133.30 |
11,133.30 |
11,016.18 |
11,092.35 |
PP |
11,051.40 |
11,051.40 |
11,051.40 |
11,030.93 |
S1 |
10,914.20 |
10,914.20 |
10,976.02 |
10,873.25 |
S2 |
10,832.30 |
10,832.30 |
10,955.93 |
|
S3 |
10,613.20 |
10,695.10 |
10,935.85 |
|
S4 |
10,394.10 |
10,476.00 |
10,875.60 |
|
|
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 |
11,252.30 |
10,969.50 |
282.80 |
2.6% |
109.50 |
1.0% |
9% |
False |
True |
|
10 |
11,252.30 |
10,969.50 |
282.80 |
2.6% |
105.08 |
1.0% |
9% |
False |
True |
|
20 |
11,252.30 |
10,471.20 |
781.10 |
7.1% |
127.74 |
1.2% |
67% |
False |
False |
|
40 |
11,252.30 |
10,409.10 |
843.20 |
7.7% |
146.09 |
1.3% |
70% |
False |
False |
|
60 |
11,252.30 |
10,409.10 |
843.20 |
7.7% |
148.66 |
1.4% |
70% |
False |
False |
|
80 |
11,252.30 |
9,747.31 |
1,504.99 |
13.7% |
151.24 |
1.4% |
83% |
False |
False |
|
100 |
11,252.30 |
9,211.23 |
2,041.07 |
18.6% |
149.13 |
1.4% |
87% |
False |
False |
|
120 |
11,252.30 |
9,099.04 |
2,153.26 |
19.6% |
149.03 |
1.4% |
88% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,119.78 |
2.618 |
11,762.20 |
1.618 |
11,543.10 |
1.000 |
11,407.70 |
0.618 |
11,324.00 |
HIGH |
11,188.60 |
0.618 |
11,104.90 |
0.500 |
11,079.05 |
0.382 |
11,053.20 |
LOW |
10,969.50 |
0.618 |
10,834.10 |
1.000 |
10,750.40 |
1.618 |
10,615.00 |
2.618 |
10,395.90 |
4.250 |
10,038.33 |
|
|
Fisher Pivots for day following 20-Jul-1999 |
Pivot |
1 day |
3 day |
R1 |
11,079.05 |
11,110.90 |
PP |
11,051.40 |
11,072.63 |
S1 |
11,023.75 |
11,034.37 |
|