| Trading Metrics calculated at close of trading on 21-Jul-1999 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-1999 |
21-Jul-1999 |
Change |
Change % |
Previous Week |
| Open |
11,187.70 |
10,996.10 |
-191.60 |
-1.7% |
11,193.70 |
| High |
11,188.60 |
11,056.00 |
-132.60 |
-1.2% |
11,230.70 |
| Low |
10,969.50 |
10,945.50 |
-24.00 |
-0.2% |
11,085.10 |
| Close |
10,996.10 |
11,002.80 |
6.70 |
0.1% |
11,209.80 |
| Range |
219.10 |
110.50 |
-108.60 |
-49.6% |
145.60 |
| ATR |
129.81 |
128.43 |
-1.38 |
-1.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 21-Jul-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,332.93 |
11,278.37 |
11,063.58 |
|
| R3 |
11,222.43 |
11,167.87 |
11,033.19 |
|
| R2 |
11,111.93 |
11,111.93 |
11,023.06 |
|
| R1 |
11,057.37 |
11,057.37 |
11,012.93 |
11,084.65 |
| PP |
11,001.43 |
11,001.43 |
11,001.43 |
11,015.08 |
| S1 |
10,946.87 |
10,946.87 |
10,992.67 |
10,974.15 |
| S2 |
10,890.93 |
10,890.93 |
10,982.54 |
|
| S3 |
10,780.43 |
10,836.37 |
10,972.41 |
|
| S4 |
10,669.93 |
10,725.87 |
10,942.03 |
|
|
| 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 |
10,945.50 |
306.80 |
2.8% |
112.16 |
1.0% |
19% |
False |
True |
|
| 10 |
11,252.30 |
10,945.50 |
306.80 |
2.8% |
105.43 |
1.0% |
19% |
False |
True |
|
| 20 |
11,252.30 |
10,471.20 |
781.10 |
7.1% |
127.90 |
1.2% |
68% |
False |
False |
|
| 40 |
11,252.30 |
10,409.10 |
843.20 |
7.7% |
143.11 |
1.3% |
70% |
False |
False |
|
| 60 |
11,252.30 |
10,409.10 |
843.20 |
7.7% |
149.18 |
1.4% |
70% |
False |
False |
|
| 80 |
11,252.30 |
9,765.63 |
1,486.67 |
13.5% |
151.29 |
1.4% |
83% |
False |
False |
|
| 100 |
11,252.30 |
9,211.23 |
2,041.07 |
18.6% |
148.78 |
1.4% |
88% |
False |
False |
|
| 120 |
11,252.30 |
9,099.04 |
2,153.26 |
19.6% |
149.14 |
1.4% |
88% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,525.63 |
|
2.618 |
11,345.29 |
|
1.618 |
11,234.79 |
|
1.000 |
11,166.50 |
|
0.618 |
11,124.29 |
|
HIGH |
11,056.00 |
|
0.618 |
11,013.79 |
|
0.500 |
11,000.75 |
|
0.382 |
10,987.71 |
|
LOW |
10,945.50 |
|
0.618 |
10,877.21 |
|
1.000 |
10,835.00 |
|
1.618 |
10,766.71 |
|
2.618 |
10,656.21 |
|
4.250 |
10,475.88 |
|
|
| Fisher Pivots for day following 21-Jul-1999 |
| Pivot |
1 day |
3 day |
| R1 |
11,002.12 |
11,098.90 |
| PP |
11,001.43 |
11,066.87 |
| S1 |
11,000.75 |
11,034.83 |
|