Trading Metrics calculated at close of trading on 23-Jul-1999 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jul-1999 |
23-Jul-1999 |
Change |
Change % |
Previous Week |
Open |
11,002.80 |
10,969.20 |
-33.60 |
-0.3% |
11,209.80 |
High |
11,044.30 |
11,006.60 |
-37.70 |
-0.3% |
11,252.30 |
Low |
10,880.30 |
10,861.90 |
-18.40 |
-0.2% |
10,861.90 |
Close |
10,969.20 |
10,911.00 |
-58.20 |
-0.5% |
10,911.00 |
Range |
164.00 |
144.70 |
-19.30 |
-11.8% |
390.40 |
ATR |
130.97 |
131.95 |
0.98 |
0.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 23-Jul-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,360.60 |
11,280.50 |
10,990.59 |
|
R3 |
11,215.90 |
11,135.80 |
10,950.79 |
|
R2 |
11,071.20 |
11,071.20 |
10,937.53 |
|
R1 |
10,991.10 |
10,991.10 |
10,924.26 |
10,958.80 |
PP |
10,926.50 |
10,926.50 |
10,926.50 |
10,910.35 |
S1 |
10,846.40 |
10,846.40 |
10,897.74 |
10,814.10 |
S2 |
10,781.80 |
10,781.80 |
10,884.47 |
|
S3 |
10,637.10 |
10,701.70 |
10,871.21 |
|
S4 |
10,492.40 |
10,557.00 |
10,831.42 |
|
|
Weekly Pivots for week ending 23-Jul-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,179.60 |
11,935.70 |
11,125.72 |
|
R3 |
11,789.20 |
11,545.30 |
11,018.36 |
|
R2 |
11,398.80 |
11,398.80 |
10,982.57 |
|
R1 |
11,154.90 |
11,154.90 |
10,946.79 |
11,081.65 |
PP |
11,008.40 |
11,008.40 |
11,008.40 |
10,971.78 |
S1 |
10,764.50 |
10,764.50 |
10,875.21 |
10,691.25 |
S2 |
10,618.00 |
10,618.00 |
10,839.43 |
|
S3 |
10,227.60 |
10,374.10 |
10,803.64 |
|
S4 |
9,837.20 |
9,983.70 |
10,696.28 |
|
|
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 |
10,861.90 |
390.40 |
3.6% |
146.16 |
1.3% |
13% |
False |
True |
|
10 |
11,252.30 |
10,861.90 |
390.40 |
3.6% |
117.37 |
1.1% |
13% |
False |
True |
|
20 |
11,252.30 |
10,538.00 |
714.30 |
6.5% |
128.13 |
1.2% |
52% |
False |
False |
|
40 |
11,252.30 |
10,409.10 |
843.20 |
7.7% |
140.15 |
1.3% |
60% |
False |
False |
|
60 |
11,252.30 |
10,409.10 |
843.20 |
7.7% |
150.11 |
1.4% |
60% |
False |
False |
|
80 |
11,252.30 |
9,765.63 |
1,486.67 |
13.6% |
150.80 |
1.4% |
77% |
False |
False |
|
100 |
11,252.30 |
9,211.23 |
2,041.07 |
18.7% |
149.01 |
1.4% |
83% |
False |
False |
|
120 |
11,252.30 |
9,099.04 |
2,153.26 |
19.7% |
149.64 |
1.4% |
84% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,621.58 |
2.618 |
11,385.42 |
1.618 |
11,240.72 |
1.000 |
11,151.30 |
0.618 |
11,096.02 |
HIGH |
11,006.60 |
0.618 |
10,951.32 |
0.500 |
10,934.25 |
0.382 |
10,917.18 |
LOW |
10,861.90 |
0.618 |
10,772.48 |
1.000 |
10,717.20 |
1.618 |
10,627.78 |
2.618 |
10,483.08 |
4.250 |
10,246.93 |
|
|
Fisher Pivots for day following 23-Jul-1999 |
Pivot |
1 day |
3 day |
R1 |
10,934.25 |
10,958.95 |
PP |
10,926.50 |
10,942.97 |
S1 |
10,918.75 |
10,926.98 |
|