Trading Metrics calculated at close of trading on 26-Jul-1999 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jul-1999 |
26-Jul-1999 |
Change |
Change % |
Previous Week |
Open |
10,969.20 |
10,911.00 |
-58.20 |
-0.5% |
11,209.80 |
High |
11,006.60 |
10,929.30 |
-77.30 |
-0.7% |
11,252.30 |
Low |
10,861.90 |
10,831.80 |
-30.10 |
-0.3% |
10,861.90 |
Close |
10,911.00 |
10,863.20 |
-47.80 |
-0.4% |
10,911.00 |
Range |
144.70 |
97.50 |
-47.20 |
-32.6% |
390.40 |
ATR |
131.95 |
129.49 |
-2.46 |
-1.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 26-Jul-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,167.27 |
11,112.73 |
10,916.83 |
|
R3 |
11,069.77 |
11,015.23 |
10,890.01 |
|
R2 |
10,972.27 |
10,972.27 |
10,881.08 |
|
R1 |
10,917.73 |
10,917.73 |
10,872.14 |
10,896.25 |
PP |
10,874.77 |
10,874.77 |
10,874.77 |
10,864.03 |
S1 |
10,820.23 |
10,820.23 |
10,854.26 |
10,798.75 |
S2 |
10,777.27 |
10,777.27 |
10,845.33 |
|
S3 |
10,679.77 |
10,722.73 |
10,836.39 |
|
S4 |
10,582.27 |
10,625.23 |
10,809.58 |
|
|
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 |
11,188.60 |
10,831.80 |
356.80 |
3.3% |
147.16 |
1.4% |
9% |
False |
True |
|
10 |
11,252.30 |
10,831.80 |
420.50 |
3.9% |
119.02 |
1.1% |
7% |
False |
True |
|
20 |
11,252.30 |
10,555.90 |
696.40 |
6.4% |
127.39 |
1.2% |
44% |
False |
False |
|
40 |
11,252.30 |
10,409.10 |
843.20 |
7.8% |
135.92 |
1.3% |
54% |
False |
False |
|
60 |
11,252.30 |
10,409.10 |
843.20 |
7.8% |
150.18 |
1.4% |
54% |
False |
False |
|
80 |
11,252.30 |
9,765.63 |
1,486.67 |
13.7% |
149.26 |
1.4% |
74% |
False |
False |
|
100 |
11,252.30 |
9,275.72 |
1,976.58 |
18.2% |
148.73 |
1.4% |
80% |
False |
False |
|
120 |
11,252.30 |
9,099.04 |
2,153.26 |
19.8% |
149.23 |
1.4% |
82% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,343.68 |
2.618 |
11,184.56 |
1.618 |
11,087.06 |
1.000 |
11,026.80 |
0.618 |
10,989.56 |
HIGH |
10,929.30 |
0.618 |
10,892.06 |
0.500 |
10,880.55 |
0.382 |
10,869.05 |
LOW |
10,831.80 |
0.618 |
10,771.55 |
1.000 |
10,734.30 |
1.618 |
10,674.05 |
2.618 |
10,576.55 |
4.250 |
10,417.43 |
|
|
Fisher Pivots for day following 26-Jul-1999 |
Pivot |
1 day |
3 day |
R1 |
10,880.55 |
10,938.05 |
PP |
10,874.77 |
10,913.10 |
S1 |
10,868.98 |
10,888.15 |
|