Trading Metrics calculated at close of trading on 27-Jul-1999 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jul-1999 |
27-Jul-1999 |
Change |
Change % |
Previous Week |
Open |
10,911.00 |
10,863.20 |
-47.80 |
-0.4% |
11,209.80 |
High |
10,929.30 |
11,031.30 |
102.00 |
0.9% |
11,252.30 |
Low |
10,831.80 |
10,862.80 |
31.00 |
0.3% |
10,861.90 |
Close |
10,863.20 |
10,979.00 |
115.80 |
1.1% |
10,911.00 |
Range |
97.50 |
168.50 |
71.00 |
72.8% |
390.40 |
ATR |
129.49 |
132.28 |
2.79 |
2.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 27-Jul-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,463.20 |
11,389.60 |
11,071.68 |
|
R3 |
11,294.70 |
11,221.10 |
11,025.34 |
|
R2 |
11,126.20 |
11,126.20 |
11,009.89 |
|
R1 |
11,052.60 |
11,052.60 |
10,994.45 |
11,089.40 |
PP |
10,957.70 |
10,957.70 |
10,957.70 |
10,976.10 |
S1 |
10,884.10 |
10,884.10 |
10,963.55 |
10,920.90 |
S2 |
10,789.20 |
10,789.20 |
10,948.11 |
|
S3 |
10,620.70 |
10,715.60 |
10,932.66 |
|
S4 |
10,452.20 |
10,547.10 |
10,886.33 |
|
|
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 |
11,056.00 |
10,831.80 |
224.20 |
2.0% |
137.04 |
1.2% |
66% |
False |
False |
|
10 |
11,252.30 |
10,831.80 |
420.50 |
3.8% |
123.27 |
1.1% |
35% |
False |
False |
|
20 |
11,252.30 |
10,633.90 |
618.40 |
5.6% |
128.98 |
1.2% |
56% |
False |
False |
|
40 |
11,252.30 |
10,409.10 |
843.20 |
7.7% |
137.07 |
1.2% |
68% |
False |
False |
|
60 |
11,252.30 |
10,409.10 |
843.20 |
7.7% |
147.87 |
1.3% |
68% |
False |
False |
|
80 |
11,252.30 |
9,836.12 |
1,416.18 |
12.9% |
150.44 |
1.4% |
81% |
False |
False |
|
100 |
11,252.30 |
9,467.67 |
1,784.63 |
16.3% |
148.36 |
1.4% |
85% |
False |
False |
|
120 |
11,252.30 |
9,099.04 |
2,153.26 |
19.6% |
149.31 |
1.4% |
87% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,747.43 |
2.618 |
11,472.43 |
1.618 |
11,303.93 |
1.000 |
11,199.80 |
0.618 |
11,135.43 |
HIGH |
11,031.30 |
0.618 |
10,966.93 |
0.500 |
10,947.05 |
0.382 |
10,927.17 |
LOW |
10,862.80 |
0.618 |
10,758.67 |
1.000 |
10,694.30 |
1.618 |
10,590.17 |
2.618 |
10,421.67 |
4.250 |
10,146.68 |
|
|
Fisher Pivots for day following 27-Jul-1999 |
Pivot |
1 day |
3 day |
R1 |
10,968.35 |
10,963.18 |
PP |
10,957.70 |
10,947.37 |
S1 |
10,947.05 |
10,931.55 |
|