| Trading Metrics calculated at close of trading on 28-Jul-1999 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-1999 |
28-Jul-1999 |
Change |
Change % |
Previous Week |
| Open |
10,863.20 |
10,979.00 |
115.80 |
1.1% |
11,209.80 |
| High |
11,031.30 |
11,024.00 |
-7.30 |
-0.1% |
11,252.30 |
| Low |
10,862.80 |
10,925.90 |
63.10 |
0.6% |
10,861.90 |
| Close |
10,979.00 |
10,972.10 |
-6.90 |
-0.1% |
10,911.00 |
| Range |
168.50 |
98.10 |
-70.40 |
-41.8% |
390.40 |
| ATR |
132.28 |
129.84 |
-2.44 |
-1.8% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 28-Jul-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,268.30 |
11,218.30 |
11,026.06 |
|
| R3 |
11,170.20 |
11,120.20 |
10,999.08 |
|
| R2 |
11,072.10 |
11,072.10 |
10,990.09 |
|
| R1 |
11,022.10 |
11,022.10 |
10,981.09 |
10,998.05 |
| PP |
10,974.00 |
10,974.00 |
10,974.00 |
10,961.98 |
| S1 |
10,924.00 |
10,924.00 |
10,963.11 |
10,899.95 |
| S2 |
10,875.90 |
10,875.90 |
10,954.12 |
|
| S3 |
10,777.80 |
10,825.90 |
10,945.12 |
|
| S4 |
10,679.70 |
10,727.80 |
10,918.15 |
|
|
| 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 |
11,044.30 |
10,831.80 |
212.50 |
1.9% |
134.56 |
1.2% |
66% |
False |
False |
|
| 10 |
11,252.30 |
10,831.80 |
420.50 |
3.8% |
123.36 |
1.1% |
33% |
False |
False |
|
| 20 |
11,252.30 |
10,731.50 |
520.80 |
4.7% |
124.81 |
1.1% |
46% |
False |
False |
|
| 40 |
11,252.30 |
10,430.70 |
821.60 |
7.5% |
134.81 |
1.2% |
66% |
False |
False |
|
| 60 |
11,252.30 |
10,409.10 |
843.20 |
7.7% |
145.20 |
1.3% |
67% |
False |
False |
|
| 80 |
11,252.30 |
9,915.76 |
1,336.54 |
12.2% |
149.32 |
1.4% |
79% |
False |
False |
|
| 100 |
11,252.30 |
9,625.21 |
1,627.09 |
14.8% |
146.63 |
1.3% |
83% |
False |
False |
|
| 120 |
11,252.30 |
9,099.04 |
2,153.26 |
19.6% |
149.11 |
1.4% |
87% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,440.93 |
|
2.618 |
11,280.83 |
|
1.618 |
11,182.73 |
|
1.000 |
11,122.10 |
|
0.618 |
11,084.63 |
|
HIGH |
11,024.00 |
|
0.618 |
10,986.53 |
|
0.500 |
10,974.95 |
|
0.382 |
10,963.37 |
|
LOW |
10,925.90 |
|
0.618 |
10,865.27 |
|
1.000 |
10,827.80 |
|
1.618 |
10,767.17 |
|
2.618 |
10,669.07 |
|
4.250 |
10,508.98 |
|
|
| Fisher Pivots for day following 28-Jul-1999 |
| Pivot |
1 day |
3 day |
| R1 |
10,974.95 |
10,958.58 |
| PP |
10,974.00 |
10,945.07 |
| S1 |
10,973.05 |
10,931.55 |
|