Trading Metrics calculated at close of trading on 29-Jul-1999 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jul-1999 |
29-Jul-1999 |
Change |
Change % |
Previous Week |
Open |
10,979.00 |
10,972.10 |
-6.90 |
-0.1% |
11,209.80 |
High |
11,024.00 |
10,971.40 |
-52.60 |
-0.5% |
11,252.30 |
Low |
10,925.90 |
10,714.00 |
-211.90 |
-1.9% |
10,861.90 |
Close |
10,972.10 |
10,791.00 |
-181.10 |
-1.7% |
10,911.00 |
Range |
98.10 |
257.40 |
159.30 |
162.4% |
390.40 |
ATR |
129.84 |
139.00 |
9.16 |
7.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 29-Jul-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,597.67 |
11,451.73 |
10,932.57 |
|
R3 |
11,340.27 |
11,194.33 |
10,861.79 |
|
R2 |
11,082.87 |
11,082.87 |
10,838.19 |
|
R1 |
10,936.93 |
10,936.93 |
10,814.60 |
10,881.20 |
PP |
10,825.47 |
10,825.47 |
10,825.47 |
10,797.60 |
S1 |
10,679.53 |
10,679.53 |
10,767.41 |
10,623.80 |
S2 |
10,568.07 |
10,568.07 |
10,743.81 |
|
S3 |
10,310.67 |
10,422.13 |
10,720.22 |
|
S4 |
10,053.27 |
10,164.73 |
10,649.43 |
|
|
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 |
11,031.30 |
10,714.00 |
317.30 |
2.9% |
153.24 |
1.4% |
24% |
False |
True |
|
10 |
11,252.30 |
10,714.00 |
538.30 |
5.0% |
142.26 |
1.3% |
14% |
False |
True |
|
20 |
11,252.30 |
10,714.00 |
538.30 |
5.0% |
124.09 |
1.1% |
14% |
False |
True |
|
40 |
11,252.30 |
10,430.70 |
821.60 |
7.6% |
137.17 |
1.3% |
44% |
False |
False |
|
60 |
11,252.30 |
10,409.10 |
843.20 |
7.8% |
146.71 |
1.4% |
45% |
False |
False |
|
80 |
11,252.30 |
9,955.16 |
1,297.14 |
12.0% |
151.11 |
1.4% |
64% |
False |
False |
|
100 |
11,252.30 |
9,625.21 |
1,627.09 |
15.1% |
148.30 |
1.4% |
72% |
False |
False |
|
120 |
11,252.30 |
9,099.04 |
2,153.26 |
20.0% |
150.42 |
1.4% |
79% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,065.35 |
2.618 |
11,645.27 |
1.618 |
11,387.87 |
1.000 |
11,228.80 |
0.618 |
11,130.47 |
HIGH |
10,971.40 |
0.618 |
10,873.07 |
0.500 |
10,842.70 |
0.382 |
10,812.33 |
LOW |
10,714.00 |
0.618 |
10,554.93 |
1.000 |
10,456.60 |
1.618 |
10,297.53 |
2.618 |
10,040.13 |
4.250 |
9,620.05 |
|
|
Fisher Pivots for day following 29-Jul-1999 |
Pivot |
1 day |
3 day |
R1 |
10,842.70 |
10,872.65 |
PP |
10,825.47 |
10,845.43 |
S1 |
10,808.23 |
10,818.22 |
|