Trading Metrics calculated at close of trading on 30-Jul-1999 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jul-1999 |
30-Jul-1999 |
Change |
Change % |
Previous Week |
Open |
10,972.10 |
10,791.00 |
-181.10 |
-1.7% |
10,911.00 |
High |
10,971.40 |
10,825.80 |
-145.60 |
-1.3% |
11,031.30 |
Low |
10,714.00 |
10,647.90 |
-66.10 |
-0.6% |
10,647.90 |
Close |
10,791.00 |
10,655.20 |
-135.80 |
-1.3% |
10,655.20 |
Range |
257.40 |
177.90 |
-79.50 |
-30.9% |
383.40 |
ATR |
139.00 |
141.78 |
2.78 |
2.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 30-Jul-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,243.33 |
11,127.17 |
10,753.05 |
|
R3 |
11,065.43 |
10,949.27 |
10,704.12 |
|
R2 |
10,887.53 |
10,887.53 |
10,687.82 |
|
R1 |
10,771.37 |
10,771.37 |
10,671.51 |
10,740.50 |
PP |
10,709.63 |
10,709.63 |
10,709.63 |
10,694.20 |
S1 |
10,593.47 |
10,593.47 |
10,638.89 |
10,562.60 |
S2 |
10,531.73 |
10,531.73 |
10,622.59 |
|
S3 |
10,353.83 |
10,415.57 |
10,606.28 |
|
S4 |
10,175.93 |
10,237.67 |
10,557.36 |
|
|
Weekly Pivots for week ending 30-Jul-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,928.33 |
11,675.17 |
10,866.07 |
|
R3 |
11,544.93 |
11,291.77 |
10,760.64 |
|
R2 |
11,161.53 |
11,161.53 |
10,725.49 |
|
R1 |
10,908.37 |
10,908.37 |
10,690.35 |
10,843.25 |
PP |
10,778.13 |
10,778.13 |
10,778.13 |
10,745.58 |
S1 |
10,524.97 |
10,524.97 |
10,620.06 |
10,459.85 |
S2 |
10,394.73 |
10,394.73 |
10,584.91 |
|
S3 |
10,011.33 |
10,141.57 |
10,549.77 |
|
S4 |
9,627.93 |
9,758.17 |
10,444.33 |
|
|
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 |
10,647.90 |
383.40 |
3.6% |
159.88 |
1.5% |
2% |
False |
True |
|
10 |
11,252.30 |
10,647.90 |
604.40 |
5.7% |
153.02 |
1.4% |
1% |
False |
True |
|
20 |
11,252.30 |
10,647.90 |
604.40 |
5.7% |
124.15 |
1.2% |
1% |
False |
True |
|
40 |
11,252.30 |
10,430.70 |
821.60 |
7.7% |
139.37 |
1.3% |
27% |
False |
False |
|
60 |
11,252.30 |
10,409.10 |
843.20 |
7.9% |
146.68 |
1.4% |
29% |
False |
False |
|
80 |
11,252.30 |
10,059.80 |
1,192.50 |
11.2% |
151.65 |
1.4% |
50% |
False |
False |
|
100 |
11,252.30 |
9,625.21 |
1,627.09 |
15.3% |
148.79 |
1.4% |
63% |
False |
False |
|
120 |
11,252.30 |
9,099.04 |
2,153.26 |
20.2% |
150.85 |
1.4% |
72% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,581.88 |
2.618 |
11,291.54 |
1.618 |
11,113.64 |
1.000 |
11,003.70 |
0.618 |
10,935.74 |
HIGH |
10,825.80 |
0.618 |
10,757.84 |
0.500 |
10,736.85 |
0.382 |
10,715.86 |
LOW |
10,647.90 |
0.618 |
10,537.96 |
1.000 |
10,470.00 |
1.618 |
10,360.06 |
2.618 |
10,182.16 |
4.250 |
9,891.83 |
|
|
Fisher Pivots for day following 30-Jul-1999 |
Pivot |
1 day |
3 day |
R1 |
10,736.85 |
10,835.95 |
PP |
10,709.63 |
10,775.70 |
S1 |
10,682.42 |
10,715.45 |
|