Trading Metrics calculated at close of trading on 02-Aug-1999 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jul-1999 |
02-Aug-1999 |
Change |
Change % |
Previous Week |
Open |
10,791.00 |
10,655.20 |
-135.80 |
-1.3% |
10,911.00 |
High |
10,825.80 |
10,791.60 |
-34.20 |
-0.3% |
11,031.30 |
Low |
10,647.90 |
10,615.30 |
-32.60 |
-0.3% |
10,647.90 |
Close |
10,655.20 |
10,646.00 |
-9.20 |
-0.1% |
10,655.20 |
Range |
177.90 |
176.30 |
-1.60 |
-0.9% |
383.40 |
ATR |
141.78 |
144.24 |
2.47 |
1.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 02-Aug-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,213.20 |
11,105.90 |
10,742.97 |
|
R3 |
11,036.90 |
10,929.60 |
10,694.48 |
|
R2 |
10,860.60 |
10,860.60 |
10,678.32 |
|
R1 |
10,753.30 |
10,753.30 |
10,662.16 |
10,718.80 |
PP |
10,684.30 |
10,684.30 |
10,684.30 |
10,667.05 |
S1 |
10,577.00 |
10,577.00 |
10,629.84 |
10,542.50 |
S2 |
10,508.00 |
10,508.00 |
10,613.68 |
|
S3 |
10,331.70 |
10,400.70 |
10,597.52 |
|
S4 |
10,155.40 |
10,224.40 |
10,549.04 |
|
|
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 |
10,615.30 |
416.00 |
3.9% |
175.64 |
1.6% |
7% |
False |
True |
|
10 |
11,188.60 |
10,615.30 |
573.30 |
5.4% |
161.40 |
1.5% |
5% |
False |
True |
|
20 |
11,252.30 |
10,615.30 |
637.00 |
6.0% |
128.92 |
1.2% |
5% |
False |
True |
|
40 |
11,252.30 |
10,430.70 |
821.60 |
7.7% |
140.27 |
1.3% |
26% |
False |
False |
|
60 |
11,252.30 |
10,409.10 |
843.20 |
7.9% |
147.49 |
1.4% |
28% |
False |
False |
|
80 |
11,252.30 |
10,094.50 |
1,157.80 |
10.9% |
151.99 |
1.4% |
48% |
False |
False |
|
100 |
11,252.30 |
9,625.21 |
1,627.09 |
15.3% |
149.55 |
1.4% |
63% |
False |
False |
|
120 |
11,252.30 |
9,099.04 |
2,153.26 |
20.2% |
150.81 |
1.4% |
72% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,540.88 |
2.618 |
11,253.15 |
1.618 |
11,076.85 |
1.000 |
10,967.90 |
0.618 |
10,900.55 |
HIGH |
10,791.60 |
0.618 |
10,724.25 |
0.500 |
10,703.45 |
0.382 |
10,682.65 |
LOW |
10,615.30 |
0.618 |
10,506.35 |
1.000 |
10,439.00 |
1.618 |
10,330.05 |
2.618 |
10,153.75 |
4.250 |
9,866.03 |
|
|
Fisher Pivots for day following 02-Aug-1999 |
Pivot |
1 day |
3 day |
R1 |
10,703.45 |
10,793.35 |
PP |
10,684.30 |
10,744.23 |
S1 |
10,665.15 |
10,695.12 |
|