Trading Metrics calculated at close of trading on 04-Aug-1999 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Aug-1999 |
04-Aug-1999 |
Change |
Change % |
Previous Week |
Open |
10,646.00 |
10,677.30 |
31.30 |
0.3% |
10,911.00 |
High |
10,728.00 |
10,829.90 |
101.90 |
0.9% |
11,031.30 |
Low |
10,614.00 |
10,670.00 |
56.00 |
0.5% |
10,647.90 |
Close |
10,677.30 |
10,674.80 |
-2.50 |
0.0% |
10,655.20 |
Range |
114.00 |
159.90 |
45.90 |
40.3% |
383.40 |
ATR |
142.08 |
143.35 |
1.27 |
0.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 04-Aug-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,204.60 |
11,099.60 |
10,762.75 |
|
R3 |
11,044.70 |
10,939.70 |
10,718.77 |
|
R2 |
10,884.80 |
10,884.80 |
10,704.12 |
|
R1 |
10,779.80 |
10,779.80 |
10,689.46 |
10,752.35 |
PP |
10,724.90 |
10,724.90 |
10,724.90 |
10,711.18 |
S1 |
10,619.90 |
10,619.90 |
10,660.14 |
10,592.45 |
S2 |
10,565.00 |
10,565.00 |
10,645.49 |
|
S3 |
10,405.10 |
10,460.00 |
10,630.83 |
|
S4 |
10,245.20 |
10,300.10 |
10,586.86 |
|
|
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 |
10,971.40 |
10,614.00 |
357.40 |
3.3% |
177.10 |
1.7% |
17% |
False |
False |
|
10 |
11,044.30 |
10,614.00 |
430.30 |
4.0% |
155.83 |
1.5% |
14% |
False |
False |
|
20 |
11,252.30 |
10,614.00 |
638.30 |
6.0% |
130.63 |
1.2% |
10% |
False |
False |
|
40 |
11,252.30 |
10,430.70 |
821.60 |
7.7% |
139.13 |
1.3% |
30% |
False |
False |
|
60 |
11,252.30 |
10,409.10 |
843.20 |
7.9% |
147.91 |
1.4% |
32% |
False |
False |
|
80 |
11,252.30 |
10,316.50 |
935.80 |
8.8% |
150.89 |
1.4% |
38% |
False |
False |
|
100 |
11,252.30 |
9,625.21 |
1,627.09 |
15.2% |
149.66 |
1.4% |
65% |
False |
False |
|
120 |
11,252.30 |
9,179.21 |
2,073.09 |
19.4% |
150.55 |
1.4% |
72% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,509.48 |
2.618 |
11,248.52 |
1.618 |
11,088.62 |
1.000 |
10,989.80 |
0.618 |
10,928.72 |
HIGH |
10,829.90 |
0.618 |
10,768.82 |
0.500 |
10,749.95 |
0.382 |
10,731.08 |
LOW |
10,670.00 |
0.618 |
10,571.18 |
1.000 |
10,510.10 |
1.618 |
10,411.28 |
2.618 |
10,251.38 |
4.250 |
9,990.43 |
|
|
Fisher Pivots for day following 04-Aug-1999 |
Pivot |
1 day |
3 day |
R1 |
10,749.95 |
10,721.95 |
PP |
10,724.90 |
10,706.23 |
S1 |
10,699.85 |
10,690.52 |
|