Trading Metrics calculated at close of trading on 05-Aug-1999 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Aug-1999 |
05-Aug-1999 |
Change |
Change % |
Previous Week |
Open |
10,677.30 |
10,674.80 |
-2.50 |
0.0% |
10,911.00 |
High |
10,829.90 |
10,798.30 |
-31.60 |
-0.3% |
11,031.30 |
Low |
10,670.00 |
10,566.20 |
-103.80 |
-1.0% |
10,647.90 |
Close |
10,674.80 |
10,793.80 |
119.00 |
1.1% |
10,655.20 |
Range |
159.90 |
232.10 |
72.20 |
45.2% |
383.40 |
ATR |
143.35 |
149.69 |
6.34 |
4.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 05-Aug-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,415.73 |
11,336.87 |
10,921.46 |
|
R3 |
11,183.63 |
11,104.77 |
10,857.63 |
|
R2 |
10,951.53 |
10,951.53 |
10,836.35 |
|
R1 |
10,872.67 |
10,872.67 |
10,815.08 |
10,912.10 |
PP |
10,719.43 |
10,719.43 |
10,719.43 |
10,739.15 |
S1 |
10,640.57 |
10,640.57 |
10,772.52 |
10,680.00 |
S2 |
10,487.33 |
10,487.33 |
10,751.25 |
|
S3 |
10,255.23 |
10,408.47 |
10,729.97 |
|
S4 |
10,023.13 |
10,176.37 |
10,666.15 |
|
|
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 |
10,829.90 |
10,566.20 |
263.70 |
2.4% |
172.04 |
1.6% |
86% |
False |
True |
|
10 |
11,031.30 |
10,566.20 |
465.10 |
4.3% |
162.64 |
1.5% |
49% |
False |
True |
|
20 |
11,252.30 |
10,566.20 |
686.10 |
6.4% |
136.29 |
1.3% |
33% |
False |
True |
|
40 |
11,252.30 |
10,430.70 |
821.60 |
7.6% |
142.00 |
1.3% |
44% |
False |
False |
|
60 |
11,252.30 |
10,409.10 |
843.20 |
7.8% |
149.58 |
1.4% |
46% |
False |
False |
|
80 |
11,252.30 |
10,333.20 |
919.10 |
8.5% |
152.51 |
1.4% |
50% |
False |
False |
|
100 |
11,252.30 |
9,625.21 |
1,627.09 |
15.1% |
150.91 |
1.4% |
72% |
False |
False |
|
120 |
11,252.30 |
9,179.21 |
2,073.09 |
19.2% |
151.14 |
1.4% |
78% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,784.73 |
2.618 |
11,405.94 |
1.618 |
11,173.84 |
1.000 |
11,030.40 |
0.618 |
10,941.74 |
HIGH |
10,798.30 |
0.618 |
10,709.64 |
0.500 |
10,682.25 |
0.382 |
10,654.86 |
LOW |
10,566.20 |
0.618 |
10,422.76 |
1.000 |
10,334.10 |
1.618 |
10,190.66 |
2.618 |
9,958.56 |
4.250 |
9,579.78 |
|
|
Fisher Pivots for day following 05-Aug-1999 |
Pivot |
1 day |
3 day |
R1 |
10,756.62 |
10,761.88 |
PP |
10,719.43 |
10,729.97 |
S1 |
10,682.25 |
10,698.05 |
|