Trading Metrics calculated at close of trading on 06-Aug-1999 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Aug-1999 |
06-Aug-1999 |
Change |
Change % |
Previous Week |
Open |
10,674.80 |
10,793.80 |
119.00 |
1.1% |
10,655.20 |
High |
10,798.30 |
10,818.20 |
19.90 |
0.2% |
10,829.90 |
Low |
10,566.20 |
10,653.30 |
87.10 |
0.8% |
10,566.20 |
Close |
10,793.80 |
10,714.00 |
-79.80 |
-0.7% |
10,714.00 |
Range |
232.10 |
164.90 |
-67.20 |
-29.0% |
263.70 |
ATR |
149.69 |
150.78 |
1.09 |
0.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 06-Aug-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,223.20 |
11,133.50 |
10,804.70 |
|
R3 |
11,058.30 |
10,968.60 |
10,759.35 |
|
R2 |
10,893.40 |
10,893.40 |
10,744.23 |
|
R1 |
10,803.70 |
10,803.70 |
10,729.12 |
10,766.10 |
PP |
10,728.50 |
10,728.50 |
10,728.50 |
10,709.70 |
S1 |
10,638.80 |
10,638.80 |
10,698.88 |
10,601.20 |
S2 |
10,563.60 |
10,563.60 |
10,683.77 |
|
S3 |
10,398.70 |
10,473.90 |
10,668.65 |
|
S4 |
10,233.80 |
10,309.00 |
10,623.31 |
|
|
Weekly Pivots for week ending 06-Aug-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,494.47 |
11,367.93 |
10,859.04 |
|
R3 |
11,230.77 |
11,104.23 |
10,786.52 |
|
R2 |
10,967.07 |
10,967.07 |
10,762.35 |
|
R1 |
10,840.53 |
10,840.53 |
10,738.17 |
10,903.80 |
PP |
10,703.37 |
10,703.37 |
10,703.37 |
10,735.00 |
S1 |
10,576.83 |
10,576.83 |
10,689.83 |
10,640.10 |
S2 |
10,439.67 |
10,439.67 |
10,665.66 |
|
S3 |
10,175.97 |
10,313.13 |
10,641.48 |
|
S4 |
9,912.27 |
10,049.43 |
10,568.97 |
|
|
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 |
2.5% |
169.44 |
1.6% |
56% |
False |
False |
|
10 |
11,031.30 |
10,566.20 |
465.10 |
4.3% |
164.66 |
1.5% |
32% |
False |
False |
|
20 |
11,252.30 |
10,566.20 |
686.10 |
6.4% |
141.02 |
1.3% |
22% |
False |
False |
|
40 |
11,252.30 |
10,430.70 |
821.60 |
7.7% |
142.02 |
1.3% |
34% |
False |
False |
|
60 |
11,252.30 |
10,409.10 |
843.20 |
7.9% |
148.48 |
1.4% |
36% |
False |
False |
|
80 |
11,252.30 |
10,333.20 |
919.10 |
8.6% |
152.59 |
1.4% |
41% |
False |
False |
|
100 |
11,252.30 |
9,625.21 |
1,627.09 |
15.2% |
151.80 |
1.4% |
67% |
False |
False |
|
120 |
11,252.30 |
9,179.21 |
2,073.09 |
19.3% |
151.24 |
1.4% |
74% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,519.03 |
2.618 |
11,249.91 |
1.618 |
11,085.01 |
1.000 |
10,983.10 |
0.618 |
10,920.11 |
HIGH |
10,818.20 |
0.618 |
10,755.21 |
0.500 |
10,735.75 |
0.382 |
10,716.29 |
LOW |
10,653.30 |
0.618 |
10,551.39 |
1.000 |
10,488.40 |
1.618 |
10,386.49 |
2.618 |
10,221.59 |
4.250 |
9,952.48 |
|
|
Fisher Pivots for day following 06-Aug-1999 |
Pivot |
1 day |
3 day |
R1 |
10,735.75 |
10,708.68 |
PP |
10,728.50 |
10,703.37 |
S1 |
10,721.25 |
10,698.05 |
|