Trading Metrics calculated at close of trading on 09-Aug-1999 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Aug-1999 |
09-Aug-1999 |
Change |
Change % |
Previous Week |
Open |
10,793.80 |
10,714.00 |
-79.80 |
-0.7% |
10,655.20 |
High |
10,818.20 |
10,761.80 |
-56.40 |
-0.5% |
10,829.90 |
Low |
10,653.30 |
10,683.30 |
30.00 |
0.3% |
10,566.20 |
Close |
10,714.00 |
10,707.70 |
-6.30 |
-0.1% |
10,714.00 |
Range |
164.90 |
78.50 |
-86.40 |
-52.4% |
263.70 |
ATR |
150.78 |
145.62 |
-5.16 |
-3.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 09-Aug-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,953.10 |
10,908.90 |
10,750.88 |
|
R3 |
10,874.60 |
10,830.40 |
10,729.29 |
|
R2 |
10,796.10 |
10,796.10 |
10,722.09 |
|
R1 |
10,751.90 |
10,751.90 |
10,714.90 |
10,734.75 |
PP |
10,717.60 |
10,717.60 |
10,717.60 |
10,709.03 |
S1 |
10,673.40 |
10,673.40 |
10,700.50 |
10,656.25 |
S2 |
10,639.10 |
10,639.10 |
10,693.31 |
|
S3 |
10,560.60 |
10,594.90 |
10,686.11 |
|
S4 |
10,482.10 |
10,516.40 |
10,664.53 |
|
|
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% |
149.88 |
1.4% |
54% |
False |
False |
|
10 |
11,031.30 |
10,566.20 |
465.10 |
4.3% |
162.76 |
1.5% |
30% |
False |
False |
|
20 |
11,252.30 |
10,566.20 |
686.10 |
6.4% |
140.89 |
1.3% |
21% |
False |
False |
|
40 |
11,252.30 |
10,471.20 |
781.10 |
7.3% |
137.46 |
1.3% |
30% |
False |
False |
|
60 |
11,252.30 |
10,409.10 |
843.20 |
7.9% |
147.59 |
1.4% |
35% |
False |
False |
|
80 |
11,252.30 |
10,333.20 |
919.10 |
8.6% |
152.05 |
1.4% |
41% |
False |
False |
|
100 |
11,252.30 |
9,625.21 |
1,627.09 |
15.2% |
151.57 |
1.4% |
67% |
False |
False |
|
120 |
11,252.30 |
9,190.94 |
2,061.36 |
19.3% |
150.34 |
1.4% |
74% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,095.43 |
2.618 |
10,967.31 |
1.618 |
10,888.81 |
1.000 |
10,840.30 |
0.618 |
10,810.31 |
HIGH |
10,761.80 |
0.618 |
10,731.81 |
0.500 |
10,722.55 |
0.382 |
10,713.29 |
LOW |
10,683.30 |
0.618 |
10,634.79 |
1.000 |
10,604.80 |
1.618 |
10,556.29 |
2.618 |
10,477.79 |
4.250 |
10,349.68 |
|
|
Fisher Pivots for day following 09-Aug-1999 |
Pivot |
1 day |
3 day |
R1 |
10,722.55 |
10,702.53 |
PP |
10,717.60 |
10,697.37 |
S1 |
10,712.65 |
10,692.20 |
|