Trading Metrics calculated at close of trading on 10-Aug-1999 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Aug-1999 |
10-Aug-1999 |
Change |
Change % |
Previous Week |
Open |
10,714.00 |
10,707.70 |
-6.30 |
-0.1% |
10,655.20 |
High |
10,761.80 |
10,714.70 |
-47.10 |
-0.4% |
10,829.90 |
Low |
10,683.30 |
10,549.10 |
-134.20 |
-1.3% |
10,566.20 |
Close |
10,707.70 |
10,655.20 |
-52.50 |
-0.5% |
10,714.00 |
Range |
78.50 |
165.60 |
87.10 |
111.0% |
263.70 |
ATR |
145.62 |
147.04 |
1.43 |
1.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 10-Aug-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,136.47 |
11,061.43 |
10,746.28 |
|
R3 |
10,970.87 |
10,895.83 |
10,700.74 |
|
R2 |
10,805.27 |
10,805.27 |
10,685.56 |
|
R1 |
10,730.23 |
10,730.23 |
10,670.38 |
10,684.95 |
PP |
10,639.67 |
10,639.67 |
10,639.67 |
10,617.03 |
S1 |
10,564.63 |
10,564.63 |
10,640.02 |
10,519.35 |
S2 |
10,474.07 |
10,474.07 |
10,624.84 |
|
S3 |
10,308.47 |
10,399.03 |
10,609.66 |
|
S4 |
10,142.87 |
10,233.43 |
10,564.12 |
|
|
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 |
10,549.10 |
280.80 |
2.6% |
160.20 |
1.5% |
38% |
False |
True |
|
10 |
11,024.00 |
10,549.10 |
474.90 |
4.5% |
162.47 |
1.5% |
22% |
False |
True |
|
20 |
11,252.30 |
10,549.10 |
703.20 |
6.6% |
142.87 |
1.3% |
15% |
False |
True |
|
40 |
11,252.30 |
10,471.20 |
781.10 |
7.3% |
138.61 |
1.3% |
24% |
False |
False |
|
60 |
11,252.30 |
10,409.10 |
843.20 |
7.9% |
146.40 |
1.4% |
29% |
False |
False |
|
80 |
11,252.30 |
10,333.20 |
919.10 |
8.6% |
152.45 |
1.4% |
35% |
False |
False |
|
100 |
11,252.30 |
9,625.21 |
1,627.09 |
15.3% |
151.67 |
1.4% |
63% |
False |
False |
|
120 |
11,252.30 |
9,211.23 |
2,041.07 |
19.2% |
150.74 |
1.4% |
71% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,418.50 |
2.618 |
11,148.24 |
1.618 |
10,982.64 |
1.000 |
10,880.30 |
0.618 |
10,817.04 |
HIGH |
10,714.70 |
0.618 |
10,651.44 |
0.500 |
10,631.90 |
0.382 |
10,612.36 |
LOW |
10,549.10 |
0.618 |
10,446.76 |
1.000 |
10,383.50 |
1.618 |
10,281.16 |
2.618 |
10,115.56 |
4.250 |
9,845.30 |
|
|
Fisher Pivots for day following 10-Aug-1999 |
Pivot |
1 day |
3 day |
R1 |
10,647.43 |
10,683.65 |
PP |
10,639.67 |
10,674.17 |
S1 |
10,631.90 |
10,664.68 |
|