Trading Metrics calculated at close of trading on 11-Aug-1999 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-1999 |
11-Aug-1999 |
Change |
Change % |
Previous Week |
Open |
10,707.70 |
10,655.20 |
-52.50 |
-0.5% |
10,655.20 |
High |
10,714.70 |
10,795.70 |
81.00 |
0.8% |
10,829.90 |
Low |
10,549.10 |
10,646.90 |
97.80 |
0.9% |
10,566.20 |
Close |
10,655.20 |
10,787.80 |
132.60 |
1.2% |
10,714.00 |
Range |
165.60 |
148.80 |
-16.80 |
-10.1% |
263.70 |
ATR |
147.04 |
147.17 |
0.13 |
0.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 11-Aug-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,189.87 |
11,137.63 |
10,869.64 |
|
R3 |
11,041.07 |
10,988.83 |
10,828.72 |
|
R2 |
10,892.27 |
10,892.27 |
10,815.08 |
|
R1 |
10,840.03 |
10,840.03 |
10,801.44 |
10,866.15 |
PP |
10,743.47 |
10,743.47 |
10,743.47 |
10,756.53 |
S1 |
10,691.23 |
10,691.23 |
10,774.16 |
10,717.35 |
S2 |
10,594.67 |
10,594.67 |
10,760.52 |
|
S3 |
10,445.87 |
10,542.43 |
10,746.88 |
|
S4 |
10,297.07 |
10,393.63 |
10,705.96 |
|
|
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 |
10,818.20 |
10,549.10 |
269.10 |
2.5% |
157.98 |
1.5% |
89% |
False |
False |
|
10 |
10,971.40 |
10,549.10 |
422.30 |
3.9% |
167.54 |
1.6% |
57% |
False |
False |
|
20 |
11,252.30 |
10,549.10 |
703.20 |
6.5% |
145.45 |
1.3% |
34% |
False |
False |
|
40 |
11,252.30 |
10,471.20 |
781.10 |
7.2% |
139.33 |
1.3% |
41% |
False |
False |
|
60 |
11,252.30 |
10,409.10 |
843.20 |
7.8% |
146.13 |
1.4% |
45% |
False |
False |
|
80 |
11,252.30 |
10,333.20 |
919.10 |
8.5% |
149.80 |
1.4% |
49% |
False |
False |
|
100 |
11,252.30 |
9,625.21 |
1,627.09 |
15.1% |
151.31 |
1.4% |
71% |
False |
False |
|
120 |
11,252.30 |
9,211.23 |
2,041.07 |
18.9% |
150.91 |
1.4% |
77% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,428.10 |
2.618 |
11,185.26 |
1.618 |
11,036.46 |
1.000 |
10,944.50 |
0.618 |
10,887.66 |
HIGH |
10,795.70 |
0.618 |
10,738.86 |
0.500 |
10,721.30 |
0.382 |
10,703.74 |
LOW |
10,646.90 |
0.618 |
10,554.94 |
1.000 |
10,498.10 |
1.618 |
10,406.14 |
2.618 |
10,257.34 |
4.250 |
10,014.50 |
|
|
Fisher Pivots for day following 11-Aug-1999 |
Pivot |
1 day |
3 day |
R1 |
10,765.63 |
10,749.33 |
PP |
10,743.47 |
10,710.87 |
S1 |
10,721.30 |
10,672.40 |
|