Trading Metrics calculated at close of trading on 16-Aug-1999 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-1999 |
16-Aug-1999 |
Change |
Change % |
Previous Week |
Open |
10,807.40 |
11,046.80 |
239.40 |
2.2% |
10,714.00 |
High |
10,981.90 |
11,046.80 |
64.90 |
0.6% |
10,981.90 |
Low |
10,786.70 |
10,950.90 |
164.20 |
1.5% |
10,549.10 |
Close |
10,973.70 |
11,046.80 |
73.10 |
0.7% |
10,973.70 |
Range |
195.20 |
95.90 |
-99.30 |
-50.9% |
432.80 |
ATR |
148.80 |
145.02 |
-3.78 |
-2.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 16-Aug-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,302.53 |
11,270.57 |
11,099.55 |
|
R3 |
11,206.63 |
11,174.67 |
11,073.17 |
|
R2 |
11,110.73 |
11,110.73 |
11,064.38 |
|
R1 |
11,078.77 |
11,078.77 |
11,055.59 |
11,094.75 |
PP |
11,014.83 |
11,014.83 |
11,014.83 |
11,022.83 |
S1 |
10,982.87 |
10,982.87 |
11,038.01 |
10,998.85 |
S2 |
10,918.93 |
10,918.93 |
11,029.22 |
|
S3 |
10,823.03 |
10,886.97 |
11,020.43 |
|
S4 |
10,727.13 |
10,791.07 |
10,994.06 |
|
|
Weekly Pivots for week ending 13-Aug-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,133.30 |
11,986.30 |
11,211.74 |
|
R3 |
11,700.50 |
11,553.50 |
11,092.72 |
|
R2 |
11,267.70 |
11,267.70 |
11,053.05 |
|
R1 |
11,120.70 |
11,120.70 |
11,013.37 |
11,194.20 |
PP |
10,834.90 |
10,834.90 |
10,834.90 |
10,871.65 |
S1 |
10,687.90 |
10,687.90 |
10,934.03 |
10,761.40 |
S2 |
10,402.10 |
10,402.10 |
10,894.35 |
|
S3 |
9,969.30 |
10,255.10 |
10,854.68 |
|
S4 |
9,536.50 |
9,822.30 |
10,735.66 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
11,046.80 |
10,549.10 |
497.70 |
4.5% |
145.10 |
1.3% |
100% |
True |
False |
|
10 |
11,046.80 |
10,549.10 |
497.70 |
4.5% |
147.49 |
1.3% |
100% |
True |
False |
|
20 |
11,188.60 |
10,549.10 |
639.50 |
5.8% |
154.45 |
1.4% |
78% |
False |
False |
|
40 |
11,252.30 |
10,471.20 |
781.10 |
7.1% |
138.73 |
1.3% |
74% |
False |
False |
|
60 |
11,252.30 |
10,409.10 |
843.20 |
7.6% |
146.92 |
1.3% |
76% |
False |
False |
|
80 |
11,252.30 |
10,409.10 |
843.20 |
7.6% |
148.72 |
1.3% |
76% |
False |
False |
|
100 |
11,252.30 |
9,664.90 |
1,587.40 |
14.4% |
151.46 |
1.4% |
87% |
False |
False |
|
120 |
11,252.30 |
9,211.23 |
2,041.07 |
18.5% |
149.55 |
1.4% |
90% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,454.38 |
2.618 |
11,297.87 |
1.618 |
11,201.97 |
1.000 |
11,142.70 |
0.618 |
11,106.07 |
HIGH |
11,046.80 |
0.618 |
11,010.17 |
0.500 |
10,998.85 |
0.382 |
10,987.53 |
LOW |
10,950.90 |
0.618 |
10,891.63 |
1.000 |
10,855.00 |
1.618 |
10,795.73 |
2.618 |
10,699.83 |
4.250 |
10,543.33 |
|
|
Fisher Pivots for day following 16-Aug-1999 |
Pivot |
1 day |
3 day |
R1 |
11,030.82 |
11,002.47 |
PP |
11,014.83 |
10,958.13 |
S1 |
10,998.85 |
10,913.80 |
|