| Trading Metrics calculated at close of trading on 17-Aug-1999 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Aug-1999 |
17-Aug-1999 |
Change |
Change % |
Previous Week |
| Open |
11,046.80 |
11,117.10 |
70.30 |
0.6% |
10,714.00 |
| High |
11,046.80 |
11,117.10 |
70.30 |
0.6% |
10,981.90 |
| Low |
10,950.90 |
11,011.70 |
60.80 |
0.6% |
10,549.10 |
| Close |
11,046.80 |
11,117.10 |
70.30 |
0.6% |
10,973.70 |
| Range |
95.90 |
105.40 |
9.50 |
9.9% |
432.80 |
| ATR |
145.02 |
142.19 |
-2.83 |
-2.0% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 17-Aug-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,398.17 |
11,363.03 |
11,175.07 |
|
| R3 |
11,292.77 |
11,257.63 |
11,146.09 |
|
| R2 |
11,187.37 |
11,187.37 |
11,136.42 |
|
| R1 |
11,152.23 |
11,152.23 |
11,126.76 |
11,169.80 |
| PP |
11,081.97 |
11,081.97 |
11,081.97 |
11,090.75 |
| S1 |
11,046.83 |
11,046.83 |
11,107.44 |
11,064.40 |
| S2 |
10,976.57 |
10,976.57 |
11,097.78 |
|
| S3 |
10,871.17 |
10,941.43 |
11,088.12 |
|
| S4 |
10,765.77 |
10,836.03 |
11,059.13 |
|
|
| 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 |
11,117.10 |
10,646.90 |
470.20 |
4.2% |
133.06 |
1.2% |
100% |
True |
False |
|
| 10 |
11,117.10 |
10,549.10 |
568.00 |
5.1% |
146.63 |
1.3% |
100% |
True |
False |
|
| 20 |
11,117.10 |
10,549.10 |
568.00 |
5.1% |
148.76 |
1.3% |
100% |
True |
False |
|
| 40 |
11,252.30 |
10,471.20 |
781.10 |
7.0% |
138.25 |
1.2% |
83% |
False |
False |
|
| 60 |
11,252.30 |
10,409.10 |
843.20 |
7.6% |
146.98 |
1.3% |
84% |
False |
False |
|
| 80 |
11,252.30 |
10,409.10 |
843.20 |
7.6% |
148.68 |
1.3% |
84% |
False |
False |
|
| 100 |
11,252.30 |
9,747.31 |
1,504.99 |
13.5% |
150.74 |
1.4% |
91% |
False |
False |
|
| 120 |
11,252.30 |
9,211.23 |
2,041.07 |
18.4% |
149.07 |
1.3% |
93% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,565.05 |
|
2.618 |
11,393.04 |
|
1.618 |
11,287.64 |
|
1.000 |
11,222.50 |
|
0.618 |
11,182.24 |
|
HIGH |
11,117.10 |
|
0.618 |
11,076.84 |
|
0.500 |
11,064.40 |
|
0.382 |
11,051.96 |
|
LOW |
11,011.70 |
|
0.618 |
10,946.56 |
|
1.000 |
10,906.30 |
|
1.618 |
10,841.16 |
|
2.618 |
10,735.76 |
|
4.250 |
10,563.75 |
|
|
| Fisher Pivots for day following 17-Aug-1999 |
| Pivot |
1 day |
3 day |
| R1 |
11,099.53 |
11,062.03 |
| PP |
11,081.97 |
11,006.97 |
| S1 |
11,064.40 |
10,951.90 |
|