Trading Metrics calculated at close of trading on 18-Aug-1999 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-1999 |
18-Aug-1999 |
Change |
Change % |
Previous Week |
Open |
11,117.10 |
11,117.10 |
0.00 |
0.0% |
10,714.00 |
High |
11,117.10 |
11,110.90 |
-6.20 |
-0.1% |
10,981.90 |
Low |
11,011.70 |
10,982.80 |
-28.90 |
-0.3% |
10,549.10 |
Close |
11,117.10 |
10,991.40 |
-125.70 |
-1.1% |
10,973.70 |
Range |
105.40 |
128.10 |
22.70 |
21.5% |
432.80 |
ATR |
142.19 |
141.63 |
-0.56 |
-0.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 18-Aug-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,412.67 |
11,330.13 |
11,061.86 |
|
R3 |
11,284.57 |
11,202.03 |
11,026.63 |
|
R2 |
11,156.47 |
11,156.47 |
11,014.89 |
|
R1 |
11,073.93 |
11,073.93 |
11,003.14 |
11,051.15 |
PP |
11,028.37 |
11,028.37 |
11,028.37 |
11,016.98 |
S1 |
10,945.83 |
10,945.83 |
10,979.66 |
10,923.05 |
S2 |
10,900.27 |
10,900.27 |
10,967.92 |
|
S3 |
10,772.17 |
10,817.73 |
10,956.17 |
|
S4 |
10,644.07 |
10,689.63 |
10,920.95 |
|
|
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 |
10,780.80 |
336.30 |
3.1% |
128.92 |
1.2% |
63% |
False |
False |
|
10 |
11,117.10 |
10,549.10 |
568.00 |
5.2% |
143.45 |
1.3% |
78% |
False |
False |
|
20 |
11,117.10 |
10,549.10 |
568.00 |
5.2% |
149.64 |
1.4% |
78% |
False |
False |
|
40 |
11,252.30 |
10,471.20 |
781.10 |
7.1% |
138.77 |
1.3% |
67% |
False |
False |
|
60 |
11,252.30 |
10,409.10 |
843.20 |
7.7% |
145.29 |
1.3% |
69% |
False |
False |
|
80 |
11,252.30 |
10,409.10 |
843.20 |
7.7% |
149.29 |
1.4% |
69% |
False |
False |
|
100 |
11,252.30 |
9,765.63 |
1,486.67 |
13.5% |
150.96 |
1.4% |
82% |
False |
False |
|
120 |
11,252.30 |
9,211.23 |
2,041.07 |
18.6% |
148.92 |
1.4% |
87% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,655.33 |
2.618 |
11,446.27 |
1.618 |
11,318.17 |
1.000 |
11,239.00 |
0.618 |
11,190.07 |
HIGH |
11,110.90 |
0.618 |
11,061.97 |
0.500 |
11,046.85 |
0.382 |
11,031.73 |
LOW |
10,982.80 |
0.618 |
10,903.63 |
1.000 |
10,854.70 |
1.618 |
10,775.53 |
2.618 |
10,647.43 |
4.250 |
10,438.38 |
|
|
Fisher Pivots for day following 18-Aug-1999 |
Pivot |
1 day |
3 day |
R1 |
11,046.85 |
11,034.00 |
PP |
11,028.37 |
11,019.80 |
S1 |
11,009.88 |
11,005.60 |
|