Trading Metrics calculated at close of trading on 19-Aug-1999 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Aug-1999 |
19-Aug-1999 |
Change |
Change % |
Previous Week |
Open |
11,117.10 |
10,991.40 |
-125.70 |
-1.1% |
10,714.00 |
High |
11,110.90 |
10,995.50 |
-115.40 |
-1.0% |
10,981.90 |
Low |
10,982.80 |
10,873.30 |
-109.50 |
-1.0% |
10,549.10 |
Close |
10,991.40 |
10,963.80 |
-27.60 |
-0.3% |
10,973.70 |
Range |
128.10 |
122.20 |
-5.90 |
-4.6% |
432.80 |
ATR |
141.63 |
140.24 |
-1.39 |
-1.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 19-Aug-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,310.80 |
11,259.50 |
11,031.01 |
|
R3 |
11,188.60 |
11,137.30 |
10,997.41 |
|
R2 |
11,066.40 |
11,066.40 |
10,986.20 |
|
R1 |
11,015.10 |
11,015.10 |
10,975.00 |
10,979.65 |
PP |
10,944.20 |
10,944.20 |
10,944.20 |
10,926.48 |
S1 |
10,892.90 |
10,892.90 |
10,952.60 |
10,857.45 |
S2 |
10,822.00 |
10,822.00 |
10,941.40 |
|
S3 |
10,699.80 |
10,770.70 |
10,930.20 |
|
S4 |
10,577.60 |
10,648.50 |
10,896.59 |
|
|
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 |
10,786.70 |
330.40 |
3.0% |
129.36 |
1.2% |
54% |
False |
False |
|
10 |
11,117.10 |
10,549.10 |
568.00 |
5.2% |
132.46 |
1.2% |
73% |
False |
False |
|
20 |
11,117.10 |
10,549.10 |
568.00 |
5.2% |
147.55 |
1.3% |
73% |
False |
False |
|
40 |
11,252.30 |
10,471.20 |
781.10 |
7.1% |
139.12 |
1.3% |
63% |
False |
False |
|
60 |
11,252.30 |
10,409.10 |
843.20 |
7.7% |
143.58 |
1.3% |
66% |
False |
False |
|
80 |
11,252.30 |
10,409.10 |
843.20 |
7.7% |
149.22 |
1.4% |
66% |
False |
False |
|
100 |
11,252.30 |
9,765.63 |
1,486.67 |
13.6% |
150.00 |
1.4% |
81% |
False |
False |
|
120 |
11,252.30 |
9,211.23 |
2,041.07 |
18.6% |
148.84 |
1.4% |
86% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,514.85 |
2.618 |
11,315.42 |
1.618 |
11,193.22 |
1.000 |
11,117.70 |
0.618 |
11,071.02 |
HIGH |
10,995.50 |
0.618 |
10,948.82 |
0.500 |
10,934.40 |
0.382 |
10,919.98 |
LOW |
10,873.30 |
0.618 |
10,797.78 |
1.000 |
10,751.10 |
1.618 |
10,675.58 |
2.618 |
10,553.38 |
4.250 |
10,353.95 |
|
|
Fisher Pivots for day following 19-Aug-1999 |
Pivot |
1 day |
3 day |
R1 |
10,954.00 |
10,995.20 |
PP |
10,944.20 |
10,984.73 |
S1 |
10,934.40 |
10,974.27 |
|