| Trading Metrics calculated at close of trading on 20-Aug-1999 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-1999 |
20-Aug-1999 |
Change |
Change % |
Previous Week |
| Open |
10,991.40 |
11,100.60 |
109.20 |
1.0% |
11,046.80 |
| High |
10,995.50 |
11,100.60 |
105.10 |
1.0% |
11,117.10 |
| Low |
10,873.30 |
10,963.80 |
90.50 |
0.8% |
10,873.30 |
| Close |
10,963.80 |
11,100.60 |
136.80 |
1.2% |
11,100.60 |
| Range |
122.20 |
136.80 |
14.60 |
11.9% |
243.80 |
| ATR |
140.24 |
139.99 |
-0.25 |
-0.2% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 20-Aug-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,465.40 |
11,419.80 |
11,175.84 |
|
| R3 |
11,328.60 |
11,283.00 |
11,138.22 |
|
| R2 |
11,191.80 |
11,191.80 |
11,125.68 |
|
| R1 |
11,146.20 |
11,146.20 |
11,113.14 |
11,169.00 |
| PP |
11,055.00 |
11,055.00 |
11,055.00 |
11,066.40 |
| S1 |
11,009.40 |
11,009.40 |
11,088.06 |
11,032.20 |
| S2 |
10,918.20 |
10,918.20 |
11,075.52 |
|
| S3 |
10,781.40 |
10,872.60 |
11,062.98 |
|
| S4 |
10,644.60 |
10,735.80 |
11,025.36 |
|
|
| Weekly Pivots for week ending 20-Aug-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,761.73 |
11,674.97 |
11,234.69 |
|
| R3 |
11,517.93 |
11,431.17 |
11,167.65 |
|
| R2 |
11,274.13 |
11,274.13 |
11,145.30 |
|
| R1 |
11,187.37 |
11,187.37 |
11,122.95 |
11,230.75 |
| PP |
11,030.33 |
11,030.33 |
11,030.33 |
11,052.03 |
| S1 |
10,943.57 |
10,943.57 |
11,078.25 |
10,986.95 |
| S2 |
10,786.53 |
10,786.53 |
11,055.90 |
|
| S3 |
10,542.73 |
10,699.77 |
11,033.56 |
|
| S4 |
10,298.93 |
10,455.97 |
10,966.51 |
|
|
| 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 |
10,873.30 |
243.80 |
2.2% |
117.68 |
1.1% |
93% |
False |
False |
|
| 10 |
11,117.10 |
10,549.10 |
568.00 |
5.1% |
129.65 |
1.2% |
97% |
False |
False |
|
| 20 |
11,117.10 |
10,549.10 |
568.00 |
5.1% |
147.16 |
1.3% |
97% |
False |
False |
|
| 40 |
11,252.30 |
10,538.00 |
714.30 |
6.4% |
137.64 |
1.2% |
79% |
False |
False |
|
| 60 |
11,252.30 |
10,409.10 |
843.20 |
7.6% |
142.49 |
1.3% |
82% |
False |
False |
|
| 80 |
11,252.30 |
10,409.10 |
843.20 |
7.6% |
149.37 |
1.3% |
82% |
False |
False |
|
| 100 |
11,252.30 |
9,765.63 |
1,486.67 |
13.4% |
150.07 |
1.4% |
90% |
False |
False |
|
| 120 |
11,252.30 |
9,211.23 |
2,041.07 |
18.4% |
148.70 |
1.3% |
93% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,682.00 |
|
2.618 |
11,458.74 |
|
1.618 |
11,321.94 |
|
1.000 |
11,237.40 |
|
0.618 |
11,185.14 |
|
HIGH |
11,100.60 |
|
0.618 |
11,048.34 |
|
0.500 |
11,032.20 |
|
0.382 |
11,016.06 |
|
LOW |
10,963.80 |
|
0.618 |
10,879.26 |
|
1.000 |
10,827.00 |
|
1.618 |
10,742.46 |
|
2.618 |
10,605.66 |
|
4.250 |
10,382.40 |
|
|
| Fisher Pivots for day following 20-Aug-1999 |
| Pivot |
1 day |
3 day |
| R1 |
11,077.80 |
11,064.43 |
| PP |
11,055.00 |
11,028.27 |
| S1 |
11,032.20 |
10,992.10 |
|