Trading Metrics calculated at close of trading on 23-Aug-1999 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-1999 |
23-Aug-1999 |
Change |
Change % |
Previous Week |
Open |
11,100.60 |
11,299.80 |
199.20 |
1.8% |
11,046.80 |
High |
11,100.60 |
11,299.80 |
199.20 |
1.8% |
11,117.10 |
Low |
10,963.80 |
11,098.10 |
134.30 |
1.2% |
10,873.30 |
Close |
11,100.60 |
11,299.80 |
199.20 |
1.8% |
11,100.60 |
Range |
136.80 |
201.70 |
64.90 |
47.4% |
243.80 |
ATR |
139.99 |
144.40 |
4.41 |
3.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 23-Aug-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,837.67 |
11,770.43 |
11,410.74 |
|
R3 |
11,635.97 |
11,568.73 |
11,355.27 |
|
R2 |
11,434.27 |
11,434.27 |
11,336.78 |
|
R1 |
11,367.03 |
11,367.03 |
11,318.29 |
11,400.65 |
PP |
11,232.57 |
11,232.57 |
11,232.57 |
11,249.38 |
S1 |
11,165.33 |
11,165.33 |
11,281.31 |
11,198.95 |
S2 |
11,030.87 |
11,030.87 |
11,262.82 |
|
S3 |
10,829.17 |
10,963.63 |
11,244.33 |
|
S4 |
10,627.47 |
10,761.93 |
11,188.87 |
|
|
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 |
11,299.80 |
10,873.30 |
426.50 |
3.8% |
138.84 |
1.2% |
100% |
True |
False |
|
10 |
11,299.80 |
10,549.10 |
750.70 |
6.6% |
141.97 |
1.3% |
100% |
True |
False |
|
20 |
11,299.80 |
10,549.10 |
750.70 |
6.6% |
152.37 |
1.3% |
100% |
True |
False |
|
40 |
11,299.80 |
10,549.10 |
750.70 |
6.6% |
139.88 |
1.2% |
100% |
True |
False |
|
60 |
11,299.80 |
10,409.10 |
890.70 |
7.9% |
141.40 |
1.3% |
100% |
True |
False |
|
80 |
11,299.80 |
10,409.10 |
890.70 |
7.9% |
150.73 |
1.3% |
100% |
True |
False |
|
100 |
11,299.80 |
9,765.63 |
1,534.17 |
13.6% |
149.88 |
1.3% |
100% |
True |
False |
|
120 |
11,299.80 |
9,275.72 |
2,024.08 |
17.9% |
149.33 |
1.3% |
100% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,157.03 |
2.618 |
11,827.85 |
1.618 |
11,626.15 |
1.000 |
11,501.50 |
0.618 |
11,424.45 |
HIGH |
11,299.80 |
0.618 |
11,222.75 |
0.500 |
11,198.95 |
0.382 |
11,175.15 |
LOW |
11,098.10 |
0.618 |
10,973.45 |
1.000 |
10,896.40 |
1.618 |
10,771.75 |
2.618 |
10,570.05 |
4.250 |
10,240.88 |
|
|
Fisher Pivots for day following 23-Aug-1999 |
Pivot |
1 day |
3 day |
R1 |
11,266.18 |
11,228.72 |
PP |
11,232.57 |
11,157.63 |
S1 |
11,198.95 |
11,086.55 |
|