| Trading Metrics calculated at close of trading on 25-Aug-1999 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Aug-1999 |
25-Aug-1999 |
Change |
Change % |
Previous Week |
| Open |
11,299.80 |
11,283.30 |
-16.50 |
-0.1% |
11,046.80 |
| High |
11,365.90 |
11,334.60 |
-31.30 |
-0.3% |
11,117.10 |
| Low |
11,194.00 |
11,198.50 |
4.50 |
0.0% |
10,873.30 |
| Close |
11,283.30 |
11,326.00 |
42.70 |
0.4% |
11,100.60 |
| Range |
171.90 |
136.10 |
-35.80 |
-20.8% |
243.80 |
| ATR |
146.36 |
145.63 |
-0.73 |
-0.5% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 25-Aug-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,694.67 |
11,646.43 |
11,400.86 |
|
| R3 |
11,558.57 |
11,510.33 |
11,363.43 |
|
| R2 |
11,422.47 |
11,422.47 |
11,350.95 |
|
| R1 |
11,374.23 |
11,374.23 |
11,338.48 |
11,398.35 |
| PP |
11,286.37 |
11,286.37 |
11,286.37 |
11,298.43 |
| S1 |
11,238.13 |
11,238.13 |
11,313.52 |
11,262.25 |
| S2 |
11,150.27 |
11,150.27 |
11,301.05 |
|
| S3 |
11,014.17 |
11,102.03 |
11,288.57 |
|
| S4 |
10,878.07 |
10,965.93 |
11,251.15 |
|
|
| 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 |
11,365.90 |
10,873.30 |
492.60 |
4.3% |
153.74 |
1.4% |
92% |
False |
False |
|
| 10 |
11,365.90 |
10,780.80 |
585.10 |
5.2% |
141.33 |
1.2% |
93% |
False |
False |
|
| 20 |
11,365.90 |
10,549.10 |
816.80 |
7.2% |
154.44 |
1.4% |
95% |
False |
False |
|
| 40 |
11,365.90 |
10,549.10 |
816.80 |
7.2% |
139.62 |
1.2% |
95% |
False |
False |
|
| 60 |
11,365.90 |
10,430.70 |
935.20 |
8.3% |
141.35 |
1.2% |
96% |
False |
False |
|
| 80 |
11,365.90 |
10,409.10 |
956.80 |
8.4% |
147.51 |
1.3% |
96% |
False |
False |
|
| 100 |
11,365.90 |
9,915.76 |
1,450.14 |
12.8% |
150.35 |
1.3% |
97% |
False |
False |
|
| 120 |
11,365.90 |
9,625.21 |
1,740.69 |
15.4% |
147.93 |
1.3% |
98% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,913.03 |
|
2.618 |
11,690.91 |
|
1.618 |
11,554.81 |
|
1.000 |
11,470.70 |
|
0.618 |
11,418.71 |
|
HIGH |
11,334.60 |
|
0.618 |
11,282.61 |
|
0.500 |
11,266.55 |
|
0.382 |
11,250.49 |
|
LOW |
11,198.50 |
|
0.618 |
11,114.39 |
|
1.000 |
11,062.40 |
|
1.618 |
10,978.29 |
|
2.618 |
10,842.19 |
|
4.250 |
10,620.08 |
|
|
| Fisher Pivots for day following 25-Aug-1999 |
| Pivot |
1 day |
3 day |
| R1 |
11,306.18 |
11,294.67 |
| PP |
11,286.37 |
11,263.33 |
| S1 |
11,266.55 |
11,232.00 |
|