| Trading Metrics calculated at close of trading on 26-Aug-1999 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Aug-1999 |
26-Aug-1999 |
Change |
Change % |
Previous Week |
| Open |
11,283.30 |
11,326.00 |
42.70 |
0.4% |
11,046.80 |
| High |
11,334.60 |
11,333.00 |
-1.60 |
0.0% |
11,117.10 |
| Low |
11,198.50 |
11,191.50 |
-7.00 |
-0.1% |
10,873.30 |
| Close |
11,326.00 |
11,198.50 |
-127.50 |
-1.1% |
11,100.60 |
| Range |
136.10 |
141.50 |
5.40 |
4.0% |
243.80 |
| ATR |
145.63 |
145.34 |
-0.30 |
-0.2% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 26-Aug-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,665.50 |
11,573.50 |
11,276.33 |
|
| R3 |
11,524.00 |
11,432.00 |
11,237.41 |
|
| R2 |
11,382.50 |
11,382.50 |
11,224.44 |
|
| R1 |
11,290.50 |
11,290.50 |
11,211.47 |
11,265.75 |
| PP |
11,241.00 |
11,241.00 |
11,241.00 |
11,228.63 |
| S1 |
11,149.00 |
11,149.00 |
11,185.53 |
11,124.25 |
| S2 |
11,099.50 |
11,099.50 |
11,172.56 |
|
| S3 |
10,958.00 |
11,007.50 |
11,159.59 |
|
| S4 |
10,816.50 |
10,866.00 |
11,120.68 |
|
|
| 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 |
10,963.80 |
402.10 |
3.6% |
157.60 |
1.4% |
58% |
False |
False |
|
| 10 |
11,365.90 |
10,786.70 |
579.20 |
5.2% |
143.48 |
1.3% |
71% |
False |
False |
|
| 20 |
11,365.90 |
10,549.10 |
816.80 |
7.3% |
148.64 |
1.3% |
80% |
False |
False |
|
| 40 |
11,365.90 |
10,549.10 |
816.80 |
7.3% |
136.36 |
1.2% |
80% |
False |
False |
|
| 60 |
11,365.90 |
10,430.70 |
935.20 |
8.4% |
140.99 |
1.3% |
82% |
False |
False |
|
| 80 |
11,365.90 |
10,409.10 |
956.80 |
8.5% |
147.19 |
1.3% |
83% |
False |
False |
|
| 100 |
11,365.90 |
9,955.16 |
1,410.74 |
12.6% |
150.61 |
1.3% |
88% |
False |
False |
|
| 120 |
11,365.90 |
9,625.21 |
1,740.69 |
15.5% |
148.36 |
1.3% |
90% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,934.38 |
|
2.618 |
11,703.45 |
|
1.618 |
11,561.95 |
|
1.000 |
11,474.50 |
|
0.618 |
11,420.45 |
|
HIGH |
11,333.00 |
|
0.618 |
11,278.95 |
|
0.500 |
11,262.25 |
|
0.382 |
11,245.55 |
|
LOW |
11,191.50 |
|
0.618 |
11,104.05 |
|
1.000 |
11,050.00 |
|
1.618 |
10,962.55 |
|
2.618 |
10,821.05 |
|
4.250 |
10,590.13 |
|
|
| Fisher Pivots for day following 26-Aug-1999 |
| Pivot |
1 day |
3 day |
| R1 |
11,262.25 |
11,278.70 |
| PP |
11,241.00 |
11,251.97 |
| S1 |
11,219.75 |
11,225.23 |
|