| Trading Metrics calculated at close of trading on 27-Aug-1999 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-1999 |
27-Aug-1999 |
Change |
Change % |
Previous Week |
| Open |
11,326.00 |
11,198.50 |
-127.50 |
-1.1% |
11,299.80 |
| High |
11,333.00 |
11,229.20 |
-103.80 |
-0.9% |
11,365.90 |
| Low |
11,191.50 |
11,077.80 |
-113.70 |
-1.0% |
11,077.80 |
| Close |
11,198.50 |
11,090.20 |
-108.30 |
-1.0% |
11,090.20 |
| Range |
141.50 |
151.40 |
9.90 |
7.0% |
288.10 |
| ATR |
145.34 |
145.77 |
0.43 |
0.3% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 27-Aug-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,586.60 |
11,489.80 |
11,173.47 |
|
| R3 |
11,435.20 |
11,338.40 |
11,131.84 |
|
| R2 |
11,283.80 |
11,283.80 |
11,117.96 |
|
| R1 |
11,187.00 |
11,187.00 |
11,104.08 |
11,159.70 |
| PP |
11,132.40 |
11,132.40 |
11,132.40 |
11,118.75 |
| S1 |
11,035.60 |
11,035.60 |
11,076.32 |
11,008.30 |
| S2 |
10,981.00 |
10,981.00 |
11,062.44 |
|
| S3 |
10,829.60 |
10,884.20 |
11,048.57 |
|
| S4 |
10,678.20 |
10,732.80 |
11,006.93 |
|
|
| Weekly Pivots for week ending 27-Aug-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,042.27 |
11,854.33 |
11,248.66 |
|
| R3 |
11,754.17 |
11,566.23 |
11,169.43 |
|
| R2 |
11,466.07 |
11,466.07 |
11,143.02 |
|
| R1 |
11,278.13 |
11,278.13 |
11,116.61 |
11,228.05 |
| PP |
11,177.97 |
11,177.97 |
11,177.97 |
11,152.93 |
| S1 |
10,990.03 |
10,990.03 |
11,063.79 |
10,939.95 |
| S2 |
10,889.87 |
10,889.87 |
11,037.38 |
|
| S3 |
10,601.77 |
10,701.93 |
11,010.97 |
|
| S4 |
10,313.67 |
10,413.83 |
10,931.75 |
|
|
| 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 |
11,077.80 |
288.10 |
2.6% |
160.52 |
1.4% |
4% |
False |
True |
|
| 10 |
11,365.90 |
10,873.30 |
492.60 |
4.4% |
139.10 |
1.3% |
44% |
False |
False |
|
| 20 |
11,365.90 |
10,549.10 |
816.80 |
7.4% |
147.32 |
1.3% |
66% |
False |
False |
|
| 40 |
11,365.90 |
10,549.10 |
816.80 |
7.4% |
135.73 |
1.2% |
66% |
False |
False |
|
| 60 |
11,365.90 |
10,430.70 |
935.20 |
8.4% |
142.02 |
1.3% |
71% |
False |
False |
|
| 80 |
11,365.90 |
10,409.10 |
956.80 |
8.6% |
146.84 |
1.3% |
71% |
False |
False |
|
| 100 |
11,365.90 |
10,059.80 |
1,306.10 |
11.8% |
150.78 |
1.4% |
79% |
False |
False |
|
| 120 |
11,365.90 |
9,625.21 |
1,740.69 |
15.7% |
148.54 |
1.3% |
84% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,872.65 |
|
2.618 |
11,625.57 |
|
1.618 |
11,474.17 |
|
1.000 |
11,380.60 |
|
0.618 |
11,322.77 |
|
HIGH |
11,229.20 |
|
0.618 |
11,171.37 |
|
0.500 |
11,153.50 |
|
0.382 |
11,135.63 |
|
LOW |
11,077.80 |
|
0.618 |
10,984.23 |
|
1.000 |
10,926.40 |
|
1.618 |
10,832.83 |
|
2.618 |
10,681.43 |
|
4.250 |
10,434.35 |
|
|
| Fisher Pivots for day following 27-Aug-1999 |
| Pivot |
1 day |
3 day |
| R1 |
11,153.50 |
11,206.20 |
| PP |
11,132.40 |
11,167.53 |
| S1 |
11,111.30 |
11,128.87 |
|