Trading Metrics calculated at close of trading on 30-Aug-1999 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Aug-1999 |
30-Aug-1999 |
Change |
Change % |
Previous Week |
Open |
11,198.50 |
11,090.20 |
-108.30 |
-1.0% |
11,299.80 |
High |
11,229.20 |
11,123.10 |
-106.10 |
-0.9% |
11,365.90 |
Low |
11,077.80 |
10,902.10 |
-175.70 |
-1.6% |
11,077.80 |
Close |
11,090.20 |
10,914.10 |
-176.10 |
-1.6% |
11,090.20 |
Range |
151.40 |
221.00 |
69.60 |
46.0% |
288.10 |
ATR |
145.77 |
151.14 |
5.37 |
3.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 30-Aug-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,642.77 |
11,499.43 |
11,035.65 |
|
R3 |
11,421.77 |
11,278.43 |
10,974.88 |
|
R2 |
11,200.77 |
11,200.77 |
10,954.62 |
|
R1 |
11,057.43 |
11,057.43 |
10,934.36 |
11,018.60 |
PP |
10,979.77 |
10,979.77 |
10,979.77 |
10,960.35 |
S1 |
10,836.43 |
10,836.43 |
10,893.84 |
10,797.60 |
S2 |
10,758.77 |
10,758.77 |
10,873.58 |
|
S3 |
10,537.77 |
10,615.43 |
10,853.33 |
|
S4 |
10,316.77 |
10,394.43 |
10,792.55 |
|
|
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 |
10,902.10 |
463.80 |
4.2% |
164.38 |
1.5% |
3% |
False |
True |
|
10 |
11,365.90 |
10,873.30 |
492.60 |
4.5% |
151.61 |
1.4% |
8% |
False |
False |
|
20 |
11,365.90 |
10,549.10 |
816.80 |
7.5% |
149.55 |
1.4% |
45% |
False |
False |
|
40 |
11,365.90 |
10,549.10 |
816.80 |
7.5% |
139.24 |
1.3% |
45% |
False |
False |
|
60 |
11,365.90 |
10,430.70 |
935.20 |
8.6% |
143.37 |
1.3% |
52% |
False |
False |
|
80 |
11,365.90 |
10,409.10 |
956.80 |
8.8% |
148.00 |
1.4% |
53% |
False |
False |
|
100 |
11,365.90 |
10,094.50 |
1,271.40 |
11.6% |
151.50 |
1.4% |
64% |
False |
False |
|
120 |
11,365.90 |
9,625.21 |
1,740.69 |
15.9% |
149.55 |
1.4% |
74% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,062.35 |
2.618 |
11,701.68 |
1.618 |
11,480.68 |
1.000 |
11,344.10 |
0.618 |
11,259.68 |
HIGH |
11,123.10 |
0.618 |
11,038.68 |
0.500 |
11,012.60 |
0.382 |
10,986.52 |
LOW |
10,902.10 |
0.618 |
10,765.52 |
1.000 |
10,681.10 |
1.618 |
10,544.52 |
2.618 |
10,323.52 |
4.250 |
9,962.85 |
|
|
Fisher Pivots for day following 30-Aug-1999 |
Pivot |
1 day |
3 day |
R1 |
11,012.60 |
11,117.55 |
PP |
10,979.77 |
11,049.73 |
S1 |
10,946.93 |
10,981.92 |
|