Trading Metrics calculated at close of trading on 31-Aug-1999 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Aug-1999 |
31-Aug-1999 |
Change |
Change % |
Previous Week |
Open |
11,090.20 |
10,914.10 |
-176.10 |
-1.6% |
11,299.80 |
High |
11,123.10 |
10,982.20 |
-140.90 |
-1.3% |
11,365.90 |
Low |
10,902.10 |
10,782.10 |
-120.00 |
-1.1% |
11,077.80 |
Close |
10,914.10 |
10,829.30 |
-84.80 |
-0.8% |
11,090.20 |
Range |
221.00 |
200.10 |
-20.90 |
-9.5% |
288.10 |
ATR |
151.14 |
154.64 |
3.50 |
2.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 31-Aug-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,464.83 |
11,347.17 |
10,939.36 |
|
R3 |
11,264.73 |
11,147.07 |
10,884.33 |
|
R2 |
11,064.63 |
11,064.63 |
10,865.99 |
|
R1 |
10,946.97 |
10,946.97 |
10,847.64 |
10,905.75 |
PP |
10,864.53 |
10,864.53 |
10,864.53 |
10,843.93 |
S1 |
10,746.87 |
10,746.87 |
10,810.96 |
10,705.65 |
S2 |
10,664.43 |
10,664.43 |
10,792.62 |
|
S3 |
10,464.33 |
10,546.77 |
10,774.27 |
|
S4 |
10,264.23 |
10,346.67 |
10,719.25 |
|
|
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 |
11,334.60 |
10,782.10 |
552.50 |
5.1% |
170.02 |
1.6% |
9% |
False |
True |
|
10 |
11,365.90 |
10,782.10 |
583.80 |
5.4% |
161.08 |
1.5% |
8% |
False |
True |
|
20 |
11,365.90 |
10,549.10 |
816.80 |
7.5% |
153.86 |
1.4% |
34% |
False |
False |
|
40 |
11,365.90 |
10,549.10 |
816.80 |
7.5% |
140.92 |
1.3% |
34% |
False |
False |
|
60 |
11,365.90 |
10,430.70 |
935.20 |
8.6% |
144.46 |
1.3% |
43% |
False |
False |
|
80 |
11,365.90 |
10,409.10 |
956.80 |
8.8% |
149.25 |
1.4% |
44% |
False |
False |
|
100 |
11,365.90 |
10,096.70 |
1,269.20 |
11.7% |
152.32 |
1.4% |
58% |
False |
False |
|
120 |
11,365.90 |
9,625.21 |
1,740.69 |
16.1% |
149.84 |
1.4% |
69% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,832.63 |
2.618 |
11,506.06 |
1.618 |
11,305.96 |
1.000 |
11,182.30 |
0.618 |
11,105.86 |
HIGH |
10,982.20 |
0.618 |
10,905.76 |
0.500 |
10,882.15 |
0.382 |
10,858.54 |
LOW |
10,782.10 |
0.618 |
10,658.44 |
1.000 |
10,582.00 |
1.618 |
10,458.34 |
2.618 |
10,258.24 |
4.250 |
9,931.68 |
|
|
Fisher Pivots for day following 31-Aug-1999 |
Pivot |
1 day |
3 day |
R1 |
10,882.15 |
11,005.65 |
PP |
10,864.53 |
10,946.87 |
S1 |
10,846.92 |
10,888.08 |
|