Trading Metrics calculated at close of trading on 01-Sep-1999 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Aug-1999 |
01-Sep-1999 |
Change |
Change % |
Previous Week |
Open |
10,914.10 |
10,829.30 |
-84.80 |
-0.8% |
11,299.80 |
High |
10,982.20 |
10,941.40 |
-40.80 |
-0.4% |
11,365.90 |
Low |
10,782.10 |
10,828.40 |
46.30 |
0.4% |
11,077.80 |
Close |
10,829.30 |
10,937.90 |
108.60 |
1.0% |
11,090.20 |
Range |
200.10 |
113.00 |
-87.10 |
-43.5% |
288.10 |
ATR |
154.64 |
151.67 |
-2.97 |
-1.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 01-Sep-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,241.57 |
11,202.73 |
11,000.05 |
|
R3 |
11,128.57 |
11,089.73 |
10,968.98 |
|
R2 |
11,015.57 |
11,015.57 |
10,958.62 |
|
R1 |
10,976.73 |
10,976.73 |
10,948.26 |
10,996.15 |
PP |
10,902.57 |
10,902.57 |
10,902.57 |
10,912.28 |
S1 |
10,863.73 |
10,863.73 |
10,927.54 |
10,883.15 |
S2 |
10,789.57 |
10,789.57 |
10,917.18 |
|
S3 |
10,676.57 |
10,750.73 |
10,906.83 |
|
S4 |
10,563.57 |
10,637.73 |
10,875.75 |
|
|
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 |
11,333.00 |
10,782.10 |
550.90 |
5.0% |
165.40 |
1.5% |
28% |
False |
False |
|
10 |
11,365.90 |
10,782.10 |
583.80 |
5.3% |
159.57 |
1.5% |
27% |
False |
False |
|
20 |
11,365.90 |
10,549.10 |
816.80 |
7.5% |
151.51 |
1.4% |
48% |
False |
False |
|
40 |
11,365.90 |
10,549.10 |
816.80 |
7.5% |
141.07 |
1.3% |
48% |
False |
False |
|
60 |
11,365.90 |
10,430.70 |
935.20 |
8.6% |
143.26 |
1.3% |
54% |
False |
False |
|
80 |
11,365.90 |
10,409.10 |
956.80 |
8.7% |
148.81 |
1.4% |
55% |
False |
False |
|
100 |
11,365.90 |
10,316.50 |
1,049.40 |
9.6% |
151.02 |
1.4% |
59% |
False |
False |
|
120 |
11,365.90 |
9,625.21 |
1,740.69 |
15.9% |
149.97 |
1.4% |
75% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,421.65 |
2.618 |
11,237.23 |
1.618 |
11,124.23 |
1.000 |
11,054.40 |
0.618 |
11,011.23 |
HIGH |
10,941.40 |
0.618 |
10,898.23 |
0.500 |
10,884.90 |
0.382 |
10,871.57 |
LOW |
10,828.40 |
0.618 |
10,758.57 |
1.000 |
10,715.40 |
1.618 |
10,645.57 |
2.618 |
10,532.57 |
4.250 |
10,348.15 |
|
|
Fisher Pivots for day following 01-Sep-1999 |
Pivot |
1 day |
3 day |
R1 |
10,920.23 |
10,952.60 |
PP |
10,902.57 |
10,947.70 |
S1 |
10,884.90 |
10,942.80 |
|