Trading Metrics calculated at close of trading on 02-Sep-1999 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Sep-1999 |
02-Sep-1999 |
Change |
Change % |
Previous Week |
Open |
10,829.30 |
10,937.90 |
108.60 |
1.0% |
11,299.80 |
High |
10,941.40 |
10,934.10 |
-7.30 |
-0.1% |
11,365.90 |
Low |
10,828.40 |
10,732.70 |
-95.70 |
-0.9% |
11,077.80 |
Close |
10,937.90 |
10,843.20 |
-94.70 |
-0.9% |
11,090.20 |
Range |
113.00 |
201.40 |
88.40 |
78.2% |
288.10 |
ATR |
151.67 |
155.49 |
3.82 |
2.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 02-Sep-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,440.87 |
11,343.43 |
10,953.97 |
|
R3 |
11,239.47 |
11,142.03 |
10,898.59 |
|
R2 |
11,038.07 |
11,038.07 |
10,880.12 |
|
R1 |
10,940.63 |
10,940.63 |
10,861.66 |
10,888.65 |
PP |
10,836.67 |
10,836.67 |
10,836.67 |
10,810.68 |
S1 |
10,739.23 |
10,739.23 |
10,824.74 |
10,687.25 |
S2 |
10,635.27 |
10,635.27 |
10,806.28 |
|
S3 |
10,433.87 |
10,537.83 |
10,787.82 |
|
S4 |
10,232.47 |
10,336.43 |
10,732.43 |
|
|
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 |
11,229.20 |
10,732.70 |
496.50 |
4.6% |
177.38 |
1.6% |
22% |
False |
True |
|
10 |
11,365.90 |
10,732.70 |
633.20 |
5.8% |
167.49 |
1.5% |
17% |
False |
True |
|
20 |
11,365.90 |
10,549.10 |
816.80 |
7.5% |
149.98 |
1.4% |
36% |
False |
False |
|
40 |
11,365.90 |
10,549.10 |
816.80 |
7.5% |
143.13 |
1.3% |
36% |
False |
False |
|
60 |
11,365.90 |
10,430.70 |
935.20 |
8.6% |
144.66 |
1.3% |
44% |
False |
False |
|
80 |
11,365.90 |
10,409.10 |
956.80 |
8.8% |
149.68 |
1.4% |
45% |
False |
False |
|
100 |
11,365.90 |
10,333.20 |
1,032.70 |
9.5% |
152.01 |
1.4% |
49% |
False |
False |
|
120 |
11,365.90 |
9,625.21 |
1,740.69 |
16.1% |
150.75 |
1.4% |
70% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,790.05 |
2.618 |
11,461.37 |
1.618 |
11,259.97 |
1.000 |
11,135.50 |
0.618 |
11,058.57 |
HIGH |
10,934.10 |
0.618 |
10,857.17 |
0.500 |
10,833.40 |
0.382 |
10,809.63 |
LOW |
10,732.70 |
0.618 |
10,608.23 |
1.000 |
10,531.30 |
1.618 |
10,406.83 |
2.618 |
10,205.43 |
4.250 |
9,876.75 |
|
|
Fisher Pivots for day following 02-Sep-1999 |
Pivot |
1 day |
3 day |
R1 |
10,839.93 |
10,857.45 |
PP |
10,836.67 |
10,852.70 |
S1 |
10,833.40 |
10,847.95 |
|