Trading Metrics calculated at close of trading on 03-Sep-1999 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Sep-1999 |
03-Sep-1999 |
Change |
Change % |
Previous Week |
Open |
10,937.90 |
10,843.20 |
-94.70 |
-0.9% |
11,090.20 |
High |
10,934.10 |
11,087.00 |
152.90 |
1.4% |
11,123.10 |
Low |
10,732.70 |
10,856.20 |
123.50 |
1.2% |
10,732.70 |
Close |
10,843.20 |
11,078.50 |
235.30 |
2.2% |
11,078.50 |
Range |
201.40 |
230.80 |
29.40 |
14.6% |
390.40 |
ATR |
155.49 |
161.80 |
6.31 |
4.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 03-Sep-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,699.63 |
11,619.87 |
11,205.44 |
|
R3 |
11,468.83 |
11,389.07 |
11,141.97 |
|
R2 |
11,238.03 |
11,238.03 |
11,120.81 |
|
R1 |
11,158.27 |
11,158.27 |
11,099.66 |
11,198.15 |
PP |
11,007.23 |
11,007.23 |
11,007.23 |
11,027.18 |
S1 |
10,927.47 |
10,927.47 |
11,057.34 |
10,967.35 |
S2 |
10,776.43 |
10,776.43 |
11,036.19 |
|
S3 |
10,545.63 |
10,696.67 |
11,015.03 |
|
S4 |
10,314.83 |
10,465.87 |
10,951.56 |
|
|
Weekly Pivots for week ending 03-Sep-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,149.30 |
12,004.30 |
11,293.22 |
|
R3 |
11,758.90 |
11,613.90 |
11,185.86 |
|
R2 |
11,368.50 |
11,368.50 |
11,150.07 |
|
R1 |
11,223.50 |
11,223.50 |
11,114.29 |
11,100.80 |
PP |
10,978.10 |
10,978.10 |
10,978.10 |
10,916.75 |
S1 |
10,833.10 |
10,833.10 |
11,042.71 |
10,710.40 |
S2 |
10,587.70 |
10,587.70 |
11,006.93 |
|
S3 |
10,197.30 |
10,442.70 |
10,971.14 |
|
S4 |
9,806.90 |
10,052.30 |
10,863.78 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
11,123.10 |
10,732.70 |
390.40 |
3.5% |
193.26 |
1.7% |
89% |
False |
False |
|
10 |
11,365.90 |
10,732.70 |
633.20 |
5.7% |
176.89 |
1.6% |
55% |
False |
False |
|
20 |
11,365.90 |
10,549.10 |
816.80 |
7.4% |
153.27 |
1.4% |
65% |
False |
False |
|
40 |
11,365.90 |
10,549.10 |
816.80 |
7.4% |
147.14 |
1.3% |
65% |
False |
False |
|
60 |
11,365.90 |
10,430.70 |
935.20 |
8.4% |
145.77 |
1.3% |
69% |
False |
False |
|
80 |
11,365.90 |
10,409.10 |
956.80 |
8.6% |
149.68 |
1.4% |
70% |
False |
False |
|
100 |
11,365.90 |
10,333.20 |
1,032.70 |
9.3% |
152.73 |
1.4% |
72% |
False |
False |
|
120 |
11,365.90 |
9,625.21 |
1,740.69 |
15.7% |
152.05 |
1.4% |
83% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,067.90 |
2.618 |
11,691.23 |
1.618 |
11,460.43 |
1.000 |
11,317.80 |
0.618 |
11,229.63 |
HIGH |
11,087.00 |
0.618 |
10,998.83 |
0.500 |
10,971.60 |
0.382 |
10,944.37 |
LOW |
10,856.20 |
0.618 |
10,713.57 |
1.000 |
10,625.40 |
1.618 |
10,482.77 |
2.618 |
10,251.97 |
4.250 |
9,875.30 |
|
|
Fisher Pivots for day following 03-Sep-1999 |
Pivot |
1 day |
3 day |
R1 |
11,042.87 |
11,022.28 |
PP |
11,007.23 |
10,966.07 |
S1 |
10,971.60 |
10,909.85 |
|