| Trading Metrics calculated at close of trading on 07-Sep-1999 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Sep-1999 |
07-Sep-1999 |
Change |
Change % |
Previous Week |
| Open |
10,843.20 |
11,078.50 |
235.30 |
2.2% |
11,090.20 |
| High |
11,087.00 |
11,104.10 |
17.10 |
0.2% |
11,123.10 |
| Low |
10,856.20 |
11,012.00 |
155.80 |
1.4% |
10,732.70 |
| Close |
11,078.50 |
11,034.10 |
-44.40 |
-0.4% |
11,078.50 |
| Range |
230.80 |
92.10 |
-138.70 |
-60.1% |
390.40 |
| ATR |
161.80 |
156.82 |
-4.98 |
-3.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 07-Sep-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,326.37 |
11,272.33 |
11,084.76 |
|
| R3 |
11,234.27 |
11,180.23 |
11,059.43 |
|
| R2 |
11,142.17 |
11,142.17 |
11,050.99 |
|
| R1 |
11,088.13 |
11,088.13 |
11,042.54 |
11,069.10 |
| PP |
11,050.07 |
11,050.07 |
11,050.07 |
11,040.55 |
| S1 |
10,996.03 |
10,996.03 |
11,025.66 |
10,977.00 |
| S2 |
10,957.97 |
10,957.97 |
11,017.22 |
|
| S3 |
10,865.87 |
10,903.93 |
11,008.77 |
|
| S4 |
10,773.77 |
10,811.83 |
10,983.45 |
|
|
| 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 |
11,104.10 |
10,732.70 |
371.40 |
3.4% |
167.48 |
1.5% |
81% |
True |
False |
|
| 10 |
11,365.90 |
10,732.70 |
633.20 |
5.7% |
165.93 |
1.5% |
48% |
False |
False |
|
| 20 |
11,365.90 |
10,549.10 |
816.80 |
7.4% |
153.95 |
1.4% |
59% |
False |
False |
|
| 40 |
11,365.90 |
10,549.10 |
816.80 |
7.4% |
147.42 |
1.3% |
59% |
False |
False |
|
| 60 |
11,365.90 |
10,471.20 |
894.70 |
8.1% |
142.96 |
1.3% |
63% |
False |
False |
|
| 80 |
11,365.90 |
10,409.10 |
956.80 |
8.7% |
149.18 |
1.4% |
65% |
False |
False |
|
| 100 |
11,365.90 |
10,333.20 |
1,032.70 |
9.4% |
152.43 |
1.4% |
68% |
False |
False |
|
| 120 |
11,365.90 |
9,625.21 |
1,740.69 |
15.8% |
151.97 |
1.4% |
81% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,495.53 |
|
2.618 |
11,345.22 |
|
1.618 |
11,253.12 |
|
1.000 |
11,196.20 |
|
0.618 |
11,161.02 |
|
HIGH |
11,104.10 |
|
0.618 |
11,068.92 |
|
0.500 |
11,058.05 |
|
0.382 |
11,047.18 |
|
LOW |
11,012.00 |
|
0.618 |
10,955.08 |
|
1.000 |
10,919.90 |
|
1.618 |
10,862.98 |
|
2.618 |
10,770.88 |
|
4.250 |
10,620.58 |
|
|
| Fisher Pivots for day following 07-Sep-1999 |
| Pivot |
1 day |
3 day |
| R1 |
11,058.05 |
10,995.53 |
| PP |
11,050.07 |
10,956.97 |
| S1 |
11,042.08 |
10,918.40 |
|