| Trading Metrics calculated at close of trading on 08-Sep-1999 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Sep-1999 |
08-Sep-1999 |
Change |
Change % |
Previous Week |
| Open |
11,078.50 |
11,034.10 |
-44.40 |
-0.4% |
11,090.20 |
| High |
11,104.10 |
11,117.40 |
13.30 |
0.1% |
11,123.10 |
| Low |
11,012.00 |
10,967.00 |
-45.00 |
-0.4% |
10,732.70 |
| Close |
11,034.10 |
11,036.30 |
2.20 |
0.0% |
11,078.50 |
| Range |
92.10 |
150.40 |
58.30 |
63.3% |
390.40 |
| ATR |
156.82 |
156.36 |
-0.46 |
-0.3% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 08-Sep-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,491.43 |
11,414.27 |
11,119.02 |
|
| R3 |
11,341.03 |
11,263.87 |
11,077.66 |
|
| R2 |
11,190.63 |
11,190.63 |
11,063.87 |
|
| R1 |
11,113.47 |
11,113.47 |
11,050.09 |
11,152.05 |
| PP |
11,040.23 |
11,040.23 |
11,040.23 |
11,059.53 |
| S1 |
10,963.07 |
10,963.07 |
11,022.51 |
11,001.65 |
| S2 |
10,889.83 |
10,889.83 |
11,008.73 |
|
| S3 |
10,739.43 |
10,812.67 |
10,994.94 |
|
| S4 |
10,589.03 |
10,662.27 |
10,953.58 |
|
|
| 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 |
11,117.40 |
10,732.70 |
384.70 |
3.5% |
157.54 |
1.4% |
79% |
True |
False |
|
| 10 |
11,334.60 |
10,732.70 |
601.90 |
5.5% |
163.78 |
1.5% |
50% |
False |
False |
|
| 20 |
11,365.90 |
10,646.90 |
719.00 |
6.5% |
153.19 |
1.4% |
54% |
False |
False |
|
| 40 |
11,365.90 |
10,549.10 |
816.80 |
7.4% |
148.03 |
1.3% |
60% |
False |
False |
|
| 60 |
11,365.90 |
10,471.20 |
894.70 |
8.1% |
143.47 |
1.3% |
63% |
False |
False |
|
| 80 |
11,365.90 |
10,409.10 |
956.80 |
8.7% |
148.10 |
1.3% |
66% |
False |
False |
|
| 100 |
11,365.90 |
10,333.20 |
1,032.70 |
9.4% |
152.60 |
1.4% |
68% |
False |
False |
|
| 120 |
11,365.90 |
9,625.21 |
1,740.69 |
15.8% |
151.93 |
1.4% |
81% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,756.60 |
|
2.618 |
11,511.15 |
|
1.618 |
11,360.75 |
|
1.000 |
11,267.80 |
|
0.618 |
11,210.35 |
|
HIGH |
11,117.40 |
|
0.618 |
11,059.95 |
|
0.500 |
11,042.20 |
|
0.382 |
11,024.45 |
|
LOW |
10,967.00 |
|
0.618 |
10,874.05 |
|
1.000 |
10,816.60 |
|
1.618 |
10,723.65 |
|
2.618 |
10,573.25 |
|
4.250 |
10,327.80 |
|
|
| Fisher Pivots for day following 08-Sep-1999 |
| Pivot |
1 day |
3 day |
| R1 |
11,042.20 |
11,019.80 |
| PP |
11,040.23 |
11,003.30 |
| S1 |
11,038.27 |
10,986.80 |
|