Trading Metrics calculated at close of trading on 09-Sep-1999 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-1999 |
09-Sep-1999 |
Change |
Change % |
Previous Week |
Open |
11,034.10 |
11,036.30 |
2.20 |
0.0% |
11,090.20 |
High |
11,117.40 |
11,095.90 |
-21.50 |
-0.2% |
11,123.10 |
Low |
10,967.00 |
10,981.90 |
14.90 |
0.1% |
10,732.70 |
Close |
11,036.30 |
11,079.40 |
43.10 |
0.4% |
11,078.50 |
Range |
150.40 |
114.00 |
-36.40 |
-24.2% |
390.40 |
ATR |
156.36 |
153.33 |
-3.03 |
-1.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 09-Sep-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,394.40 |
11,350.90 |
11,142.10 |
|
R3 |
11,280.40 |
11,236.90 |
11,110.75 |
|
R2 |
11,166.40 |
11,166.40 |
11,100.30 |
|
R1 |
11,122.90 |
11,122.90 |
11,089.85 |
11,144.65 |
PP |
11,052.40 |
11,052.40 |
11,052.40 |
11,063.28 |
S1 |
11,008.90 |
11,008.90 |
11,068.95 |
11,030.65 |
S2 |
10,938.40 |
10,938.40 |
11,058.50 |
|
S3 |
10,824.40 |
10,894.90 |
11,048.05 |
|
S4 |
10,710.40 |
10,780.90 |
11,016.70 |
|
|
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% |
157.74 |
1.4% |
90% |
False |
False |
|
10 |
11,333.00 |
10,732.70 |
600.30 |
5.4% |
161.57 |
1.5% |
58% |
False |
False |
|
20 |
11,365.90 |
10,732.70 |
633.20 |
5.7% |
151.45 |
1.4% |
55% |
False |
False |
|
40 |
11,365.90 |
10,549.10 |
816.80 |
7.4% |
148.45 |
1.3% |
65% |
False |
False |
|
60 |
11,365.90 |
10,471.20 |
894.70 |
8.1% |
143.37 |
1.3% |
68% |
False |
False |
|
80 |
11,365.90 |
10,409.10 |
956.80 |
8.6% |
147.46 |
1.3% |
70% |
False |
False |
|
100 |
11,365.90 |
10,333.20 |
1,032.70 |
9.3% |
150.13 |
1.4% |
72% |
False |
False |
|
120 |
11,365.90 |
9,625.21 |
1,740.69 |
15.7% |
151.33 |
1.4% |
84% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,580.40 |
2.618 |
11,394.35 |
1.618 |
11,280.35 |
1.000 |
11,209.90 |
0.618 |
11,166.35 |
HIGH |
11,095.90 |
0.618 |
11,052.35 |
0.500 |
11,038.90 |
0.382 |
11,025.45 |
LOW |
10,981.90 |
0.618 |
10,911.45 |
1.000 |
10,867.90 |
1.618 |
10,797.45 |
2.618 |
10,683.45 |
4.250 |
10,497.40 |
|
|
Fisher Pivots for day following 09-Sep-1999 |
Pivot |
1 day |
3 day |
R1 |
11,065.90 |
11,067.00 |
PP |
11,052.40 |
11,054.60 |
S1 |
11,038.90 |
11,042.20 |
|