| Trading Metrics calculated at close of trading on 19-Jul-1999 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jul-1999 |
19-Jul-1999 |
Change |
Change % |
Previous Week |
| Open |
11,186.40 |
11,209.80 |
23.40 |
0.2% |
11,193.70 |
| High |
11,213.30 |
11,252.30 |
39.00 |
0.3% |
11,230.70 |
| Low |
11,143.00 |
11,159.80 |
16.80 |
0.2% |
11,085.10 |
| Close |
11,209.80 |
11,187.70 |
-22.10 |
-0.2% |
11,209.80 |
| Range |
70.30 |
92.50 |
22.20 |
31.6% |
145.60 |
| ATR |
125.28 |
122.94 |
-2.34 |
-1.9% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 19-Jul-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,477.43 |
11,425.07 |
11,238.58 |
|
| R3 |
11,384.93 |
11,332.57 |
11,213.14 |
|
| R2 |
11,292.43 |
11,292.43 |
11,204.66 |
|
| R1 |
11,240.07 |
11,240.07 |
11,196.18 |
11,220.00 |
| PP |
11,199.93 |
11,199.93 |
11,199.93 |
11,189.90 |
| S1 |
11,147.57 |
11,147.57 |
11,179.22 |
11,127.50 |
| S2 |
11,107.43 |
11,107.43 |
11,170.74 |
|
| S3 |
11,014.93 |
11,055.07 |
11,162.26 |
|
| S4 |
10,922.43 |
10,962.57 |
11,136.83 |
|
|
| Weekly Pivots for week ending 16-Jul-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,612.00 |
11,556.50 |
11,289.88 |
|
| R3 |
11,466.40 |
11,410.90 |
11,249.84 |
|
| R2 |
11,320.80 |
11,320.80 |
11,236.49 |
|
| R1 |
11,265.30 |
11,265.30 |
11,223.15 |
11,293.05 |
| PP |
11,175.20 |
11,175.20 |
11,175.20 |
11,189.08 |
| S1 |
11,119.70 |
11,119.70 |
11,196.45 |
11,147.45 |
| S2 |
11,029.60 |
11,029.60 |
11,183.11 |
|
| S3 |
10,884.00 |
10,974.10 |
11,169.76 |
|
| S4 |
10,738.40 |
10,828.50 |
11,129.72 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,252.30 |
11,085.10 |
167.20 |
1.5% |
90.88 |
0.8% |
61% |
True |
False |
|
| 10 |
11,252.30 |
11,080.40 |
171.90 |
1.5% |
96.44 |
0.9% |
62% |
True |
False |
|
| 20 |
11,252.30 |
10,471.20 |
781.10 |
7.0% |
123.01 |
1.1% |
92% |
True |
False |
|
| 40 |
11,252.30 |
10,409.10 |
843.20 |
7.5% |
143.15 |
1.3% |
92% |
True |
False |
|
| 60 |
11,252.30 |
10,409.10 |
843.20 |
7.5% |
146.81 |
1.3% |
92% |
True |
False |
|
| 80 |
11,252.30 |
9,664.90 |
1,587.40 |
14.2% |
150.71 |
1.3% |
96% |
True |
False |
|
| 100 |
11,252.30 |
9,211.23 |
2,041.07 |
18.2% |
148.57 |
1.3% |
97% |
True |
False |
|
| 120 |
11,252.30 |
9,099.04 |
2,153.26 |
19.2% |
148.79 |
1.3% |
97% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,645.43 |
|
2.618 |
11,494.47 |
|
1.618 |
11,401.97 |
|
1.000 |
11,344.80 |
|
0.618 |
11,309.47 |
|
HIGH |
11,252.30 |
|
0.618 |
11,216.97 |
|
0.500 |
11,206.05 |
|
0.382 |
11,195.14 |
|
LOW |
11,159.80 |
|
0.618 |
11,102.64 |
|
1.000 |
11,067.30 |
|
1.618 |
11,010.14 |
|
2.618 |
10,917.64 |
|
4.250 |
10,766.68 |
|
|
| Fisher Pivots for day following 19-Jul-1999 |
| Pivot |
1 day |
3 day |
| R1 |
11,206.05 |
11,197.65 |
| PP |
11,199.93 |
11,194.33 |
| S1 |
11,193.82 |
11,191.02 |
|