| Trading Metrics calculated at close of trading on 22-Jul-1999 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jul-1999 |
22-Jul-1999 |
Change |
Change % |
Previous Week |
| Open |
10,996.10 |
11,002.80 |
6.70 |
0.1% |
11,193.70 |
| High |
11,056.00 |
11,044.30 |
-11.70 |
-0.1% |
11,230.70 |
| Low |
10,945.50 |
10,880.30 |
-65.20 |
-0.6% |
11,085.10 |
| Close |
11,002.80 |
10,969.20 |
-33.60 |
-0.3% |
11,209.80 |
| Range |
110.50 |
164.00 |
53.50 |
48.4% |
145.60 |
| ATR |
128.43 |
130.97 |
2.54 |
2.0% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 22-Jul-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,456.60 |
11,376.90 |
11,059.40 |
|
| R3 |
11,292.60 |
11,212.90 |
11,014.30 |
|
| R2 |
11,128.60 |
11,128.60 |
10,999.27 |
|
| R1 |
11,048.90 |
11,048.90 |
10,984.23 |
11,006.75 |
| PP |
10,964.60 |
10,964.60 |
10,964.60 |
10,943.53 |
| S1 |
10,884.90 |
10,884.90 |
10,954.17 |
10,842.75 |
| S2 |
10,800.60 |
10,800.60 |
10,939.13 |
|
| S3 |
10,636.60 |
10,720.90 |
10,924.10 |
|
| S4 |
10,472.60 |
10,556.90 |
10,879.00 |
|
|
| 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 |
10,880.30 |
372.00 |
3.4% |
131.28 |
1.2% |
24% |
False |
True |
|
| 10 |
11,252.30 |
10,880.30 |
372.00 |
3.4% |
109.93 |
1.0% |
24% |
False |
True |
|
| 20 |
11,252.30 |
10,471.20 |
781.10 |
7.1% |
130.68 |
1.2% |
64% |
False |
False |
|
| 40 |
11,252.30 |
10,409.10 |
843.20 |
7.7% |
141.60 |
1.3% |
66% |
False |
False |
|
| 60 |
11,252.30 |
10,409.10 |
843.20 |
7.7% |
149.77 |
1.4% |
66% |
False |
False |
|
| 80 |
11,252.30 |
9,765.63 |
1,486.67 |
13.6% |
150.61 |
1.4% |
81% |
False |
False |
|
| 100 |
11,252.30 |
9,211.23 |
2,041.07 |
18.6% |
149.09 |
1.4% |
86% |
False |
False |
|
| 120 |
11,252.30 |
9,099.04 |
2,153.26 |
19.6% |
149.18 |
1.4% |
87% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,741.30 |
|
2.618 |
11,473.65 |
|
1.618 |
11,309.65 |
|
1.000 |
11,208.30 |
|
0.618 |
11,145.65 |
|
HIGH |
11,044.30 |
|
0.618 |
10,981.65 |
|
0.500 |
10,962.30 |
|
0.382 |
10,942.95 |
|
LOW |
10,880.30 |
|
0.618 |
10,778.95 |
|
1.000 |
10,716.30 |
|
1.618 |
10,614.95 |
|
2.618 |
10,450.95 |
|
4.250 |
10,183.30 |
|
|
| Fisher Pivots for day following 22-Jul-1999 |
| Pivot |
1 day |
3 day |
| R1 |
10,966.90 |
11,034.45 |
| PP |
10,964.60 |
11,012.70 |
| S1 |
10,962.30 |
10,990.95 |
|