| Trading Metrics calculated at close of trading on 03-Aug-1999 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Aug-1999 |
03-Aug-1999 |
Change |
Change % |
Previous Week |
| Open |
10,655.20 |
10,646.00 |
-9.20 |
-0.1% |
10,911.00 |
| High |
10,791.60 |
10,728.00 |
-63.60 |
-0.6% |
11,031.30 |
| Low |
10,615.30 |
10,614.00 |
-1.30 |
0.0% |
10,647.90 |
| Close |
10,646.00 |
10,677.30 |
31.30 |
0.3% |
10,655.20 |
| Range |
176.30 |
114.00 |
-62.30 |
-35.3% |
383.40 |
| ATR |
144.24 |
142.08 |
-2.16 |
-1.5% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 03-Aug-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,015.10 |
10,960.20 |
10,740.00 |
|
| R3 |
10,901.10 |
10,846.20 |
10,708.65 |
|
| R2 |
10,787.10 |
10,787.10 |
10,698.20 |
|
| R1 |
10,732.20 |
10,732.20 |
10,687.75 |
10,759.65 |
| PP |
10,673.10 |
10,673.10 |
10,673.10 |
10,686.83 |
| S1 |
10,618.20 |
10,618.20 |
10,666.85 |
10,645.65 |
| S2 |
10,559.10 |
10,559.10 |
10,656.40 |
|
| S3 |
10,445.10 |
10,504.20 |
10,645.95 |
|
| S4 |
10,331.10 |
10,390.20 |
10,614.60 |
|
|
| Weekly Pivots for week ending 30-Jul-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,928.33 |
11,675.17 |
10,866.07 |
|
| R3 |
11,544.93 |
11,291.77 |
10,760.64 |
|
| R2 |
11,161.53 |
11,161.53 |
10,725.49 |
|
| R1 |
10,908.37 |
10,908.37 |
10,690.35 |
10,843.25 |
| PP |
10,778.13 |
10,778.13 |
10,778.13 |
10,745.58 |
| S1 |
10,524.97 |
10,524.97 |
10,620.06 |
10,459.85 |
| S2 |
10,394.73 |
10,394.73 |
10,584.91 |
|
| S3 |
10,011.33 |
10,141.57 |
10,549.77 |
|
| S4 |
9,627.93 |
9,758.17 |
10,444.33 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,024.00 |
10,614.00 |
410.00 |
3.8% |
164.74 |
1.5% |
15% |
False |
True |
|
| 10 |
11,056.00 |
10,614.00 |
442.00 |
4.1% |
150.89 |
1.4% |
14% |
False |
True |
|
| 20 |
11,252.30 |
10,614.00 |
638.30 |
6.0% |
127.99 |
1.2% |
10% |
False |
True |
|
| 40 |
11,252.30 |
10,430.70 |
821.60 |
7.7% |
139.76 |
1.3% |
30% |
False |
False |
|
| 60 |
11,252.30 |
10,409.10 |
843.20 |
7.9% |
147.72 |
1.4% |
32% |
False |
False |
|
| 80 |
11,252.30 |
10,096.70 |
1,155.60 |
10.8% |
151.94 |
1.4% |
50% |
False |
False |
|
| 100 |
11,252.30 |
9,625.21 |
1,627.09 |
15.2% |
149.03 |
1.4% |
65% |
False |
False |
|
| 120 |
11,252.30 |
9,143.33 |
2,108.97 |
19.8% |
151.05 |
1.4% |
73% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,212.50 |
|
2.618 |
11,026.45 |
|
1.618 |
10,912.45 |
|
1.000 |
10,842.00 |
|
0.618 |
10,798.45 |
|
HIGH |
10,728.00 |
|
0.618 |
10,684.45 |
|
0.500 |
10,671.00 |
|
0.382 |
10,657.55 |
|
LOW |
10,614.00 |
|
0.618 |
10,543.55 |
|
1.000 |
10,500.00 |
|
1.618 |
10,429.55 |
|
2.618 |
10,315.55 |
|
4.250 |
10,129.50 |
|
|
| Fisher Pivots for day following 03-Aug-1999 |
| Pivot |
1 day |
3 day |
| R1 |
10,675.20 |
10,719.90 |
| PP |
10,673.10 |
10,705.70 |
| S1 |
10,671.00 |
10,691.50 |
|