Trading Metrics calculated at close of trading on 12-Aug-1999 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-1999 |
12-Aug-1999 |
Change |
Change % |
Previous Week |
Open |
10,655.20 |
10,787.80 |
132.60 |
1.2% |
10,655.20 |
High |
10,795.70 |
10,900.80 |
105.10 |
1.0% |
10,829.90 |
Low |
10,646.90 |
10,780.80 |
133.90 |
1.3% |
10,566.20 |
Close |
10,787.80 |
10,807.40 |
19.60 |
0.2% |
10,714.00 |
Range |
148.80 |
120.00 |
-28.80 |
-19.4% |
263.70 |
ATR |
147.17 |
145.23 |
-1.94 |
-1.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 12-Aug-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,189.67 |
11,118.53 |
10,873.40 |
|
R3 |
11,069.67 |
10,998.53 |
10,840.40 |
|
R2 |
10,949.67 |
10,949.67 |
10,829.40 |
|
R1 |
10,878.53 |
10,878.53 |
10,818.40 |
10,914.10 |
PP |
10,829.67 |
10,829.67 |
10,829.67 |
10,847.45 |
S1 |
10,758.53 |
10,758.53 |
10,796.40 |
10,794.10 |
S2 |
10,709.67 |
10,709.67 |
10,785.40 |
|
S3 |
10,589.67 |
10,638.53 |
10,774.40 |
|
S4 |
10,469.67 |
10,518.53 |
10,741.40 |
|
|
Weekly Pivots for week ending 06-Aug-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,494.47 |
11,367.93 |
10,859.04 |
|
R3 |
11,230.77 |
11,104.23 |
10,786.52 |
|
R2 |
10,967.07 |
10,967.07 |
10,762.35 |
|
R1 |
10,840.53 |
10,840.53 |
10,738.17 |
10,903.80 |
PP |
10,703.37 |
10,703.37 |
10,703.37 |
10,735.00 |
S1 |
10,576.83 |
10,576.83 |
10,689.83 |
10,640.10 |
S2 |
10,439.67 |
10,439.67 |
10,665.66 |
|
S3 |
10,175.97 |
10,313.13 |
10,641.48 |
|
S4 |
9,912.27 |
10,049.43 |
10,568.97 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
10,900.80 |
10,549.10 |
351.70 |
3.3% |
135.56 |
1.3% |
73% |
True |
False |
|
10 |
10,900.80 |
10,549.10 |
351.70 |
3.3% |
153.80 |
1.4% |
73% |
True |
False |
|
20 |
11,252.30 |
10,549.10 |
703.20 |
6.5% |
148.03 |
1.4% |
37% |
False |
False |
|
40 |
11,252.30 |
10,471.20 |
781.10 |
7.2% |
137.27 |
1.3% |
43% |
False |
False |
|
60 |
11,252.30 |
10,409.10 |
843.20 |
7.8% |
144.97 |
1.3% |
47% |
False |
False |
|
80 |
11,252.30 |
10,409.10 |
843.20 |
7.8% |
149.26 |
1.4% |
47% |
False |
False |
|
100 |
11,252.30 |
9,625.21 |
1,627.09 |
15.1% |
151.91 |
1.4% |
73% |
False |
False |
|
120 |
11,252.30 |
9,211.23 |
2,041.07 |
18.9% |
150.02 |
1.4% |
78% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,410.80 |
2.618 |
11,214.96 |
1.618 |
11,094.96 |
1.000 |
11,020.80 |
0.618 |
10,974.96 |
HIGH |
10,900.80 |
0.618 |
10,854.96 |
0.500 |
10,840.80 |
0.382 |
10,826.64 |
LOW |
10,780.80 |
0.618 |
10,706.64 |
1.000 |
10,660.80 |
1.618 |
10,586.64 |
2.618 |
10,466.64 |
4.250 |
10,270.80 |
|
|
Fisher Pivots for day following 12-Aug-1999 |
Pivot |
1 day |
3 day |
R1 |
10,840.80 |
10,779.92 |
PP |
10,829.67 |
10,752.43 |
S1 |
10,818.53 |
10,724.95 |
|