| Trading Metrics calculated at close of trading on 13-Aug-1999 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-1999 |
13-Aug-1999 |
Change |
Change % |
Previous Week |
| Open |
10,787.80 |
10,807.40 |
19.60 |
0.2% |
10,714.00 |
| High |
10,900.80 |
10,981.90 |
81.10 |
0.7% |
10,981.90 |
| Low |
10,780.80 |
10,786.70 |
5.90 |
0.1% |
10,549.10 |
| Close |
10,807.40 |
10,973.70 |
166.30 |
1.5% |
10,973.70 |
| Range |
120.00 |
195.20 |
75.20 |
62.7% |
432.80 |
| ATR |
145.23 |
148.80 |
3.57 |
2.5% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 13-Aug-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,499.70 |
11,431.90 |
11,081.06 |
|
| R3 |
11,304.50 |
11,236.70 |
11,027.38 |
|
| R2 |
11,109.30 |
11,109.30 |
11,009.49 |
|
| R1 |
11,041.50 |
11,041.50 |
10,991.59 |
11,075.40 |
| PP |
10,914.10 |
10,914.10 |
10,914.10 |
10,931.05 |
| S1 |
10,846.30 |
10,846.30 |
10,955.81 |
10,880.20 |
| S2 |
10,718.90 |
10,718.90 |
10,937.91 |
|
| S3 |
10,523.70 |
10,651.10 |
10,920.02 |
|
| S4 |
10,328.50 |
10,455.90 |
10,866.34 |
|
|
| Weekly Pivots for week ending 13-Aug-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,133.30 |
11,986.30 |
11,211.74 |
|
| R3 |
11,700.50 |
11,553.50 |
11,092.72 |
|
| R2 |
11,267.70 |
11,267.70 |
11,053.05 |
|
| R1 |
11,120.70 |
11,120.70 |
11,013.37 |
11,194.20 |
| PP |
10,834.90 |
10,834.90 |
10,834.90 |
10,871.65 |
| S1 |
10,687.90 |
10,687.90 |
10,934.03 |
10,761.40 |
| S2 |
10,402.10 |
10,402.10 |
10,894.35 |
|
| S3 |
9,969.30 |
10,255.10 |
10,854.68 |
|
| S4 |
9,536.50 |
9,822.30 |
10,735.66 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
10,981.90 |
10,549.10 |
432.80 |
3.9% |
141.62 |
1.3% |
98% |
True |
False |
|
| 10 |
10,981.90 |
10,549.10 |
432.80 |
3.9% |
155.53 |
1.4% |
98% |
True |
False |
|
| 20 |
11,252.30 |
10,549.10 |
703.20 |
6.4% |
154.28 |
1.4% |
60% |
False |
False |
|
| 40 |
11,252.30 |
10,471.20 |
781.10 |
7.1% |
138.25 |
1.3% |
64% |
False |
False |
|
| 60 |
11,252.30 |
10,409.10 |
843.20 |
7.7% |
146.64 |
1.3% |
67% |
False |
False |
|
| 80 |
11,252.30 |
10,409.10 |
843.20 |
7.7% |
149.69 |
1.4% |
67% |
False |
False |
|
| 100 |
11,252.30 |
9,625.21 |
1,627.09 |
14.8% |
151.28 |
1.4% |
83% |
False |
False |
|
| 120 |
11,252.30 |
9,211.23 |
2,041.07 |
18.6% |
150.49 |
1.4% |
86% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,811.50 |
|
2.618 |
11,492.93 |
|
1.618 |
11,297.73 |
|
1.000 |
11,177.10 |
|
0.618 |
11,102.53 |
|
HIGH |
10,981.90 |
|
0.618 |
10,907.33 |
|
0.500 |
10,884.30 |
|
0.382 |
10,861.27 |
|
LOW |
10,786.70 |
|
0.618 |
10,666.07 |
|
1.000 |
10,591.50 |
|
1.618 |
10,470.87 |
|
2.618 |
10,275.67 |
|
4.250 |
9,957.10 |
|
|
| Fisher Pivots for day following 13-Aug-1999 |
| Pivot |
1 day |
3 day |
| R1 |
10,943.90 |
10,920.60 |
| PP |
10,914.10 |
10,867.50 |
| S1 |
10,884.30 |
10,814.40 |
|