| Trading Metrics calculated at close of trading on 24-Aug-1999 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Aug-1999 |
24-Aug-1999 |
Change |
Change % |
Previous Week |
| Open |
11,299.80 |
11,299.80 |
0.00 |
0.0% |
11,046.80 |
| High |
11,299.80 |
11,365.90 |
66.10 |
0.6% |
11,117.10 |
| Low |
11,098.10 |
11,194.00 |
95.90 |
0.9% |
10,873.30 |
| Close |
11,299.80 |
11,283.30 |
-16.50 |
-0.1% |
11,100.60 |
| Range |
201.70 |
171.90 |
-29.80 |
-14.8% |
243.80 |
| ATR |
144.40 |
146.36 |
1.96 |
1.4% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 24-Aug-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,796.77 |
11,711.93 |
11,377.85 |
|
| R3 |
11,624.87 |
11,540.03 |
11,330.57 |
|
| R2 |
11,452.97 |
11,452.97 |
11,314.82 |
|
| R1 |
11,368.13 |
11,368.13 |
11,299.06 |
11,324.60 |
| PP |
11,281.07 |
11,281.07 |
11,281.07 |
11,259.30 |
| S1 |
11,196.23 |
11,196.23 |
11,267.54 |
11,152.70 |
| S2 |
11,109.17 |
11,109.17 |
11,251.79 |
|
| S3 |
10,937.27 |
11,024.33 |
11,236.03 |
|
| S4 |
10,765.37 |
10,852.43 |
11,188.76 |
|
|
| Weekly Pivots for week ending 20-Aug-1999 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,761.73 |
11,674.97 |
11,234.69 |
|
| R3 |
11,517.93 |
11,431.17 |
11,167.65 |
|
| R2 |
11,274.13 |
11,274.13 |
11,145.30 |
|
| R1 |
11,187.37 |
11,187.37 |
11,122.95 |
11,230.75 |
| PP |
11,030.33 |
11,030.33 |
11,030.33 |
11,052.03 |
| S1 |
10,943.57 |
10,943.57 |
11,078.25 |
10,986.95 |
| S2 |
10,786.53 |
10,786.53 |
11,055.90 |
|
| S3 |
10,542.73 |
10,699.77 |
11,033.56 |
|
| S4 |
10,298.93 |
10,455.97 |
10,966.51 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,365.90 |
10,873.30 |
492.60 |
4.4% |
152.14 |
1.3% |
83% |
True |
False |
|
| 10 |
11,365.90 |
10,646.90 |
719.00 |
6.4% |
142.60 |
1.3% |
89% |
True |
False |
|
| 20 |
11,365.90 |
10,549.10 |
816.80 |
7.2% |
152.54 |
1.4% |
90% |
True |
False |
|
| 40 |
11,365.90 |
10,549.10 |
816.80 |
7.2% |
140.76 |
1.2% |
90% |
True |
False |
|
| 60 |
11,365.90 |
10,409.10 |
956.80 |
8.5% |
142.23 |
1.3% |
91% |
True |
False |
|
| 80 |
11,365.90 |
10,409.10 |
956.80 |
8.5% |
149.04 |
1.3% |
91% |
True |
False |
|
| 100 |
11,365.90 |
9,836.12 |
1,529.78 |
13.6% |
150.86 |
1.3% |
95% |
True |
False |
|
| 120 |
11,365.90 |
9,467.67 |
1,898.23 |
16.8% |
149.06 |
1.3% |
96% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,096.48 |
|
2.618 |
11,815.93 |
|
1.618 |
11,644.03 |
|
1.000 |
11,537.80 |
|
0.618 |
11,472.13 |
|
HIGH |
11,365.90 |
|
0.618 |
11,300.23 |
|
0.500 |
11,279.95 |
|
0.382 |
11,259.67 |
|
LOW |
11,194.00 |
|
0.618 |
11,087.77 |
|
1.000 |
11,022.10 |
|
1.618 |
10,915.87 |
|
2.618 |
10,743.97 |
|
4.250 |
10,463.43 |
|
|
| Fisher Pivots for day following 24-Aug-1999 |
| Pivot |
1 day |
3 day |
| R1 |
11,282.18 |
11,243.82 |
| PP |
11,281.07 |
11,204.33 |
| S1 |
11,279.95 |
11,164.85 |
|