| Trading Metrics calculated at close of trading on 07-Jul-2000 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jul-2000 |
07-Jul-2000 |
Change |
Change % |
Previous Week |
| Open |
3,648.13 |
3,793.48 |
145.35 |
4.0% |
3,763.79 |
| High |
3,793.90 |
3,884.84 |
90.94 |
2.4% |
3,884.84 |
| Low |
3,610.27 |
3,781.56 |
171.29 |
4.7% |
3,610.27 |
| Close |
3,793.48 |
3,841.27 |
47.79 |
1.3% |
3,841.27 |
| Range |
183.63 |
103.28 |
-80.35 |
-43.8% |
274.57 |
| ATR |
142.40 |
139.61 |
-2.79 |
-2.0% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 07-Jul-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,145.73 |
4,096.78 |
3,898.07 |
|
| R3 |
4,042.45 |
3,993.50 |
3,869.67 |
|
| R2 |
3,939.17 |
3,939.17 |
3,860.20 |
|
| R1 |
3,890.22 |
3,890.22 |
3,850.74 |
3,914.70 |
| PP |
3,835.89 |
3,835.89 |
3,835.89 |
3,848.13 |
| S1 |
3,786.94 |
3,786.94 |
3,831.80 |
3,811.42 |
| S2 |
3,732.61 |
3,732.61 |
3,822.34 |
|
| S3 |
3,629.33 |
3,683.66 |
3,812.87 |
|
| S4 |
3,526.05 |
3,580.38 |
3,784.47 |
|
|
| Weekly Pivots for week ending 07-Jul-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,602.50 |
4,496.46 |
3,992.28 |
|
| R3 |
4,327.93 |
4,221.89 |
3,916.78 |
|
| R2 |
4,053.36 |
4,053.36 |
3,891.61 |
|
| R1 |
3,947.32 |
3,947.32 |
3,866.44 |
4,000.34 |
| PP |
3,778.79 |
3,778.79 |
3,778.79 |
3,805.31 |
| S1 |
3,672.75 |
3,672.75 |
3,816.10 |
3,725.77 |
| S2 |
3,504.22 |
3,504.22 |
3,790.93 |
|
| S3 |
3,229.65 |
3,398.18 |
3,765.76 |
|
| S4 |
2,955.08 |
3,123.61 |
3,690.26 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,884.84 |
3,610.27 |
274.57 |
7.1% |
122.23 |
3.2% |
84% |
True |
False |
|
| 10 |
3,884.84 |
3,610.27 |
274.57 |
7.1% |
120.94 |
3.1% |
84% |
True |
False |
|
| 20 |
3,990.21 |
3,582.52 |
407.69 |
10.6% |
125.63 |
3.3% |
63% |
False |
False |
|
| 40 |
3,990.21 |
2,897.27 |
1,092.94 |
28.5% |
153.05 |
4.0% |
86% |
False |
False |
|
| 60 |
3,990.21 |
2,897.27 |
1,092.94 |
28.5% |
174.35 |
4.5% |
86% |
False |
False |
|
| 80 |
4,816.35 |
2,897.27 |
1,919.08 |
50.0% |
190.96 |
5.0% |
49% |
False |
False |
|
| 100 |
4,816.35 |
2,897.27 |
1,919.08 |
50.0% |
185.48 |
4.8% |
49% |
False |
False |
|
| 120 |
4,816.35 |
2,897.27 |
1,919.08 |
50.0% |
177.39 |
4.6% |
49% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,323.78 |
|
2.618 |
4,155.23 |
|
1.618 |
4,051.95 |
|
1.000 |
3,988.12 |
|
0.618 |
3,948.67 |
|
HIGH |
3,884.84 |
|
0.618 |
3,845.39 |
|
0.500 |
3,833.20 |
|
0.382 |
3,821.01 |
|
LOW |
3,781.56 |
|
0.618 |
3,717.73 |
|
1.000 |
3,678.28 |
|
1.618 |
3,614.45 |
|
2.618 |
3,511.17 |
|
4.250 |
3,342.62 |
|
|
| Fisher Pivots for day following 07-Jul-2000 |
| Pivot |
1 day |
3 day |
| R1 |
3,838.58 |
3,810.03 |
| PP |
3,835.89 |
3,778.79 |
| S1 |
3,833.20 |
3,747.56 |
|