| Trading Metrics calculated at close of trading on 11-Jul-2000 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jul-2000 |
11-Jul-2000 |
Change |
Change % |
Previous Week |
| Open |
3,841.51 |
3,772.20 |
-69.31 |
-1.8% |
3,763.79 |
| High |
3,841.51 |
3,835.02 |
-6.49 |
-0.2% |
3,884.84 |
| Low |
3,767.56 |
3,720.02 |
-47.54 |
-1.3% |
3,610.27 |
| Close |
3,772.20 |
3,744.53 |
-27.67 |
-0.7% |
3,841.27 |
| Range |
73.95 |
115.00 |
41.05 |
55.5% |
274.57 |
| ATR |
134.92 |
133.50 |
-1.42 |
-1.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 11-Jul-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,111.52 |
4,043.03 |
3,807.78 |
|
| R3 |
3,996.52 |
3,928.03 |
3,776.16 |
|
| R2 |
3,881.52 |
3,881.52 |
3,765.61 |
|
| R1 |
3,813.03 |
3,813.03 |
3,755.07 |
3,789.78 |
| PP |
3,766.52 |
3,766.52 |
3,766.52 |
3,754.90 |
| S1 |
3,698.03 |
3,698.03 |
3,733.99 |
3,674.78 |
| S2 |
3,651.52 |
3,651.52 |
3,723.45 |
|
| S3 |
3,536.52 |
3,583.03 |
3,712.91 |
|
| S4 |
3,421.52 |
3,468.03 |
3,681.28 |
|
|
| 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 |
7.3% |
126.87 |
3.4% |
49% |
False |
False |
|
| 10 |
3,884.84 |
3,610.27 |
274.57 |
7.3% |
115.37 |
3.1% |
49% |
False |
False |
|
| 20 |
3,990.21 |
3,582.52 |
407.69 |
10.9% |
124.12 |
3.3% |
40% |
False |
False |
|
| 40 |
3,990.21 |
2,897.27 |
1,092.94 |
29.2% |
151.10 |
4.0% |
78% |
False |
False |
|
| 60 |
3,990.21 |
2,897.27 |
1,092.94 |
29.2% |
167.66 |
4.5% |
78% |
False |
False |
|
| 80 |
4,816.35 |
2,897.27 |
1,919.08 |
51.3% |
186.43 |
5.0% |
44% |
False |
False |
|
| 100 |
4,816.35 |
2,897.27 |
1,919.08 |
51.3% |
184.80 |
4.9% |
44% |
False |
False |
|
| 120 |
4,816.35 |
2,897.27 |
1,919.08 |
51.3% |
177.25 |
4.7% |
44% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,323.77 |
|
2.618 |
4,136.09 |
|
1.618 |
4,021.09 |
|
1.000 |
3,950.02 |
|
0.618 |
3,906.09 |
|
HIGH |
3,835.02 |
|
0.618 |
3,791.09 |
|
0.500 |
3,777.52 |
|
0.382 |
3,763.95 |
|
LOW |
3,720.02 |
|
0.618 |
3,648.95 |
|
1.000 |
3,605.02 |
|
1.618 |
3,533.95 |
|
2.618 |
3,418.95 |
|
4.250 |
3,231.27 |
|
|
| Fisher Pivots for day following 11-Jul-2000 |
| Pivot |
1 day |
3 day |
| R1 |
3,777.52 |
3,802.43 |
| PP |
3,766.52 |
3,783.13 |
| S1 |
3,755.53 |
3,763.83 |
|