| Trading Metrics calculated at close of trading on 12-Jul-2000 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jul-2000 |
12-Jul-2000 |
Change |
Change % |
Previous Week |
| Open |
3,772.20 |
3,744.53 |
-27.67 |
-0.7% |
3,763.79 |
| High |
3,835.02 |
3,909.41 |
74.39 |
1.9% |
3,884.84 |
| Low |
3,720.02 |
3,792.98 |
72.96 |
2.0% |
3,610.27 |
| Close |
3,744.53 |
3,901.12 |
156.59 |
4.2% |
3,841.27 |
| Range |
115.00 |
116.43 |
1.43 |
1.2% |
274.57 |
| ATR |
133.50 |
135.74 |
2.24 |
1.7% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 12-Jul-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,217.13 |
4,175.55 |
3,965.16 |
|
| R3 |
4,100.70 |
4,059.12 |
3,933.14 |
|
| R2 |
3,984.27 |
3,984.27 |
3,922.47 |
|
| R1 |
3,942.69 |
3,942.69 |
3,911.79 |
3,963.48 |
| PP |
3,867.84 |
3,867.84 |
3,867.84 |
3,878.23 |
| S1 |
3,826.26 |
3,826.26 |
3,890.45 |
3,847.05 |
| S2 |
3,751.41 |
3,751.41 |
3,879.77 |
|
| S3 |
3,634.98 |
3,709.83 |
3,869.10 |
|
| S4 |
3,518.55 |
3,593.40 |
3,837.08 |
|
|
| 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 |
3,909.41 |
3,610.27 |
299.14 |
7.7% |
118.46 |
3.0% |
97% |
True |
False |
|
| 10 |
3,909.41 |
3,610.27 |
299.14 |
7.7% |
116.37 |
3.0% |
97% |
True |
False |
|
| 20 |
3,990.21 |
3,610.27 |
379.94 |
9.7% |
120.74 |
3.1% |
77% |
False |
False |
|
| 40 |
3,990.21 |
2,897.27 |
1,092.94 |
28.0% |
149.06 |
3.8% |
92% |
False |
False |
|
| 60 |
3,990.21 |
2,897.27 |
1,092.94 |
28.0% |
162.96 |
4.2% |
92% |
False |
False |
|
| 80 |
4,816.35 |
2,897.27 |
1,919.08 |
49.2% |
186.46 |
4.8% |
52% |
False |
False |
|
| 100 |
4,816.35 |
2,897.27 |
1,919.08 |
49.2% |
184.63 |
4.7% |
52% |
False |
False |
|
| 120 |
4,816.35 |
2,897.27 |
1,919.08 |
49.2% |
177.43 |
4.5% |
52% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,404.24 |
|
2.618 |
4,214.22 |
|
1.618 |
4,097.79 |
|
1.000 |
4,025.84 |
|
0.618 |
3,981.36 |
|
HIGH |
3,909.41 |
|
0.618 |
3,864.93 |
|
0.500 |
3,851.20 |
|
0.382 |
3,837.46 |
|
LOW |
3,792.98 |
|
0.618 |
3,721.03 |
|
1.000 |
3,676.55 |
|
1.618 |
3,604.60 |
|
2.618 |
3,488.17 |
|
4.250 |
3,298.15 |
|
|
| Fisher Pivots for day following 12-Jul-2000 |
| Pivot |
1 day |
3 day |
| R1 |
3,884.48 |
3,872.32 |
| PP |
3,867.84 |
3,843.52 |
| S1 |
3,851.20 |
3,814.72 |
|