| Trading Metrics calculated at close of trading on 13-Jul-2000 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jul-2000 |
13-Jul-2000 |
Change |
Change % |
Previous Week |
| Open |
3,744.53 |
3,901.12 |
156.59 |
4.2% |
3,763.79 |
| High |
3,909.41 |
3,991.87 |
82.46 |
2.1% |
3,884.84 |
| Low |
3,792.98 |
3,900.23 |
107.25 |
2.8% |
3,610.27 |
| Close |
3,901.12 |
3,956.67 |
55.55 |
1.4% |
3,841.27 |
| Range |
116.43 |
91.64 |
-24.79 |
-21.3% |
274.57 |
| ATR |
135.74 |
132.59 |
-3.15 |
-2.3% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 13-Jul-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,224.51 |
4,182.23 |
4,007.07 |
|
| R3 |
4,132.87 |
4,090.59 |
3,981.87 |
|
| R2 |
4,041.23 |
4,041.23 |
3,973.47 |
|
| R1 |
3,998.95 |
3,998.95 |
3,965.07 |
4,020.09 |
| PP |
3,949.59 |
3,949.59 |
3,949.59 |
3,960.16 |
| S1 |
3,907.31 |
3,907.31 |
3,948.27 |
3,928.45 |
| S2 |
3,857.95 |
3,857.95 |
3,939.87 |
|
| S3 |
3,766.31 |
3,815.67 |
3,931.47 |
|
| S4 |
3,674.67 |
3,724.03 |
3,906.27 |
|
|
| 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 |
3,991.87 |
3,720.02 |
271.85 |
6.9% |
100.06 |
2.5% |
87% |
True |
False |
|
| 10 |
3,991.87 |
3,610.27 |
381.60 |
9.6% |
113.90 |
2.9% |
91% |
True |
False |
|
| 20 |
3,991.87 |
3,610.27 |
381.60 |
9.6% |
119.17 |
3.0% |
91% |
True |
False |
|
| 40 |
3,991.87 |
2,897.27 |
1,094.60 |
27.7% |
148.04 |
3.7% |
97% |
True |
False |
|
| 60 |
3,991.87 |
2,897.27 |
1,094.60 |
27.7% |
157.44 |
4.0% |
97% |
True |
False |
|
| 80 |
4,816.35 |
2,897.27 |
1,919.08 |
48.5% |
185.11 |
4.7% |
55% |
False |
False |
|
| 100 |
4,816.35 |
2,897.27 |
1,919.08 |
48.5% |
183.79 |
4.6% |
55% |
False |
False |
|
| 120 |
4,816.35 |
2,897.27 |
1,919.08 |
48.5% |
177.49 |
4.5% |
55% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,381.34 |
|
2.618 |
4,231.78 |
|
1.618 |
4,140.14 |
|
1.000 |
4,083.51 |
|
0.618 |
4,048.50 |
|
HIGH |
3,991.87 |
|
0.618 |
3,956.86 |
|
0.500 |
3,946.05 |
|
0.382 |
3,935.24 |
|
LOW |
3,900.23 |
|
0.618 |
3,843.60 |
|
1.000 |
3,808.59 |
|
1.618 |
3,751.96 |
|
2.618 |
3,660.32 |
|
4.250 |
3,510.76 |
|
|
| Fisher Pivots for day following 13-Jul-2000 |
| Pivot |
1 day |
3 day |
| R1 |
3,953.13 |
3,923.10 |
| PP |
3,949.59 |
3,889.52 |
| S1 |
3,946.05 |
3,855.95 |
|