| Trading Metrics calculated at close of trading on 17-Jul-2000 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jul-2000 |
17-Jul-2000 |
Change |
Change % |
Previous Week |
| Open |
3,962.82 |
4,041.15 |
78.33 |
2.0% |
3,841.51 |
| High |
4,051.90 |
4,089.04 |
37.14 |
0.9% |
4,051.90 |
| Low |
3,962.68 |
4,007.62 |
44.94 |
1.1% |
3,720.02 |
| Close |
4,041.15 |
4,061.88 |
20.73 |
0.5% |
4,041.15 |
| Range |
89.22 |
81.42 |
-7.80 |
-8.7% |
331.88 |
| ATR |
129.92 |
126.46 |
-3.46 |
-2.7% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 17-Jul-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,297.11 |
4,260.91 |
4,106.66 |
|
| R3 |
4,215.69 |
4,179.49 |
4,084.27 |
|
| R2 |
4,134.27 |
4,134.27 |
4,076.81 |
|
| R1 |
4,098.07 |
4,098.07 |
4,069.34 |
4,116.17 |
| PP |
4,052.85 |
4,052.85 |
4,052.85 |
4,061.90 |
| S1 |
4,016.65 |
4,016.65 |
4,054.42 |
4,034.75 |
| S2 |
3,971.43 |
3,971.43 |
4,046.95 |
|
| S3 |
3,890.01 |
3,935.23 |
4,039.49 |
|
| S4 |
3,808.59 |
3,853.81 |
4,017.10 |
|
|
| Weekly Pivots for week ending 14-Jul-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,933.33 |
4,819.12 |
4,223.68 |
|
| R3 |
4,601.45 |
4,487.24 |
4,132.42 |
|
| R2 |
4,269.57 |
4,269.57 |
4,101.99 |
|
| R1 |
4,155.36 |
4,155.36 |
4,071.57 |
4,212.47 |
| PP |
3,937.69 |
3,937.69 |
3,937.69 |
3,966.24 |
| S1 |
3,823.48 |
3,823.48 |
4,010.73 |
3,880.59 |
| S2 |
3,605.81 |
3,605.81 |
3,980.31 |
|
| S3 |
3,273.93 |
3,491.60 |
3,949.88 |
|
| S4 |
2,942.05 |
3,159.72 |
3,858.62 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4,089.04 |
3,720.02 |
369.02 |
9.1% |
98.74 |
2.4% |
93% |
True |
False |
|
| 10 |
4,089.04 |
3,610.27 |
478.77 |
11.8% |
108.00 |
2.7% |
94% |
True |
False |
|
| 20 |
4,089.04 |
3,610.27 |
478.77 |
11.8% |
117.63 |
2.9% |
94% |
True |
False |
|
| 40 |
4,089.04 |
2,897.27 |
1,191.77 |
29.3% |
145.88 |
3.6% |
98% |
True |
False |
|
| 60 |
4,089.04 |
2,897.27 |
1,191.77 |
29.3% |
153.94 |
3.8% |
98% |
True |
False |
|
| 80 |
4,816.35 |
2,897.27 |
1,919.08 |
47.2% |
181.18 |
4.5% |
61% |
False |
False |
|
| 100 |
4,816.35 |
2,897.27 |
1,919.08 |
47.2% |
181.72 |
4.5% |
61% |
False |
False |
|
| 120 |
4,816.35 |
2,897.27 |
1,919.08 |
47.2% |
175.47 |
4.3% |
61% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,435.08 |
|
2.618 |
4,302.20 |
|
1.618 |
4,220.78 |
|
1.000 |
4,170.46 |
|
0.618 |
4,139.36 |
|
HIGH |
4,089.04 |
|
0.618 |
4,057.94 |
|
0.500 |
4,048.33 |
|
0.382 |
4,038.72 |
|
LOW |
4,007.62 |
|
0.618 |
3,957.30 |
|
1.000 |
3,926.20 |
|
1.618 |
3,875.88 |
|
2.618 |
3,794.46 |
|
4.250 |
3,661.59 |
|
|
| Fisher Pivots for day following 17-Jul-2000 |
| Pivot |
1 day |
3 day |
| R1 |
4,057.36 |
4,039.47 |
| PP |
4,052.85 |
4,017.05 |
| S1 |
4,048.33 |
3,994.64 |
|