| Trading Metrics calculated at close of trading on 24-Jul-2000 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jul-2000 |
24-Jul-2000 |
Change |
Change % |
Previous Week |
| Open |
3,992.83 |
3,908.75 |
-84.08 |
-2.1% |
4,041.15 |
| High |
3,992.83 |
3,966.83 |
-26.00 |
-0.7% |
4,089.04 |
| Low |
3,892.25 |
3,787.29 |
-104.96 |
-2.7% |
3,835.12 |
| Close |
3,908.75 |
3,790.62 |
-118.13 |
-3.0% |
3,908.75 |
| Range |
100.58 |
179.54 |
78.96 |
78.5% |
253.92 |
| ATR |
125.83 |
129.67 |
3.84 |
3.0% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 24-Jul-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,386.87 |
4,268.28 |
3,889.37 |
|
| R3 |
4,207.33 |
4,088.74 |
3,839.99 |
|
| R2 |
4,027.79 |
4,027.79 |
3,823.54 |
|
| R1 |
3,909.20 |
3,909.20 |
3,807.08 |
3,878.73 |
| PP |
3,848.25 |
3,848.25 |
3,848.25 |
3,833.01 |
| S1 |
3,729.66 |
3,729.66 |
3,774.16 |
3,699.19 |
| S2 |
3,668.71 |
3,668.71 |
3,757.70 |
|
| S3 |
3,489.17 |
3,550.12 |
3,741.25 |
|
| S4 |
3,309.63 |
3,370.58 |
3,691.87 |
|
|
| Weekly Pivots for week ending 21-Jul-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,706.06 |
4,561.33 |
4,048.41 |
|
| R3 |
4,452.14 |
4,307.41 |
3,978.58 |
|
| R2 |
4,198.22 |
4,198.22 |
3,955.30 |
|
| R1 |
4,053.49 |
4,053.49 |
3,932.03 |
3,998.90 |
| PP |
3,944.30 |
3,944.30 |
3,944.30 |
3,917.01 |
| S1 |
3,799.57 |
3,799.57 |
3,885.47 |
3,744.98 |
| S2 |
3,690.38 |
3,690.38 |
3,862.20 |
|
| S3 |
3,436.46 |
3,545.65 |
3,838.92 |
|
| S4 |
3,182.54 |
3,291.73 |
3,769.09 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4,060.31 |
3,787.29 |
273.02 |
7.2% |
134.30 |
3.5% |
1% |
False |
True |
|
| 10 |
4,089.04 |
3,720.02 |
369.02 |
9.7% |
116.52 |
3.1% |
19% |
False |
False |
|
| 20 |
4,089.04 |
3,610.27 |
478.77 |
12.6% |
114.80 |
3.0% |
38% |
False |
False |
|
| 40 |
4,089.04 |
3,033.50 |
1,055.54 |
27.8% |
133.09 |
3.5% |
72% |
False |
False |
|
| 60 |
4,089.04 |
2,897.27 |
1,191.77 |
31.4% |
145.72 |
3.8% |
75% |
False |
False |
|
| 80 |
4,491.08 |
2,897.27 |
1,593.81 |
42.0% |
179.62 |
4.7% |
56% |
False |
False |
|
| 100 |
4,816.35 |
2,897.27 |
1,919.08 |
50.6% |
181.89 |
4.8% |
47% |
False |
False |
|
| 120 |
4,816.35 |
2,897.27 |
1,919.08 |
50.6% |
173.41 |
4.6% |
47% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,729.88 |
|
2.618 |
4,436.87 |
|
1.618 |
4,257.33 |
|
1.000 |
4,146.37 |
|
0.618 |
4,077.79 |
|
HIGH |
3,966.83 |
|
0.618 |
3,898.25 |
|
0.500 |
3,877.06 |
|
0.382 |
3,855.87 |
|
LOW |
3,787.29 |
|
0.618 |
3,676.33 |
|
1.000 |
3,607.75 |
|
1.618 |
3,496.79 |
|
2.618 |
3,317.25 |
|
4.250 |
3,024.25 |
|
|
| Fisher Pivots for day following 24-Jul-2000 |
| Pivot |
1 day |
3 day |
| R1 |
3,877.06 |
3,893.18 |
| PP |
3,848.25 |
3,858.99 |
| S1 |
3,819.43 |
3,824.81 |
|