| Trading Metrics calculated at close of trading on 27-Jul-2000 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jul-2000 |
27-Jul-2000 |
Change |
Change % |
Previous Week |
| Open |
3,865.33 |
3,816.49 |
-48.84 |
-1.3% |
4,041.15 |
| High |
3,865.33 |
3,816.49 |
-48.84 |
-1.3% |
4,089.04 |
| Low |
3,741.84 |
3,680.78 |
-61.06 |
-1.6% |
3,835.12 |
| Close |
3,818.28 |
3,681.63 |
-136.65 |
-3.6% |
3,908.75 |
| Range |
123.49 |
135.71 |
12.22 |
9.9% |
253.92 |
| ATR |
127.90 |
128.59 |
0.69 |
0.5% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 27-Jul-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,133.43 |
4,043.24 |
3,756.27 |
|
| R3 |
3,997.72 |
3,907.53 |
3,718.95 |
|
| R2 |
3,862.01 |
3,862.01 |
3,706.51 |
|
| R1 |
3,771.82 |
3,771.82 |
3,694.07 |
3,749.06 |
| PP |
3,726.30 |
3,726.30 |
3,726.30 |
3,714.92 |
| S1 |
3,636.11 |
3,636.11 |
3,669.19 |
3,613.35 |
| S2 |
3,590.59 |
3,590.59 |
3,656.75 |
|
| S3 |
3,454.88 |
3,500.40 |
3,644.31 |
|
| S4 |
3,319.17 |
3,364.69 |
3,606.99 |
|
|
| 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 |
3,992.83 |
3,680.78 |
312.05 |
8.5% |
129.79 |
3.5% |
0% |
False |
True |
|
| 10 |
4,089.04 |
3,680.78 |
408.26 |
11.1% |
121.10 |
3.3% |
0% |
False |
True |
|
| 20 |
4,089.04 |
3,610.27 |
478.77 |
13.0% |
117.50 |
3.2% |
15% |
False |
False |
|
| 40 |
4,089.04 |
3,331.80 |
757.24 |
20.6% |
127.62 |
3.5% |
46% |
False |
False |
|
| 60 |
4,089.04 |
2,897.27 |
1,191.77 |
32.4% |
145.41 |
3.9% |
66% |
False |
False |
|
| 80 |
4,308.62 |
2,897.27 |
1,411.35 |
38.3% |
172.88 |
4.7% |
56% |
False |
False |
|
| 100 |
4,816.35 |
2,897.27 |
1,919.08 |
52.1% |
181.21 |
4.9% |
41% |
False |
False |
|
| 120 |
4,816.35 |
2,897.27 |
1,919.08 |
52.1% |
173.84 |
4.7% |
41% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,393.26 |
|
2.618 |
4,171.78 |
|
1.618 |
4,036.07 |
|
1.000 |
3,952.20 |
|
0.618 |
3,900.36 |
|
HIGH |
3,816.49 |
|
0.618 |
3,764.65 |
|
0.500 |
3,748.64 |
|
0.382 |
3,732.62 |
|
LOW |
3,680.78 |
|
0.618 |
3,596.91 |
|
1.000 |
3,545.07 |
|
1.618 |
3,461.20 |
|
2.618 |
3,325.49 |
|
4.250 |
3,104.01 |
|
|
| Fisher Pivots for day following 27-Jul-2000 |
| Pivot |
1 day |
3 day |
| R1 |
3,748.64 |
3,776.21 |
| PP |
3,726.30 |
3,744.68 |
| S1 |
3,703.97 |
3,713.16 |
|