| Trading Metrics calculated at close of trading on 09-Aug-2000 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Aug-2000 |
09-Aug-2000 |
Change |
Change % |
Previous Week |
| Open |
3,708.95 |
3,708.63 |
-0.32 |
0.0% |
3,477.31 |
| High |
3,741.51 |
3,780.43 |
38.92 |
1.0% |
3,715.57 |
| Low |
3,671.75 |
3,691.70 |
19.95 |
0.5% |
3,341.83 |
| Close |
3,686.37 |
3,693.04 |
6.67 |
0.2% |
3,618.63 |
| Range |
69.76 |
88.73 |
18.97 |
27.2% |
373.74 |
| ATR |
138.58 |
135.40 |
-3.18 |
-2.3% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 09-Aug-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,987.91 |
3,929.21 |
3,741.84 |
|
| R3 |
3,899.18 |
3,840.48 |
3,717.44 |
|
| R2 |
3,810.45 |
3,810.45 |
3,709.31 |
|
| R1 |
3,751.75 |
3,751.75 |
3,701.17 |
3,736.74 |
| PP |
3,721.72 |
3,721.72 |
3,721.72 |
3,714.22 |
| S1 |
3,663.02 |
3,663.02 |
3,684.91 |
3,648.01 |
| S2 |
3,632.99 |
3,632.99 |
3,676.77 |
|
| S3 |
3,544.26 |
3,574.29 |
3,668.64 |
|
| S4 |
3,455.53 |
3,485.56 |
3,644.24 |
|
|
| Weekly Pivots for week ending 04-Aug-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,679.90 |
4,523.00 |
3,824.19 |
|
| R3 |
4,306.16 |
4,149.26 |
3,721.41 |
|
| R2 |
3,932.42 |
3,932.42 |
3,687.15 |
|
| R1 |
3,775.52 |
3,775.52 |
3,652.89 |
3,853.97 |
| PP |
3,558.68 |
3,558.68 |
3,558.68 |
3,597.90 |
| S1 |
3,401.78 |
3,401.78 |
3,584.37 |
3,480.23 |
| S2 |
3,184.94 |
3,184.94 |
3,550.11 |
|
| S3 |
2,811.20 |
3,028.04 |
3,515.85 |
|
| S4 |
2,437.46 |
2,654.30 |
3,413.07 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,780.43 |
3,341.83 |
438.60 |
11.9% |
137.80 |
3.7% |
80% |
True |
False |
|
| 10 |
3,816.49 |
3,341.83 |
474.66 |
12.9% |
148.36 |
4.0% |
74% |
False |
False |
|
| 20 |
4,089.04 |
3,341.83 |
747.21 |
20.2% |
132.53 |
3.6% |
47% |
False |
False |
|
| 40 |
4,089.04 |
3,341.83 |
747.21 |
20.2% |
126.63 |
3.4% |
47% |
False |
False |
|
| 60 |
4,089.04 |
2,897.27 |
1,191.77 |
32.3% |
143.55 |
3.9% |
67% |
False |
False |
|
| 80 |
4,089.04 |
2,897.27 |
1,191.77 |
32.3% |
155.35 |
4.2% |
67% |
False |
False |
|
| 100 |
4,816.35 |
2,897.27 |
1,919.08 |
52.0% |
175.67 |
4.8% |
41% |
False |
False |
|
| 120 |
4,816.35 |
2,897.27 |
1,919.08 |
52.0% |
175.95 |
4.8% |
41% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,157.53 |
|
2.618 |
4,012.73 |
|
1.618 |
3,924.00 |
|
1.000 |
3,869.16 |
|
0.618 |
3,835.27 |
|
HIGH |
3,780.43 |
|
0.618 |
3,746.54 |
|
0.500 |
3,736.07 |
|
0.382 |
3,725.59 |
|
LOW |
3,691.70 |
|
0.618 |
3,636.86 |
|
1.000 |
3,602.97 |
|
1.618 |
3,548.13 |
|
2.618 |
3,459.40 |
|
4.250 |
3,314.60 |
|
|
| Fisher Pivots for day following 09-Aug-2000 |
| Pivot |
1 day |
3 day |
| R1 |
3,736.07 |
3,699.53 |
| PP |
3,721.72 |
3,697.37 |
| S1 |
3,707.38 |
3,695.20 |
|