| Trading Metrics calculated at close of trading on 17-Aug-2000 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Aug-2000 |
17-Aug-2000 |
Change |
Change % |
Previous Week |
| Open |
3,722.62 |
3,721.25 |
-1.37 |
0.0% |
3,618.63 |
| High |
3,791.22 |
3,839.76 |
48.54 |
1.3% |
3,780.43 |
| Low |
3,704.51 |
3,716.67 |
12.16 |
0.3% |
3,521.53 |
| Close |
3,721.25 |
3,830.59 |
109.34 |
2.9% |
3,644.61 |
| Range |
86.71 |
123.09 |
36.38 |
42.0% |
258.90 |
| ATR |
123.06 |
123.07 |
0.00 |
0.0% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 17-Aug-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,164.94 |
4,120.86 |
3,898.29 |
|
| R3 |
4,041.85 |
3,997.77 |
3,864.44 |
|
| R2 |
3,918.76 |
3,918.76 |
3,853.16 |
|
| R1 |
3,874.68 |
3,874.68 |
3,841.87 |
3,896.72 |
| PP |
3,795.67 |
3,795.67 |
3,795.67 |
3,806.70 |
| S1 |
3,751.59 |
3,751.59 |
3,819.31 |
3,773.63 |
| S2 |
3,672.58 |
3,672.58 |
3,808.02 |
|
| S3 |
3,549.49 |
3,628.50 |
3,796.74 |
|
| S4 |
3,426.40 |
3,505.41 |
3,762.89 |
|
|
| Weekly Pivots for week ending 11-Aug-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,425.56 |
4,293.98 |
3,787.01 |
|
| R3 |
4,166.66 |
4,035.08 |
3,715.81 |
|
| R2 |
3,907.76 |
3,907.76 |
3,692.08 |
|
| R1 |
3,776.18 |
3,776.18 |
3,668.34 |
3,841.97 |
| PP |
3,648.86 |
3,648.86 |
3,648.86 |
3,681.75 |
| S1 |
3,517.28 |
3,517.28 |
3,620.88 |
3,583.07 |
| S2 |
3,389.96 |
3,389.96 |
3,597.15 |
|
| S3 |
3,131.06 |
3,258.38 |
3,573.41 |
|
| S4 |
2,872.16 |
2,999.48 |
3,502.22 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,839.76 |
3,521.53 |
318.23 |
8.3% |
101.69 |
2.7% |
97% |
True |
False |
|
| 10 |
3,839.76 |
3,521.53 |
318.23 |
8.3% |
100.94 |
2.6% |
97% |
True |
False |
|
| 20 |
3,992.83 |
3,341.83 |
651.00 |
17.0% |
130.06 |
3.4% |
75% |
False |
False |
|
| 40 |
4,089.04 |
3,341.83 |
747.21 |
19.5% |
123.36 |
3.2% |
65% |
False |
False |
|
| 60 |
4,089.04 |
2,897.27 |
1,191.77 |
31.1% |
135.75 |
3.5% |
78% |
False |
False |
|
| 80 |
4,089.04 |
2,897.27 |
1,191.77 |
31.1% |
144.39 |
3.8% |
78% |
False |
False |
|
| 100 |
4,714.35 |
2,897.27 |
1,817.08 |
47.4% |
170.29 |
4.4% |
51% |
False |
False |
|
| 120 |
4,816.35 |
2,897.27 |
1,919.08 |
50.1% |
172.35 |
4.5% |
49% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,362.89 |
|
2.618 |
4,162.01 |
|
1.618 |
4,038.92 |
|
1.000 |
3,962.85 |
|
0.618 |
3,915.83 |
|
HIGH |
3,839.76 |
|
0.618 |
3,792.74 |
|
0.500 |
3,778.22 |
|
0.382 |
3,763.69 |
|
LOW |
3,716.67 |
|
0.618 |
3,640.60 |
|
1.000 |
3,593.58 |
|
1.618 |
3,517.51 |
|
2.618 |
3,394.42 |
|
4.250 |
3,193.54 |
|
|
| Fisher Pivots for day following 17-Aug-2000 |
| Pivot |
1 day |
3 day |
| R1 |
3,813.13 |
3,808.90 |
| PP |
3,795.67 |
3,787.21 |
| S1 |
3,778.22 |
3,765.52 |
|