| Trading Metrics calculated at close of trading on 23-Aug-2000 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Aug-2000 |
23-Aug-2000 |
Change |
Change % |
Previous Week |
| Open |
3,832.10 |
3,818.06 |
-14.04 |
-0.4% |
3,644.63 |
| High |
3,898.12 |
3,899.96 |
1.84 |
0.0% |
3,868.74 |
| Low |
3,827.30 |
3,760.12 |
-67.18 |
-1.8% |
3,616.71 |
| Close |
3,827.89 |
3,896.92 |
69.03 |
1.8% |
3,807.51 |
| Range |
70.82 |
139.84 |
69.02 |
97.5% |
252.03 |
| ATR |
114.03 |
115.87 |
1.84 |
1.6% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 23-Aug-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,271.85 |
4,224.23 |
3,973.83 |
|
| R3 |
4,132.01 |
4,084.39 |
3,935.38 |
|
| R2 |
3,992.17 |
3,992.17 |
3,922.56 |
|
| R1 |
3,944.55 |
3,944.55 |
3,909.74 |
3,968.36 |
| PP |
3,852.33 |
3,852.33 |
3,852.33 |
3,864.24 |
| S1 |
3,804.71 |
3,804.71 |
3,884.10 |
3,828.52 |
| S2 |
3,712.49 |
3,712.49 |
3,871.28 |
|
| S3 |
3,572.65 |
3,664.87 |
3,858.46 |
|
| S4 |
3,432.81 |
3,525.03 |
3,820.01 |
|
|
| Weekly Pivots for week ending 18-Aug-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,520.41 |
4,415.99 |
3,946.13 |
|
| R3 |
4,268.38 |
4,163.96 |
3,876.82 |
|
| R2 |
4,016.35 |
4,016.35 |
3,853.72 |
|
| R1 |
3,911.93 |
3,911.93 |
3,830.61 |
3,964.14 |
| PP |
3,764.32 |
3,764.32 |
3,764.32 |
3,790.43 |
| S1 |
3,659.90 |
3,659.90 |
3,784.41 |
3,712.11 |
| S2 |
3,512.29 |
3,512.29 |
3,761.30 |
|
| S3 |
3,260.26 |
3,407.87 |
3,738.20 |
|
| S4 |
3,008.23 |
3,155.84 |
3,668.89 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,899.96 |
3,716.67 |
183.29 |
4.7% |
99.20 |
2.5% |
98% |
True |
False |
|
| 10 |
3,899.96 |
3,521.53 |
378.43 |
9.7% |
97.71 |
2.5% |
99% |
True |
False |
|
| 20 |
3,899.96 |
3,341.83 |
558.13 |
14.3% |
123.04 |
3.2% |
99% |
True |
False |
|
| 40 |
4,089.04 |
3,341.83 |
747.21 |
19.2% |
119.78 |
3.1% |
74% |
False |
False |
|
| 60 |
4,089.04 |
3,322.22 |
766.82 |
19.7% |
126.10 |
3.2% |
75% |
False |
False |
|
| 80 |
4,089.04 |
2,897.27 |
1,191.77 |
30.6% |
140.60 |
3.6% |
84% |
False |
False |
|
| 100 |
4,355.70 |
2,897.27 |
1,458.43 |
37.4% |
164.70 |
4.2% |
69% |
False |
False |
|
| 120 |
4,816.35 |
2,897.27 |
1,919.08 |
49.2% |
171.31 |
4.4% |
52% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,494.28 |
|
2.618 |
4,266.06 |
|
1.618 |
4,126.22 |
|
1.000 |
4,039.80 |
|
0.618 |
3,986.38 |
|
HIGH |
3,899.96 |
|
0.618 |
3,846.54 |
|
0.500 |
3,830.04 |
|
0.382 |
3,813.54 |
|
LOW |
3,760.12 |
|
0.618 |
3,673.70 |
|
1.000 |
3,620.28 |
|
1.618 |
3,533.86 |
|
2.618 |
3,394.02 |
|
4.250 |
3,165.80 |
|
|
| Fisher Pivots for day following 23-Aug-2000 |
| Pivot |
1 day |
3 day |
| R1 |
3,874.63 |
3,874.63 |
| PP |
3,852.33 |
3,852.33 |
| S1 |
3,830.04 |
3,830.04 |
|