| Trading Metrics calculated at close of trading on 12-Jul-2000 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jul-2000 |
12-Jul-2000 |
Change |
Change % |
Previous Week |
| Open |
10,647.30 |
10,727.20 |
79.90 |
0.8% |
10,434.80 |
| High |
10,807.50 |
10,834.30 |
26.80 |
0.2% |
10,658.30 |
| Low |
10,626.80 |
10,722.20 |
95.40 |
0.9% |
10,393.10 |
| Close |
10,727.20 |
10,783.80 |
56.60 |
0.5% |
10,636.00 |
| Range |
180.70 |
112.10 |
-68.60 |
-38.0% |
265.20 |
| ATR |
148.80 |
146.18 |
-2.62 |
-1.8% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 12-Jul-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,116.40 |
11,062.20 |
10,845.46 |
|
| R3 |
11,004.30 |
10,950.10 |
10,814.63 |
|
| R2 |
10,892.20 |
10,892.20 |
10,804.35 |
|
| R1 |
10,838.00 |
10,838.00 |
10,794.08 |
10,865.10 |
| PP |
10,780.10 |
10,780.10 |
10,780.10 |
10,793.65 |
| S1 |
10,725.90 |
10,725.90 |
10,773.52 |
10,753.00 |
| S2 |
10,668.00 |
10,668.00 |
10,763.25 |
|
| S3 |
10,555.90 |
10,613.80 |
10,752.97 |
|
| S4 |
10,443.80 |
10,501.70 |
10,722.15 |
|
|
| Weekly Pivots for week ending 07-Jul-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,358.07 |
11,262.23 |
10,781.86 |
|
| R3 |
11,092.87 |
10,997.03 |
10,708.93 |
|
| R2 |
10,827.67 |
10,827.67 |
10,684.62 |
|
| R1 |
10,731.83 |
10,731.83 |
10,660.31 |
10,779.75 |
| PP |
10,562.47 |
10,562.47 |
10,562.47 |
10,586.43 |
| S1 |
10,466.63 |
10,466.63 |
10,611.69 |
10,514.55 |
| S2 |
10,297.27 |
10,297.27 |
10,587.38 |
|
| S3 |
10,032.07 |
10,201.43 |
10,563.07 |
|
| S4 |
9,766.87 |
9,936.23 |
10,490.14 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
10,834.30 |
10,393.10 |
441.20 |
4.1% |
140.16 |
1.3% |
89% |
True |
False |
|
| 10 |
10,834.30 |
10,336.20 |
498.10 |
4.6% |
134.42 |
1.2% |
90% |
True |
False |
|
| 20 |
10,834.30 |
10,335.50 |
498.80 |
4.6% |
139.30 |
1.3% |
90% |
True |
False |
|
| 40 |
10,971.20 |
10,258.80 |
712.40 |
6.6% |
153.36 |
1.4% |
74% |
False |
False |
|
| 60 |
11,141.90 |
10,232.50 |
909.40 |
8.4% |
170.15 |
1.6% |
61% |
False |
False |
|
| 80 |
11,425.50 |
10,201.50 |
1,224.00 |
11.4% |
193.89 |
1.8% |
48% |
False |
False |
|
| 100 |
11,425.50 |
9,731.81 |
1,693.69 |
15.7% |
207.80 |
1.9% |
62% |
False |
False |
|
| 120 |
11,425.50 |
9,731.81 |
1,693.69 |
15.7% |
207.37 |
1.9% |
62% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,310.73 |
|
2.618 |
11,127.78 |
|
1.618 |
11,015.68 |
|
1.000 |
10,946.40 |
|
0.618 |
10,903.58 |
|
HIGH |
10,834.30 |
|
0.618 |
10,791.48 |
|
0.500 |
10,778.25 |
|
0.382 |
10,765.02 |
|
LOW |
10,722.20 |
|
0.618 |
10,652.92 |
|
1.000 |
10,610.10 |
|
1.618 |
10,540.82 |
|
2.618 |
10,428.72 |
|
4.250 |
10,245.78 |
|
|
| Fisher Pivots for day following 12-Jul-2000 |
| Pivot |
1 day |
3 day |
| R1 |
10,781.95 |
10,762.40 |
| PP |
10,780.10 |
10,741.00 |
| S1 |
10,778.25 |
10,719.60 |
|