| Trading Metrics calculated at close of trading on 26-Jul-2000 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jul-2000 |
26-Jul-2000 |
Change |
Change % |
Previous Week |
| Open |
10,726.80 |
10,671.00 |
-55.80 |
-0.5% |
10,812.80 |
| High |
10,744.50 |
10,692.50 |
-52.00 |
-0.5% |
10,874.60 |
| Low |
10,680.20 |
10,516.50 |
-163.70 |
-1.5% |
10,685.50 |
| Close |
10,700.00 |
10,516.50 |
-183.50 |
-1.7% |
10,733.60 |
| Range |
64.30 |
176.00 |
111.70 |
173.7% |
189.10 |
| ATR |
125.71 |
129.84 |
4.13 |
3.3% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 26-Jul-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,103.17 |
10,985.83 |
10,613.30 |
|
| R3 |
10,927.17 |
10,809.83 |
10,564.90 |
|
| R2 |
10,751.17 |
10,751.17 |
10,548.77 |
|
| R1 |
10,633.83 |
10,633.83 |
10,532.63 |
10,604.50 |
| PP |
10,575.17 |
10,575.17 |
10,575.17 |
10,560.50 |
| S1 |
10,457.83 |
10,457.83 |
10,500.37 |
10,428.50 |
| S2 |
10,399.17 |
10,399.17 |
10,484.23 |
|
| S3 |
10,223.17 |
10,281.83 |
10,468.10 |
|
| S4 |
10,047.17 |
10,105.83 |
10,419.70 |
|
|
| Weekly Pivots for week ending 21-Jul-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,331.87 |
11,221.83 |
10,837.61 |
|
| R3 |
11,142.77 |
11,032.73 |
10,785.60 |
|
| R2 |
10,953.67 |
10,953.67 |
10,768.27 |
|
| R1 |
10,843.63 |
10,843.63 |
10,750.93 |
10,804.10 |
| PP |
10,764.57 |
10,764.57 |
10,764.57 |
10,744.80 |
| S1 |
10,654.53 |
10,654.53 |
10,716.27 |
10,615.00 |
| S2 |
10,575.47 |
10,575.47 |
10,698.93 |
|
| S3 |
10,386.37 |
10,465.43 |
10,681.60 |
|
| S4 |
10,197.27 |
10,276.33 |
10,629.60 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
10,874.60 |
10,516.50 |
358.10 |
3.4% |
129.88 |
1.2% |
0% |
False |
True |
|
| 10 |
10,874.60 |
10,516.50 |
358.10 |
3.4% |
109.20 |
1.0% |
0% |
False |
True |
|
| 20 |
10,874.60 |
10,336.20 |
538.40 |
5.1% |
121.81 |
1.2% |
33% |
False |
False |
|
| 40 |
10,874.60 |
10,335.50 |
539.10 |
5.1% |
133.14 |
1.3% |
34% |
False |
False |
|
| 60 |
10,971.20 |
10,258.80 |
712.40 |
6.8% |
150.97 |
1.4% |
36% |
False |
False |
|
| 80 |
11,425.50 |
10,201.50 |
1,224.00 |
11.6% |
182.27 |
1.7% |
26% |
False |
False |
|
| 100 |
11,425.50 |
9,731.81 |
1,693.69 |
16.1% |
195.74 |
1.9% |
46% |
False |
False |
|
| 120 |
11,425.50 |
9,731.81 |
1,693.69 |
16.1% |
197.58 |
1.9% |
46% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,440.50 |
|
2.618 |
11,153.27 |
|
1.618 |
10,977.27 |
|
1.000 |
10,868.50 |
|
0.618 |
10,801.27 |
|
HIGH |
10,692.50 |
|
0.618 |
10,625.27 |
|
0.500 |
10,604.50 |
|
0.382 |
10,583.73 |
|
LOW |
10,516.50 |
|
0.618 |
10,407.73 |
|
1.000 |
10,340.50 |
|
1.618 |
10,231.73 |
|
2.618 |
10,055.73 |
|
4.250 |
9,768.50 |
|
|
| Fisher Pivots for day following 26-Jul-2000 |
| Pivot |
1 day |
3 day |
| R1 |
10,604.50 |
10,647.30 |
| PP |
10,575.17 |
10,603.70 |
| S1 |
10,545.83 |
10,560.10 |
|