| Trading Metrics calculated at close of trading on 28-Jul-2000 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-2000 |
28-Jul-2000 |
Change |
Change % |
Previous Week |
| Open |
10,565.30 |
10,620.80 |
55.50 |
0.5% |
10,733.60 |
| High |
10,643.40 |
10,649.10 |
5.70 |
0.1% |
10,778.10 |
| Low |
10,516.80 |
10,464.50 |
-52.30 |
-0.5% |
10,464.50 |
| Close |
10,586.10 |
10,511.20 |
-74.90 |
-0.7% |
10,511.20 |
| Range |
126.60 |
184.60 |
58.00 |
45.8% |
313.60 |
| ATR |
129.63 |
133.56 |
3.93 |
3.0% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 28-Jul-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,095.40 |
10,987.90 |
10,612.73 |
|
| R3 |
10,910.80 |
10,803.30 |
10,561.97 |
|
| R2 |
10,726.20 |
10,726.20 |
10,545.04 |
|
| R1 |
10,618.70 |
10,618.70 |
10,528.12 |
10,580.15 |
| PP |
10,541.60 |
10,541.60 |
10,541.60 |
10,522.33 |
| S1 |
10,434.10 |
10,434.10 |
10,494.28 |
10,395.55 |
| S2 |
10,357.00 |
10,357.00 |
10,477.36 |
|
| S3 |
10,172.40 |
10,249.50 |
10,460.44 |
|
| S4 |
9,987.80 |
10,064.90 |
10,409.67 |
|
|
| Weekly Pivots for week ending 28-Jul-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,525.40 |
11,331.90 |
10,683.68 |
|
| R3 |
11,211.80 |
11,018.30 |
10,597.44 |
|
| R2 |
10,898.20 |
10,898.20 |
10,568.69 |
|
| R1 |
10,704.70 |
10,704.70 |
10,539.95 |
10,644.65 |
| PP |
10,584.60 |
10,584.60 |
10,584.60 |
10,554.58 |
| S1 |
10,391.10 |
10,391.10 |
10,482.45 |
10,331.05 |
| S2 |
10,271.00 |
10,271.00 |
10,453.71 |
|
| S3 |
9,957.40 |
10,077.50 |
10,424.96 |
|
| S4 |
9,643.80 |
9,763.90 |
10,338.72 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
10,778.10 |
10,464.50 |
313.60 |
3.0% |
130.24 |
1.2% |
15% |
False |
True |
|
| 10 |
10,874.60 |
10,464.50 |
410.10 |
3.9% |
125.96 |
1.2% |
11% |
False |
True |
|
| 20 |
10,874.60 |
10,336.20 |
538.40 |
5.1% |
123.45 |
1.2% |
33% |
False |
False |
|
| 40 |
10,874.60 |
10,335.50 |
539.10 |
5.1% |
134.20 |
1.3% |
33% |
False |
False |
|
| 60 |
10,971.20 |
10,258.80 |
712.40 |
6.8% |
148.71 |
1.4% |
35% |
False |
False |
|
| 80 |
11,425.50 |
10,201.50 |
1,224.00 |
11.6% |
172.89 |
1.6% |
25% |
False |
False |
|
| 100 |
11,425.50 |
9,731.81 |
1,693.69 |
16.1% |
191.46 |
1.8% |
46% |
False |
False |
|
| 120 |
11,425.50 |
9,731.81 |
1,693.69 |
16.1% |
197.91 |
1.9% |
46% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,433.65 |
|
2.618 |
11,132.38 |
|
1.618 |
10,947.78 |
|
1.000 |
10,833.70 |
|
0.618 |
10,763.18 |
|
HIGH |
10,649.10 |
|
0.618 |
10,578.58 |
|
0.500 |
10,556.80 |
|
0.382 |
10,535.02 |
|
LOW |
10,464.50 |
|
0.618 |
10,350.42 |
|
1.000 |
10,279.90 |
|
1.618 |
10,165.82 |
|
2.618 |
9,981.22 |
|
4.250 |
9,679.95 |
|
|
| Fisher Pivots for day following 28-Jul-2000 |
| Pivot |
1 day |
3 day |
| R1 |
10,556.80 |
10,578.50 |
| PP |
10,541.60 |
10,556.07 |
| S1 |
10,526.40 |
10,533.63 |
|