Trading Metrics calculated at close of trading on 01-Aug-2000 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jul-2000 |
01-Aug-2000 |
Change |
Change % |
Previous Week |
Open |
10,534.80 |
10,522.00 |
-12.80 |
-0.1% |
10,733.60 |
High |
10,603.30 |
10,626.90 |
23.60 |
0.2% |
10,778.10 |
Low |
10,497.80 |
10,516.80 |
19.00 |
0.2% |
10,464.50 |
Close |
10,522.00 |
10,607.00 |
85.00 |
0.8% |
10,511.20 |
Range |
105.50 |
110.10 |
4.60 |
4.4% |
313.60 |
ATR |
131.55 |
130.02 |
-1.53 |
-1.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 01-Aug-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,913.87 |
10,870.53 |
10,667.56 |
|
R3 |
10,803.77 |
10,760.43 |
10,637.28 |
|
R2 |
10,693.67 |
10,693.67 |
10,627.19 |
|
R1 |
10,650.33 |
10,650.33 |
10,617.09 |
10,672.00 |
PP |
10,583.57 |
10,583.57 |
10,583.57 |
10,594.40 |
S1 |
10,540.23 |
10,540.23 |
10,596.91 |
10,561.90 |
S2 |
10,473.47 |
10,473.47 |
10,586.82 |
|
S3 |
10,363.37 |
10,430.13 |
10,576.72 |
|
S4 |
10,253.27 |
10,320.03 |
10,546.45 |
|
|
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 |
10,692.50 |
10,464.50 |
228.00 |
2.1% |
140.56 |
1.3% |
63% |
False |
False |
|
10 |
10,874.60 |
10,464.50 |
410.10 |
3.9% |
128.12 |
1.2% |
35% |
False |
False |
|
20 |
10,874.60 |
10,393.10 |
481.50 |
4.5% |
121.46 |
1.1% |
44% |
False |
False |
|
40 |
10,874.60 |
10,335.50 |
539.10 |
5.1% |
132.17 |
1.2% |
50% |
False |
False |
|
60 |
10,971.20 |
10,258.80 |
712.40 |
6.7% |
146.88 |
1.4% |
49% |
False |
False |
|
80 |
11,425.50 |
10,201.50 |
1,224.00 |
11.5% |
170.75 |
1.6% |
33% |
False |
False |
|
100 |
11,425.50 |
9,735.54 |
1,689.96 |
15.9% |
189.03 |
1.8% |
52% |
False |
False |
|
120 |
11,425.50 |
9,731.81 |
1,693.69 |
16.0% |
196.64 |
1.9% |
52% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,094.83 |
2.618 |
10,915.14 |
1.618 |
10,805.04 |
1.000 |
10,737.00 |
0.618 |
10,694.94 |
HIGH |
10,626.90 |
0.618 |
10,584.84 |
0.500 |
10,571.85 |
0.382 |
10,558.86 |
LOW |
10,516.80 |
0.618 |
10,448.76 |
1.000 |
10,406.70 |
1.618 |
10,338.66 |
2.618 |
10,228.56 |
4.250 |
10,048.88 |
|
|
Fisher Pivots for day following 01-Aug-2000 |
Pivot |
1 day |
3 day |
R1 |
10,595.28 |
10,590.27 |
PP |
10,583.57 |
10,573.53 |
S1 |
10,571.85 |
10,556.80 |
|