Trading Metrics calculated at close of trading on 30-Aug-2000 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Aug-2000 |
30-Aug-2000 |
Change |
Change % |
Previous Week |
Open |
11,252.80 |
11,181.40 |
-71.40 |
-0.6% |
11,046.50 |
High |
11,256.20 |
11,210.30 |
-45.90 |
-0.4% |
11,210.90 |
Low |
11,196.60 |
11,096.40 |
-100.20 |
-0.9% |
11,027.10 |
Close |
11,215.10 |
11,103.00 |
-112.10 |
-1.0% |
11,192.60 |
Range |
59.60 |
113.90 |
54.30 |
91.1% |
183.80 |
ATR |
109.70 |
110.34 |
0.64 |
0.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 30-Aug-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,478.27 |
11,404.53 |
11,165.65 |
|
R3 |
11,364.37 |
11,290.63 |
11,134.32 |
|
R2 |
11,250.47 |
11,250.47 |
11,123.88 |
|
R1 |
11,176.73 |
11,176.73 |
11,113.44 |
11,156.65 |
PP |
11,136.57 |
11,136.57 |
11,136.57 |
11,126.53 |
S1 |
11,062.83 |
11,062.83 |
11,092.56 |
11,042.75 |
S2 |
11,022.67 |
11,022.67 |
11,082.12 |
|
S3 |
10,908.77 |
10,948.93 |
11,071.68 |
|
S4 |
10,794.87 |
10,835.03 |
11,040.36 |
|
|
Weekly Pivots for week ending 25-Aug-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,694.93 |
11,627.57 |
11,293.69 |
|
R3 |
11,511.13 |
11,443.77 |
11,243.15 |
|
R2 |
11,327.33 |
11,327.33 |
11,226.30 |
|
R1 |
11,259.97 |
11,259.97 |
11,209.45 |
11,293.65 |
PP |
11,143.53 |
11,143.53 |
11,143.53 |
11,160.38 |
S1 |
11,076.17 |
11,076.17 |
11,175.75 |
11,109.85 |
S2 |
10,959.73 |
10,959.73 |
11,158.90 |
|
S3 |
10,775.93 |
10,892.37 |
11,142.06 |
|
S4 |
10,592.13 |
10,708.57 |
11,091.51 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
11,319.10 |
11,096.40 |
222.70 |
2.0% |
87.34 |
0.8% |
3% |
False |
True |
|
10 |
11,319.10 |
10,984.40 |
334.70 |
3.0% |
92.01 |
0.8% |
35% |
False |
False |
|
20 |
11,319.10 |
10,623.40 |
695.70 |
6.3% |
109.60 |
1.0% |
69% |
False |
False |
|
40 |
11,319.10 |
10,393.10 |
926.00 |
8.3% |
116.22 |
1.0% |
77% |
False |
False |
|
60 |
11,319.10 |
10,335.50 |
983.60 |
8.9% |
125.01 |
1.1% |
78% |
False |
False |
|
80 |
11,319.10 |
10,258.80 |
1,060.30 |
9.5% |
137.95 |
1.2% |
80% |
False |
False |
|
100 |
11,425.50 |
10,201.50 |
1,224.00 |
11.0% |
158.59 |
1.4% |
74% |
False |
False |
|
120 |
11,425.50 |
9,735.54 |
1,689.96 |
15.2% |
175.40 |
1.6% |
81% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,694.38 |
2.618 |
11,508.49 |
1.618 |
11,394.59 |
1.000 |
11,324.20 |
0.618 |
11,280.69 |
HIGH |
11,210.30 |
0.618 |
11,166.79 |
0.500 |
11,153.35 |
0.382 |
11,139.91 |
LOW |
11,096.40 |
0.618 |
11,026.01 |
1.000 |
10,982.50 |
1.618 |
10,912.11 |
2.618 |
10,798.21 |
4.250 |
10,612.33 |
|
|
Fisher Pivots for day following 30-Aug-2000 |
Pivot |
1 day |
3 day |
R1 |
11,153.35 |
11,207.75 |
PP |
11,136.57 |
11,172.83 |
S1 |
11,119.78 |
11,137.92 |
|