Trading Metrics calculated at close of trading on 14-Jul-2000 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jul-2000 |
14-Jul-2000 |
Change |
Change % |
Previous Week |
Open |
3,901.12 |
3,962.82 |
61.70 |
1.6% |
3,841.51 |
High |
3,991.87 |
4,051.90 |
60.03 |
1.5% |
4,051.90 |
Low |
3,900.23 |
3,962.68 |
62.45 |
1.6% |
3,720.02 |
Close |
3,956.67 |
4,041.15 |
84.48 |
2.1% |
4,041.15 |
Range |
91.64 |
89.22 |
-2.42 |
-2.6% |
331.88 |
ATR |
132.59 |
129.92 |
-2.67 |
-2.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 14-Jul-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,286.24 |
4,252.91 |
4,090.22 |
|
R3 |
4,197.02 |
4,163.69 |
4,065.69 |
|
R2 |
4,107.80 |
4,107.80 |
4,057.51 |
|
R1 |
4,074.47 |
4,074.47 |
4,049.33 |
4,091.14 |
PP |
4,018.58 |
4,018.58 |
4,018.58 |
4,026.91 |
S1 |
3,985.25 |
3,985.25 |
4,032.97 |
4,001.92 |
S2 |
3,929.36 |
3,929.36 |
4,024.79 |
|
S3 |
3,840.14 |
3,896.03 |
4,016.61 |
|
S4 |
3,750.92 |
3,806.81 |
3,992.08 |
|
|
Weekly Pivots for week ending 14-Jul-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,933.33 |
4,819.12 |
4,223.68 |
|
R3 |
4,601.45 |
4,487.24 |
4,132.42 |
|
R2 |
4,269.57 |
4,269.57 |
4,101.99 |
|
R1 |
4,155.36 |
4,155.36 |
4,071.57 |
4,212.47 |
PP |
3,937.69 |
3,937.69 |
3,937.69 |
3,966.24 |
S1 |
3,823.48 |
3,823.48 |
4,010.73 |
3,880.59 |
S2 |
3,605.81 |
3,605.81 |
3,980.31 |
|
S3 |
3,273.93 |
3,491.60 |
3,949.88 |
|
S4 |
2,942.05 |
3,159.72 |
3,858.62 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,051.90 |
3,720.02 |
331.88 |
8.2% |
97.25 |
2.4% |
97% |
True |
False |
|
10 |
4,051.90 |
3,610.27 |
441.63 |
10.9% |
109.74 |
2.7% |
98% |
True |
False |
|
20 |
4,051.90 |
3,610.27 |
441.63 |
10.9% |
117.81 |
2.9% |
98% |
True |
False |
|
40 |
4,051.90 |
2,897.27 |
1,154.63 |
28.6% |
147.58 |
3.7% |
99% |
True |
False |
|
60 |
4,051.90 |
2,897.27 |
1,154.63 |
28.6% |
155.49 |
3.8% |
99% |
True |
False |
|
80 |
4,816.35 |
2,897.27 |
1,919.08 |
47.5% |
182.54 |
4.5% |
60% |
False |
False |
|
100 |
4,816.35 |
2,897.27 |
1,919.08 |
47.5% |
183.23 |
4.5% |
60% |
False |
False |
|
120 |
4,816.35 |
2,897.27 |
1,919.08 |
47.5% |
176.19 |
4.4% |
60% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,431.09 |
2.618 |
4,285.48 |
1.618 |
4,196.26 |
1.000 |
4,141.12 |
0.618 |
4,107.04 |
HIGH |
4,051.90 |
0.618 |
4,017.82 |
0.500 |
4,007.29 |
0.382 |
3,996.76 |
LOW |
3,962.68 |
0.618 |
3,907.54 |
1.000 |
3,873.46 |
1.618 |
3,818.32 |
2.618 |
3,729.10 |
4.250 |
3,583.50 |
|
|
Fisher Pivots for day following 14-Jul-2000 |
Pivot |
1 day |
3 day |
R1 |
4,029.86 |
4,001.58 |
PP |
4,018.58 |
3,962.01 |
S1 |
4,007.29 |
3,922.44 |
|