Trading Metrics calculated at close of trading on 18-Jul-2000 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jul-2000 |
18-Jul-2000 |
Change |
Change % |
Previous Week |
Open |
4,041.15 |
4,060.31 |
19.16 |
0.5% |
3,841.51 |
High |
4,089.04 |
4,060.31 |
-28.73 |
-0.7% |
4,051.90 |
Low |
4,007.62 |
3,949.85 |
-57.77 |
-1.4% |
3,720.02 |
Close |
4,061.88 |
3,960.96 |
-100.92 |
-2.5% |
4,041.15 |
Range |
81.42 |
110.46 |
29.04 |
35.7% |
331.88 |
ATR |
126.46 |
125.42 |
-1.03 |
-0.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 18-Jul-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,321.75 |
4,251.82 |
4,021.71 |
|
R3 |
4,211.29 |
4,141.36 |
3,991.34 |
|
R2 |
4,100.83 |
4,100.83 |
3,981.21 |
|
R1 |
4,030.90 |
4,030.90 |
3,971.09 |
4,010.64 |
PP |
3,990.37 |
3,990.37 |
3,990.37 |
3,980.24 |
S1 |
3,920.44 |
3,920.44 |
3,950.83 |
3,900.18 |
S2 |
3,879.91 |
3,879.91 |
3,940.71 |
|
S3 |
3,769.45 |
3,809.98 |
3,930.58 |
|
S4 |
3,658.99 |
3,699.52 |
3,900.21 |
|
|
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 |
4,089.04 |
3,792.98 |
296.06 |
7.5% |
97.83 |
2.5% |
57% |
False |
False |
|
10 |
4,089.04 |
3,610.27 |
478.77 |
12.1% |
112.35 |
2.8% |
73% |
False |
False |
|
20 |
4,089.04 |
3,610.27 |
478.77 |
12.1% |
112.88 |
2.8% |
73% |
False |
False |
|
40 |
4,089.04 |
2,897.27 |
1,191.77 |
30.1% |
144.49 |
3.6% |
89% |
False |
False |
|
60 |
4,089.04 |
2,897.27 |
1,191.77 |
30.1% |
152.80 |
3.9% |
89% |
False |
False |
|
80 |
4,816.35 |
2,897.27 |
1,919.08 |
48.4% |
180.60 |
4.6% |
55% |
False |
False |
|
100 |
4,816.35 |
2,897.27 |
1,919.08 |
48.4% |
181.29 |
4.6% |
55% |
False |
False |
|
120 |
4,816.35 |
2,897.27 |
1,919.08 |
48.4% |
175.21 |
4.4% |
55% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,529.77 |
2.618 |
4,349.49 |
1.618 |
4,239.03 |
1.000 |
4,170.77 |
0.618 |
4,128.57 |
HIGH |
4,060.31 |
0.618 |
4,018.11 |
0.500 |
4,005.08 |
0.382 |
3,992.05 |
LOW |
3,949.85 |
0.618 |
3,881.59 |
1.000 |
3,839.39 |
1.618 |
3,771.13 |
2.618 |
3,660.67 |
4.250 |
3,480.40 |
|
|
Fisher Pivots for day following 18-Jul-2000 |
Pivot |
1 day |
3 day |
R1 |
4,005.08 |
4,019.45 |
PP |
3,990.37 |
3,999.95 |
S1 |
3,975.67 |
3,980.46 |
|