Trading Metrics calculated at close of trading on 19-Jul-2000 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jul-2000 |
19-Jul-2000 |
Change |
Change % |
Previous Week |
Open |
4,060.31 |
3,960.96 |
-99.35 |
-2.4% |
3,841.51 |
High |
4,060.31 |
3,960.96 |
-99.35 |
-2.4% |
4,051.90 |
Low |
3,949.85 |
3,835.12 |
-114.73 |
-2.9% |
3,720.02 |
Close |
3,960.96 |
3,843.98 |
-116.98 |
-3.0% |
4,041.15 |
Range |
110.46 |
125.84 |
15.38 |
13.9% |
331.88 |
ATR |
125.42 |
125.45 |
0.03 |
0.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 19-Jul-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,257.54 |
4,176.60 |
3,913.19 |
|
R3 |
4,131.70 |
4,050.76 |
3,878.59 |
|
R2 |
4,005.86 |
4,005.86 |
3,867.05 |
|
R1 |
3,924.92 |
3,924.92 |
3,855.52 |
3,902.47 |
PP |
3,880.02 |
3,880.02 |
3,880.02 |
3,868.80 |
S1 |
3,799.08 |
3,799.08 |
3,832.44 |
3,776.63 |
S2 |
3,754.18 |
3,754.18 |
3,820.91 |
|
S3 |
3,628.34 |
3,673.24 |
3,809.37 |
|
S4 |
3,502.50 |
3,547.40 |
3,774.77 |
|
|
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 |
3,835.12 |
253.92 |
6.6% |
99.72 |
2.6% |
3% |
False |
True |
|
10 |
4,089.04 |
3,610.27 |
478.77 |
12.5% |
109.09 |
2.8% |
49% |
False |
False |
|
20 |
4,089.04 |
3,610.27 |
478.77 |
12.5% |
114.58 |
3.0% |
49% |
False |
False |
|
40 |
4,089.04 |
2,897.27 |
1,191.77 |
31.0% |
141.62 |
3.7% |
79% |
False |
False |
|
60 |
4,089.04 |
2,897.27 |
1,191.77 |
31.0% |
150.77 |
3.9% |
79% |
False |
False |
|
80 |
4,781.19 |
2,897.27 |
1,883.92 |
49.0% |
179.58 |
4.7% |
50% |
False |
False |
|
100 |
4,816.35 |
2,897.27 |
1,919.08 |
49.9% |
181.26 |
4.7% |
49% |
False |
False |
|
120 |
4,816.35 |
2,897.27 |
1,919.08 |
49.9% |
174.69 |
4.5% |
49% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,495.78 |
2.618 |
4,290.41 |
1.618 |
4,164.57 |
1.000 |
4,086.80 |
0.618 |
4,038.73 |
HIGH |
3,960.96 |
0.618 |
3,912.89 |
0.500 |
3,898.04 |
0.382 |
3,883.19 |
LOW |
3,835.12 |
0.618 |
3,757.35 |
1.000 |
3,709.28 |
1.618 |
3,631.51 |
2.618 |
3,505.67 |
4.250 |
3,300.30 |
|
|
Fisher Pivots for day following 19-Jul-2000 |
Pivot |
1 day |
3 day |
R1 |
3,898.04 |
3,962.08 |
PP |
3,880.02 |
3,922.71 |
S1 |
3,862.00 |
3,883.35 |
|