Trading Metrics calculated at close of trading on 20-Jul-2000 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jul-2000 |
20-Jul-2000 |
Change |
Change % |
Previous Week |
Open |
3,960.96 |
3,843.98 |
-116.98 |
-3.0% |
3,841.51 |
High |
3,960.96 |
3,999.06 |
38.10 |
1.0% |
4,051.90 |
Low |
3,835.12 |
3,843.98 |
8.86 |
0.2% |
3,720.02 |
Close |
3,843.98 |
3,995.46 |
151.48 |
3.9% |
4,041.15 |
Range |
125.84 |
155.08 |
29.24 |
23.2% |
331.88 |
ATR |
125.45 |
127.57 |
2.12 |
1.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 20-Jul-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,411.41 |
4,358.51 |
4,080.75 |
|
R3 |
4,256.33 |
4,203.43 |
4,038.11 |
|
R2 |
4,101.25 |
4,101.25 |
4,023.89 |
|
R1 |
4,048.35 |
4,048.35 |
4,009.68 |
4,074.80 |
PP |
3,946.17 |
3,946.17 |
3,946.17 |
3,959.39 |
S1 |
3,893.27 |
3,893.27 |
3,981.24 |
3,919.72 |
S2 |
3,791.09 |
3,791.09 |
3,967.03 |
|
S3 |
3,636.01 |
3,738.19 |
3,952.81 |
|
S4 |
3,480.93 |
3,583.11 |
3,910.17 |
|
|
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 |
6.4% |
112.40 |
2.8% |
63% |
False |
False |
|
10 |
4,089.04 |
3,720.02 |
369.02 |
9.2% |
106.23 |
2.7% |
75% |
False |
False |
|
20 |
4,089.04 |
3,610.27 |
478.77 |
12.0% |
116.67 |
2.9% |
80% |
False |
False |
|
40 |
4,089.04 |
2,897.27 |
1,191.77 |
29.8% |
138.60 |
3.5% |
92% |
False |
False |
|
60 |
4,089.04 |
2,897.27 |
1,191.77 |
29.8% |
149.17 |
3.7% |
92% |
False |
False |
|
80 |
4,714.35 |
2,897.27 |
1,817.08 |
45.5% |
180.35 |
4.5% |
60% |
False |
False |
|
100 |
4,816.35 |
2,897.27 |
1,919.08 |
48.0% |
180.80 |
4.5% |
57% |
False |
False |
|
120 |
4,816.35 |
2,897.27 |
1,919.08 |
48.0% |
174.24 |
4.4% |
57% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,658.15 |
2.618 |
4,405.06 |
1.618 |
4,249.98 |
1.000 |
4,154.14 |
0.618 |
4,094.90 |
HIGH |
3,999.06 |
0.618 |
3,939.82 |
0.500 |
3,921.52 |
0.382 |
3,903.22 |
LOW |
3,843.98 |
0.618 |
3,748.14 |
1.000 |
3,688.90 |
1.618 |
3,593.06 |
2.618 |
3,437.98 |
4.250 |
3,184.89 |
|
|
Fisher Pivots for day following 20-Jul-2000 |
Pivot |
1 day |
3 day |
R1 |
3,970.81 |
3,979.55 |
PP |
3,946.17 |
3,963.63 |
S1 |
3,921.52 |
3,947.72 |
|