Trading Metrics calculated at close of trading on 21-Jul-2000 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2000 |
21-Jul-2000 |
Change |
Change % |
Previous Week |
Open |
3,843.98 |
3,992.83 |
148.85 |
3.9% |
4,041.15 |
High |
3,999.06 |
3,992.83 |
-6.23 |
-0.2% |
4,089.04 |
Low |
3,843.98 |
3,892.25 |
48.27 |
1.3% |
3,835.12 |
Close |
3,995.46 |
3,908.75 |
-86.71 |
-2.2% |
3,908.75 |
Range |
155.08 |
100.58 |
-54.50 |
-35.1% |
253.92 |
ATR |
127.57 |
125.83 |
-1.74 |
-1.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 21-Jul-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,233.02 |
4,171.46 |
3,964.07 |
|
R3 |
4,132.44 |
4,070.88 |
3,936.41 |
|
R2 |
4,031.86 |
4,031.86 |
3,927.19 |
|
R1 |
3,970.30 |
3,970.30 |
3,917.97 |
3,950.79 |
PP |
3,931.28 |
3,931.28 |
3,931.28 |
3,921.52 |
S1 |
3,869.72 |
3,869.72 |
3,899.53 |
3,850.21 |
S2 |
3,830.70 |
3,830.70 |
3,890.31 |
|
S3 |
3,730.12 |
3,769.14 |
3,881.09 |
|
S4 |
3,629.54 |
3,668.56 |
3,853.43 |
|
|
Weekly Pivots for week ending 21-Jul-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,706.06 |
4,561.33 |
4,048.41 |
|
R3 |
4,452.14 |
4,307.41 |
3,978.58 |
|
R2 |
4,198.22 |
4,198.22 |
3,955.30 |
|
R1 |
4,053.49 |
4,053.49 |
3,932.03 |
3,998.90 |
PP |
3,944.30 |
3,944.30 |
3,944.30 |
3,917.01 |
S1 |
3,799.57 |
3,799.57 |
3,885.47 |
3,744.98 |
S2 |
3,690.38 |
3,690.38 |
3,862.20 |
|
S3 |
3,436.46 |
3,545.65 |
3,838.92 |
|
S4 |
3,182.54 |
3,291.73 |
3,769.09 |
|
|
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 |
6.5% |
114.68 |
2.9% |
29% |
False |
False |
|
10 |
4,089.04 |
3,720.02 |
369.02 |
9.4% |
105.96 |
2.7% |
51% |
False |
False |
|
20 |
4,089.04 |
3,610.27 |
478.77 |
12.2% |
113.45 |
2.9% |
62% |
False |
False |
|
40 |
4,089.04 |
3,033.50 |
1,055.54 |
27.0% |
133.91 |
3.4% |
83% |
False |
False |
|
60 |
4,089.04 |
2,897.27 |
1,191.77 |
30.5% |
147.76 |
3.8% |
85% |
False |
False |
|
80 |
4,615.09 |
2,897.27 |
1,717.82 |
43.9% |
179.96 |
4.6% |
59% |
False |
False |
|
100 |
4,816.35 |
2,897.27 |
1,919.08 |
49.1% |
180.86 |
4.6% |
53% |
False |
False |
|
120 |
4,816.35 |
2,897.27 |
1,919.08 |
49.1% |
173.24 |
4.4% |
53% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,420.30 |
2.618 |
4,256.15 |
1.618 |
4,155.57 |
1.000 |
4,093.41 |
0.618 |
4,054.99 |
HIGH |
3,992.83 |
0.618 |
3,954.41 |
0.500 |
3,942.54 |
0.382 |
3,930.67 |
LOW |
3,892.25 |
0.618 |
3,830.09 |
1.000 |
3,791.67 |
1.618 |
3,729.51 |
2.618 |
3,628.93 |
4.250 |
3,464.79 |
|
|
Fisher Pivots for day following 21-Jul-2000 |
Pivot |
1 day |
3 day |
R1 |
3,942.54 |
3,917.09 |
PP |
3,931.28 |
3,914.31 |
S1 |
3,920.01 |
3,911.53 |
|