Trading Metrics calculated at close of trading on 25-Jul-2000 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jul-2000 |
25-Jul-2000 |
Change |
Change % |
Previous Week |
Open |
3,908.75 |
3,790.62 |
-118.13 |
-3.0% |
4,041.15 |
High |
3,966.83 |
3,871.64 |
-95.19 |
-2.4% |
4,089.04 |
Low |
3,787.29 |
3,762.00 |
-25.29 |
-0.7% |
3,835.12 |
Close |
3,790.62 |
3,865.39 |
74.77 |
2.0% |
3,908.75 |
Range |
179.54 |
109.64 |
-69.90 |
-38.9% |
253.92 |
ATR |
129.67 |
128.24 |
-1.43 |
-1.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 25-Jul-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,161.93 |
4,123.30 |
3,925.69 |
|
R3 |
4,052.29 |
4,013.66 |
3,895.54 |
|
R2 |
3,942.65 |
3,942.65 |
3,885.49 |
|
R1 |
3,904.02 |
3,904.02 |
3,875.44 |
3,923.34 |
PP |
3,833.01 |
3,833.01 |
3,833.01 |
3,842.67 |
S1 |
3,794.38 |
3,794.38 |
3,855.34 |
3,813.70 |
S2 |
3,723.37 |
3,723.37 |
3,845.29 |
|
S3 |
3,613.73 |
3,684.74 |
3,835.24 |
|
S4 |
3,504.09 |
3,575.10 |
3,805.09 |
|
|
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 |
3,999.06 |
3,762.00 |
237.06 |
6.1% |
134.14 |
3.5% |
44% |
False |
True |
|
10 |
4,089.04 |
3,762.00 |
327.04 |
8.5% |
115.99 |
3.0% |
32% |
False |
True |
|
20 |
4,089.04 |
3,610.27 |
478.77 |
12.4% |
115.68 |
3.0% |
53% |
False |
False |
|
40 |
4,089.04 |
3,101.43 |
987.61 |
25.6% |
132.40 |
3.4% |
77% |
False |
False |
|
60 |
4,089.04 |
2,897.27 |
1,191.77 |
30.8% |
145.97 |
3.8% |
81% |
False |
False |
|
80 |
4,424.43 |
2,897.27 |
1,527.16 |
39.5% |
176.74 |
4.6% |
63% |
False |
False |
|
100 |
4,816.35 |
2,897.27 |
1,919.08 |
49.6% |
181.59 |
4.7% |
50% |
False |
False |
|
120 |
4,816.35 |
2,897.27 |
1,919.08 |
49.6% |
173.56 |
4.5% |
50% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,337.61 |
2.618 |
4,158.68 |
1.618 |
4,049.04 |
1.000 |
3,981.28 |
0.618 |
3,939.40 |
HIGH |
3,871.64 |
0.618 |
3,829.76 |
0.500 |
3,816.82 |
0.382 |
3,803.88 |
LOW |
3,762.00 |
0.618 |
3,694.24 |
1.000 |
3,652.36 |
1.618 |
3,584.60 |
2.618 |
3,474.96 |
4.250 |
3,296.03 |
|
|
Fisher Pivots for day following 25-Jul-2000 |
Pivot |
1 day |
3 day |
R1 |
3,849.20 |
3,877.42 |
PP |
3,833.01 |
3,873.41 |
S1 |
3,816.82 |
3,869.40 |
|