Trading Metrics calculated at close of trading on 26-Jul-2000 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jul-2000 |
26-Jul-2000 |
Change |
Change % |
Previous Week |
Open |
3,790.62 |
3,865.33 |
74.71 |
2.0% |
4,041.15 |
High |
3,871.64 |
3,865.33 |
-6.31 |
-0.2% |
4,089.04 |
Low |
3,762.00 |
3,741.84 |
-20.16 |
-0.5% |
3,835.12 |
Close |
3,865.39 |
3,818.28 |
-47.11 |
-1.2% |
3,908.75 |
Range |
109.64 |
123.49 |
13.85 |
12.6% |
253.92 |
ATR |
128.24 |
127.90 |
-0.33 |
-0.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 26-Jul-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,178.95 |
4,122.11 |
3,886.20 |
|
R3 |
4,055.46 |
3,998.62 |
3,852.24 |
|
R2 |
3,931.97 |
3,931.97 |
3,840.92 |
|
R1 |
3,875.13 |
3,875.13 |
3,829.60 |
3,841.81 |
PP |
3,808.48 |
3,808.48 |
3,808.48 |
3,791.82 |
S1 |
3,751.64 |
3,751.64 |
3,806.96 |
3,718.32 |
S2 |
3,684.99 |
3,684.99 |
3,795.64 |
|
S3 |
3,561.50 |
3,628.15 |
3,784.32 |
|
S4 |
3,438.01 |
3,504.66 |
3,750.36 |
|
|
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 |
3,741.84 |
257.22 |
6.7% |
133.67 |
3.5% |
30% |
False |
True |
|
10 |
4,089.04 |
3,741.84 |
347.20 |
9.1% |
116.69 |
3.1% |
22% |
False |
True |
|
20 |
4,089.04 |
3,610.27 |
478.77 |
12.5% |
116.53 |
3.1% |
43% |
False |
False |
|
40 |
4,089.04 |
3,322.22 |
766.82 |
20.1% |
127.63 |
3.3% |
65% |
False |
False |
|
60 |
4,089.04 |
2,897.27 |
1,191.77 |
31.2% |
146.45 |
3.8% |
77% |
False |
False |
|
80 |
4,355.70 |
2,897.27 |
1,458.43 |
38.2% |
175.12 |
4.6% |
63% |
False |
False |
|
100 |
4,816.35 |
2,897.27 |
1,919.08 |
50.3% |
180.97 |
4.7% |
48% |
False |
False |
|
120 |
4,816.35 |
2,897.27 |
1,919.08 |
50.3% |
173.32 |
4.5% |
48% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,390.16 |
2.618 |
4,188.63 |
1.618 |
4,065.14 |
1.000 |
3,988.82 |
0.618 |
3,941.65 |
HIGH |
3,865.33 |
0.618 |
3,818.16 |
0.500 |
3,803.59 |
0.382 |
3,789.01 |
LOW |
3,741.84 |
0.618 |
3,665.52 |
1.000 |
3,618.35 |
1.618 |
3,542.03 |
2.618 |
3,418.54 |
4.250 |
3,217.01 |
|
|
Fisher Pivots for day following 26-Jul-2000 |
Pivot |
1 day |
3 day |
R1 |
3,813.38 |
3,854.34 |
PP |
3,808.48 |
3,842.32 |
S1 |
3,803.59 |
3,830.30 |
|