Trading Metrics calculated at close of trading on 28-Jul-2000 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-2000 |
28-Jul-2000 |
Change |
Change % |
Previous Week |
Open |
3,816.49 |
3,689.69 |
-126.80 |
-3.3% |
3,908.75 |
High |
3,816.49 |
3,716.95 |
-99.54 |
-2.6% |
3,966.83 |
Low |
3,680.78 |
3,452.95 |
-227.83 |
-6.2% |
3,452.95 |
Close |
3,681.63 |
3,477.31 |
-204.32 |
-5.5% |
3,477.31 |
Range |
135.71 |
264.00 |
128.29 |
94.5% |
513.88 |
ATR |
128.59 |
138.26 |
9.67 |
7.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 28-Jul-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,341.07 |
4,173.19 |
3,622.51 |
|
R3 |
4,077.07 |
3,909.19 |
3,549.91 |
|
R2 |
3,813.07 |
3,813.07 |
3,525.71 |
|
R1 |
3,645.19 |
3,645.19 |
3,501.51 |
3,597.13 |
PP |
3,549.07 |
3,549.07 |
3,549.07 |
3,525.04 |
S1 |
3,381.19 |
3,381.19 |
3,453.11 |
3,333.13 |
S2 |
3,285.07 |
3,285.07 |
3,428.91 |
|
S3 |
3,021.07 |
3,117.19 |
3,404.71 |
|
S4 |
2,757.07 |
2,853.19 |
3,332.11 |
|
|
Weekly Pivots for week ending 28-Jul-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,174.00 |
4,839.54 |
3,759.94 |
|
R3 |
4,660.12 |
4,325.66 |
3,618.63 |
|
R2 |
4,146.24 |
4,146.24 |
3,571.52 |
|
R1 |
3,811.78 |
3,811.78 |
3,524.42 |
3,722.07 |
PP |
3,632.36 |
3,632.36 |
3,632.36 |
3,587.51 |
S1 |
3,297.90 |
3,297.90 |
3,430.20 |
3,208.19 |
S2 |
3,118.48 |
3,118.48 |
3,383.10 |
|
S3 |
2,604.60 |
2,784.02 |
3,335.99 |
|
S4 |
2,090.72 |
2,270.14 |
3,194.68 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,966.83 |
3,452.95 |
513.88 |
14.8% |
162.48 |
4.7% |
5% |
False |
True |
|
10 |
4,089.04 |
3,452.95 |
636.09 |
18.3% |
138.58 |
4.0% |
4% |
False |
True |
|
20 |
4,089.04 |
3,452.95 |
636.09 |
18.3% |
124.16 |
3.6% |
4% |
False |
True |
|
40 |
4,089.04 |
3,452.95 |
636.09 |
18.3% |
129.35 |
3.7% |
4% |
False |
True |
|
60 |
4,089.04 |
2,897.27 |
1,191.77 |
34.3% |
146.61 |
4.2% |
49% |
False |
False |
|
80 |
4,308.62 |
2,897.27 |
1,411.35 |
40.6% |
168.42 |
4.8% |
41% |
False |
False |
|
100 |
4,816.35 |
2,897.27 |
1,919.08 |
55.2% |
181.79 |
5.2% |
30% |
False |
False |
|
120 |
4,816.35 |
2,897.27 |
1,919.08 |
55.2% |
175.41 |
5.0% |
30% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,838.95 |
2.618 |
4,408.10 |
1.618 |
4,144.10 |
1.000 |
3,980.95 |
0.618 |
3,880.10 |
HIGH |
3,716.95 |
0.618 |
3,616.10 |
0.500 |
3,584.95 |
0.382 |
3,553.80 |
LOW |
3,452.95 |
0.618 |
3,289.80 |
1.000 |
3,188.95 |
1.618 |
3,025.80 |
2.618 |
2,761.80 |
4.250 |
2,330.95 |
|
|
Fisher Pivots for day following 28-Jul-2000 |
Pivot |
1 day |
3 day |
R1 |
3,584.95 |
3,659.14 |
PP |
3,549.07 |
3,598.53 |
S1 |
3,513.19 |
3,537.92 |
|