Trading Metrics calculated at close of trading on 31-Jul-2000 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jul-2000 |
31-Jul-2000 |
Change |
Change % |
Previous Week |
Open |
3,689.69 |
3,477.31 |
-212.38 |
-5.8% |
3,908.75 |
High |
3,716.95 |
3,610.95 |
-106.00 |
-2.9% |
3,966.83 |
Low |
3,452.95 |
3,437.59 |
-15.36 |
-0.4% |
3,452.95 |
Close |
3,477.31 |
3,609.35 |
132.04 |
3.8% |
3,477.31 |
Range |
264.00 |
173.36 |
-90.64 |
-34.3% |
513.88 |
ATR |
138.26 |
140.77 |
2.51 |
1.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 31-Jul-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,072.71 |
4,014.39 |
3,704.70 |
|
R3 |
3,899.35 |
3,841.03 |
3,657.02 |
|
R2 |
3,725.99 |
3,725.99 |
3,641.13 |
|
R1 |
3,667.67 |
3,667.67 |
3,625.24 |
3,696.83 |
PP |
3,552.63 |
3,552.63 |
3,552.63 |
3,567.21 |
S1 |
3,494.31 |
3,494.31 |
3,593.46 |
3,523.47 |
S2 |
3,379.27 |
3,379.27 |
3,577.57 |
|
S3 |
3,205.91 |
3,320.95 |
3,561.68 |
|
S4 |
3,032.55 |
3,147.59 |
3,514.00 |
|
|
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 |
3,871.64 |
3,437.59 |
434.05 |
12.0% |
161.24 |
4.5% |
40% |
False |
True |
|
10 |
4,060.31 |
3,437.59 |
622.72 |
17.3% |
147.77 |
4.1% |
28% |
False |
True |
|
20 |
4,089.04 |
3,437.59 |
651.45 |
18.0% |
127.89 |
3.5% |
26% |
False |
True |
|
40 |
4,089.04 |
3,437.59 |
651.45 |
18.0% |
127.66 |
3.5% |
26% |
False |
True |
|
60 |
4,089.04 |
2,897.27 |
1,191.77 |
33.0% |
147.68 |
4.1% |
60% |
False |
False |
|
80 |
4,308.62 |
2,897.27 |
1,411.35 |
39.1% |
167.18 |
4.6% |
50% |
False |
False |
|
100 |
4,816.35 |
2,897.27 |
1,919.08 |
53.2% |
181.49 |
5.0% |
37% |
False |
False |
|
120 |
4,816.35 |
2,897.27 |
1,919.08 |
53.2% |
175.76 |
4.9% |
37% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,347.73 |
2.618 |
4,064.81 |
1.618 |
3,891.45 |
1.000 |
3,784.31 |
0.618 |
3,718.09 |
HIGH |
3,610.95 |
0.618 |
3,544.73 |
0.500 |
3,524.27 |
0.382 |
3,503.81 |
LOW |
3,437.59 |
0.618 |
3,330.45 |
1.000 |
3,264.23 |
1.618 |
3,157.09 |
2.618 |
2,983.73 |
4.250 |
2,700.81 |
|
|
Fisher Pivots for day following 31-Jul-2000 |
Pivot |
1 day |
3 day |
R1 |
3,580.99 |
3,627.04 |
PP |
3,552.63 |
3,621.14 |
S1 |
3,524.27 |
3,615.25 |
|