Trading Metrics calculated at close of trading on 01-Aug-2000 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jul-2000 |
01-Aug-2000 |
Change |
Change % |
Previous Week |
Open |
3,477.31 |
3,609.35 |
132.04 |
3.8% |
3,908.75 |
High |
3,610.95 |
3,609.35 |
-1.60 |
0.0% |
3,966.83 |
Low |
3,437.59 |
3,518.61 |
81.02 |
2.4% |
3,452.95 |
Close |
3,609.35 |
3,521.15 |
-88.20 |
-2.4% |
3,477.31 |
Range |
173.36 |
90.74 |
-82.62 |
-47.7% |
513.88 |
ATR |
140.77 |
137.19 |
-3.57 |
-2.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 01-Aug-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,821.92 |
3,762.28 |
3,571.06 |
|
R3 |
3,731.18 |
3,671.54 |
3,546.10 |
|
R2 |
3,640.44 |
3,640.44 |
3,537.79 |
|
R1 |
3,580.80 |
3,580.80 |
3,529.47 |
3,565.25 |
PP |
3,549.70 |
3,549.70 |
3,549.70 |
3,541.93 |
S1 |
3,490.06 |
3,490.06 |
3,512.83 |
3,474.51 |
S2 |
3,458.96 |
3,458.96 |
3,504.51 |
|
S3 |
3,368.22 |
3,399.32 |
3,496.20 |
|
S4 |
3,277.48 |
3,308.58 |
3,471.24 |
|
|
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 |
3,865.33 |
3,437.59 |
427.74 |
12.1% |
157.46 |
4.5% |
20% |
False |
False |
|
10 |
3,999.06 |
3,437.59 |
561.47 |
15.9% |
145.80 |
4.1% |
15% |
False |
False |
|
20 |
4,089.04 |
3,437.59 |
651.45 |
18.5% |
129.08 |
3.7% |
13% |
False |
False |
|
40 |
4,089.04 |
3,437.59 |
651.45 |
18.5% |
126.72 |
3.6% |
13% |
False |
False |
|
60 |
4,089.04 |
2,897.27 |
1,191.77 |
33.8% |
146.55 |
4.2% |
52% |
False |
False |
|
80 |
4,308.62 |
2,897.27 |
1,411.35 |
40.1% |
166.37 |
4.7% |
44% |
False |
False |
|
100 |
4,816.35 |
2,897.27 |
1,919.08 |
54.5% |
180.32 |
5.1% |
33% |
False |
False |
|
120 |
4,816.35 |
2,897.27 |
1,919.08 |
54.5% |
175.51 |
5.0% |
33% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,995.00 |
2.618 |
3,846.91 |
1.618 |
3,756.17 |
1.000 |
3,700.09 |
0.618 |
3,665.43 |
HIGH |
3,609.35 |
0.618 |
3,574.69 |
0.500 |
3,563.98 |
0.382 |
3,553.27 |
LOW |
3,518.61 |
0.618 |
3,462.53 |
1.000 |
3,427.87 |
1.618 |
3,371.79 |
2.618 |
3,281.05 |
4.250 |
3,132.97 |
|
|
Fisher Pivots for day following 01-Aug-2000 |
Pivot |
1 day |
3 day |
R1 |
3,563.98 |
3,577.27 |
PP |
3,549.70 |
3,558.56 |
S1 |
3,535.43 |
3,539.86 |
|