Trading Metrics calculated at close of trading on 02-Aug-2000 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Aug-2000 |
02-Aug-2000 |
Change |
Change % |
Previous Week |
Open |
3,609.35 |
3,521.15 |
-88.20 |
-2.4% |
3,908.75 |
High |
3,609.35 |
3,617.25 |
7.90 |
0.2% |
3,966.83 |
Low |
3,518.61 |
3,486.46 |
-32.15 |
-0.9% |
3,452.95 |
Close |
3,521.15 |
3,490.34 |
-30.81 |
-0.9% |
3,477.31 |
Range |
90.74 |
130.79 |
40.05 |
44.1% |
513.88 |
ATR |
137.19 |
136.74 |
-0.46 |
-0.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 02-Aug-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,923.72 |
3,837.82 |
3,562.27 |
|
R3 |
3,792.93 |
3,707.03 |
3,526.31 |
|
R2 |
3,662.14 |
3,662.14 |
3,514.32 |
|
R1 |
3,576.24 |
3,576.24 |
3,502.33 |
3,553.80 |
PP |
3,531.35 |
3,531.35 |
3,531.35 |
3,520.13 |
S1 |
3,445.45 |
3,445.45 |
3,478.35 |
3,423.01 |
S2 |
3,400.56 |
3,400.56 |
3,466.36 |
|
S3 |
3,269.77 |
3,314.66 |
3,454.37 |
|
S4 |
3,138.98 |
3,183.87 |
3,418.41 |
|
|
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 |
3,816.49 |
3,437.59 |
378.90 |
10.9% |
158.92 |
4.6% |
14% |
False |
False |
|
10 |
3,999.06 |
3,437.59 |
561.47 |
16.1% |
146.29 |
4.2% |
9% |
False |
False |
|
20 |
4,089.04 |
3,437.59 |
651.45 |
18.7% |
127.69 |
3.7% |
8% |
False |
False |
|
40 |
4,089.04 |
3,437.59 |
651.45 |
18.7% |
125.90 |
3.6% |
8% |
False |
False |
|
60 |
4,089.04 |
2,897.27 |
1,191.77 |
34.1% |
145.95 |
4.2% |
50% |
False |
False |
|
80 |
4,308.62 |
2,897.27 |
1,411.35 |
40.4% |
165.73 |
4.7% |
42% |
False |
False |
|
100 |
4,816.35 |
2,897.27 |
1,919.08 |
55.0% |
180.52 |
5.2% |
31% |
False |
False |
|
120 |
4,816.35 |
2,897.27 |
1,919.08 |
55.0% |
175.49 |
5.0% |
31% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,173.11 |
2.618 |
3,959.66 |
1.618 |
3,828.87 |
1.000 |
3,748.04 |
0.618 |
3,698.08 |
HIGH |
3,617.25 |
0.618 |
3,567.29 |
0.500 |
3,551.86 |
0.382 |
3,536.42 |
LOW |
3,486.46 |
0.618 |
3,405.63 |
1.000 |
3,355.67 |
1.618 |
3,274.84 |
2.618 |
3,144.05 |
4.250 |
2,930.60 |
|
|
Fisher Pivots for day following 02-Aug-2000 |
Pivot |
1 day |
3 day |
R1 |
3,551.86 |
3,527.42 |
PP |
3,531.35 |
3,515.06 |
S1 |
3,510.85 |
3,502.70 |
|