Trading Metrics calculated at close of trading on 03-Aug-2000 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Aug-2000 |
03-Aug-2000 |
Change |
Change % |
Previous Week |
Open |
3,521.15 |
3,490.34 |
-30.81 |
-0.9% |
3,908.75 |
High |
3,617.25 |
3,625.64 |
8.39 |
0.2% |
3,966.83 |
Low |
3,486.46 |
3,341.83 |
-144.63 |
-4.1% |
3,452.95 |
Close |
3,490.34 |
3,623.50 |
133.16 |
3.8% |
3,477.31 |
Range |
130.79 |
283.81 |
153.02 |
117.0% |
513.88 |
ATR |
136.74 |
147.24 |
10.51 |
7.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 03-Aug-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,381.75 |
4,286.44 |
3,779.60 |
|
R3 |
4,097.94 |
4,002.63 |
3,701.55 |
|
R2 |
3,814.13 |
3,814.13 |
3,675.53 |
|
R1 |
3,718.82 |
3,718.82 |
3,649.52 |
3,766.48 |
PP |
3,530.32 |
3,530.32 |
3,530.32 |
3,554.15 |
S1 |
3,435.01 |
3,435.01 |
3,597.48 |
3,482.67 |
S2 |
3,246.51 |
3,246.51 |
3,571.47 |
|
S3 |
2,962.70 |
3,151.20 |
3,545.45 |
|
S4 |
2,678.89 |
2,867.39 |
3,467.40 |
|
|
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 |
3,716.95 |
3,341.83 |
375.12 |
10.4% |
188.54 |
5.2% |
75% |
False |
True |
|
10 |
3,992.83 |
3,341.83 |
651.00 |
18.0% |
159.17 |
4.4% |
43% |
False |
True |
|
20 |
4,089.04 |
3,341.83 |
747.21 |
20.6% |
132.70 |
3.7% |
38% |
False |
True |
|
40 |
4,089.04 |
3,341.83 |
747.21 |
20.6% |
129.58 |
3.6% |
38% |
False |
True |
|
60 |
4,089.04 |
2,897.27 |
1,191.77 |
32.9% |
147.91 |
4.1% |
61% |
False |
False |
|
80 |
4,089.04 |
2,897.27 |
1,191.77 |
32.9% |
165.40 |
4.6% |
61% |
False |
False |
|
100 |
4,816.35 |
2,897.27 |
1,919.08 |
53.0% |
181.39 |
5.0% |
38% |
False |
False |
|
120 |
4,816.35 |
2,897.27 |
1,919.08 |
53.0% |
176.55 |
4.9% |
38% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,831.83 |
2.618 |
4,368.65 |
1.618 |
4,084.84 |
1.000 |
3,909.45 |
0.618 |
3,801.03 |
HIGH |
3,625.64 |
0.618 |
3,517.22 |
0.500 |
3,483.74 |
0.382 |
3,450.25 |
LOW |
3,341.83 |
0.618 |
3,166.44 |
1.000 |
3,058.02 |
1.618 |
2,882.63 |
2.618 |
2,598.82 |
4.250 |
2,135.64 |
|
|
Fisher Pivots for day following 03-Aug-2000 |
Pivot |
1 day |
3 day |
R1 |
3,576.91 |
3,576.91 |
PP |
3,530.32 |
3,530.32 |
S1 |
3,483.74 |
3,483.74 |
|