Trading Metrics calculated at close of trading on 04-Aug-2000 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Aug-2000 |
04-Aug-2000 |
Change |
Change % |
Previous Week |
Open |
3,490.34 |
3,624.17 |
133.83 |
3.8% |
3,477.31 |
High |
3,625.64 |
3,715.57 |
89.93 |
2.5% |
3,715.57 |
Low |
3,341.83 |
3,577.13 |
235.30 |
7.0% |
3,341.83 |
Close |
3,623.50 |
3,618.63 |
-4.87 |
-0.1% |
3,618.63 |
Range |
283.81 |
138.44 |
-145.37 |
-51.2% |
373.74 |
ATR |
147.24 |
146.61 |
-0.63 |
-0.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 04-Aug-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,052.43 |
3,973.97 |
3,694.77 |
|
R3 |
3,913.99 |
3,835.53 |
3,656.70 |
|
R2 |
3,775.55 |
3,775.55 |
3,644.01 |
|
R1 |
3,697.09 |
3,697.09 |
3,631.32 |
3,667.10 |
PP |
3,637.11 |
3,637.11 |
3,637.11 |
3,622.12 |
S1 |
3,558.65 |
3,558.65 |
3,605.94 |
3,528.66 |
S2 |
3,498.67 |
3,498.67 |
3,593.25 |
|
S3 |
3,360.23 |
3,420.21 |
3,580.56 |
|
S4 |
3,221.79 |
3,281.77 |
3,542.49 |
|
|
Weekly Pivots for week ending 04-Aug-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,679.90 |
4,523.00 |
3,824.19 |
|
R3 |
4,306.16 |
4,149.26 |
3,721.41 |
|
R2 |
3,932.42 |
3,932.42 |
3,687.15 |
|
R1 |
3,775.52 |
3,775.52 |
3,652.89 |
3,853.97 |
PP |
3,558.68 |
3,558.68 |
3,558.68 |
3,597.90 |
S1 |
3,401.78 |
3,401.78 |
3,584.37 |
3,480.23 |
S2 |
3,184.94 |
3,184.94 |
3,550.11 |
|
S3 |
2,811.20 |
3,028.04 |
3,515.85 |
|
S4 |
2,437.46 |
2,654.30 |
3,413.07 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,715.57 |
3,341.83 |
373.74 |
10.3% |
163.43 |
4.5% |
74% |
True |
False |
|
10 |
3,966.83 |
3,341.83 |
625.00 |
17.3% |
162.95 |
4.5% |
44% |
False |
False |
|
20 |
4,089.04 |
3,341.83 |
747.21 |
20.6% |
134.46 |
3.7% |
37% |
False |
False |
|
40 |
4,089.04 |
3,341.83 |
747.21 |
20.6% |
130.04 |
3.6% |
37% |
False |
False |
|
60 |
4,089.04 |
2,897.27 |
1,191.77 |
32.9% |
146.85 |
4.1% |
61% |
False |
False |
|
80 |
4,089.04 |
2,897.27 |
1,191.77 |
32.9% |
164.38 |
4.5% |
61% |
False |
False |
|
100 |
4,816.35 |
2,897.27 |
1,919.08 |
53.0% |
179.66 |
5.0% |
38% |
False |
False |
|
120 |
4,816.35 |
2,897.27 |
1,919.08 |
53.0% |
176.98 |
4.9% |
38% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,303.94 |
2.618 |
4,078.01 |
1.618 |
3,939.57 |
1.000 |
3,854.01 |
0.618 |
3,801.13 |
HIGH |
3,715.57 |
0.618 |
3,662.69 |
0.500 |
3,646.35 |
0.382 |
3,630.01 |
LOW |
3,577.13 |
0.618 |
3,491.57 |
1.000 |
3,438.69 |
1.618 |
3,353.13 |
2.618 |
3,214.69 |
4.250 |
2,988.76 |
|
|
Fisher Pivots for day following 04-Aug-2000 |
Pivot |
1 day |
3 day |
R1 |
3,646.35 |
3,588.65 |
PP |
3,637.11 |
3,558.68 |
S1 |
3,627.87 |
3,528.70 |
|