Trading Metrics calculated at close of trading on 07-Aug-2000 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Aug-2000 |
07-Aug-2000 |
Change |
Change % |
Previous Week |
Open |
3,624.17 |
3,618.63 |
-5.54 |
-0.2% |
3,477.31 |
High |
3,715.57 |
3,726.90 |
11.33 |
0.3% |
3,715.57 |
Low |
3,577.13 |
3,618.63 |
41.50 |
1.2% |
3,341.83 |
Close |
3,618.63 |
3,710.39 |
91.76 |
2.5% |
3,618.63 |
Range |
138.44 |
108.27 |
-30.17 |
-21.8% |
373.74 |
ATR |
146.61 |
143.87 |
-2.74 |
-1.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 07-Aug-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,010.12 |
3,968.52 |
3,769.94 |
|
R3 |
3,901.85 |
3,860.25 |
3,740.16 |
|
R2 |
3,793.58 |
3,793.58 |
3,730.24 |
|
R1 |
3,751.98 |
3,751.98 |
3,720.31 |
3,772.78 |
PP |
3,685.31 |
3,685.31 |
3,685.31 |
3,695.71 |
S1 |
3,643.71 |
3,643.71 |
3,700.47 |
3,664.51 |
S2 |
3,577.04 |
3,577.04 |
3,690.54 |
|
S3 |
3,468.77 |
3,535.44 |
3,680.62 |
|
S4 |
3,360.50 |
3,427.17 |
3,650.84 |
|
|
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 |
3,726.90 |
3,341.83 |
385.07 |
10.4% |
150.41 |
4.1% |
96% |
True |
False |
|
10 |
3,871.64 |
3,341.83 |
529.81 |
14.3% |
155.83 |
4.2% |
70% |
False |
False |
|
20 |
4,089.04 |
3,341.83 |
747.21 |
20.1% |
136.17 |
3.7% |
49% |
False |
False |
|
40 |
4,089.04 |
3,341.83 |
747.21 |
20.1% |
130.81 |
3.5% |
49% |
False |
False |
|
60 |
4,089.04 |
2,897.27 |
1,191.77 |
32.1% |
146.26 |
3.9% |
68% |
False |
False |
|
80 |
4,089.04 |
2,897.27 |
1,191.77 |
32.1% |
161.84 |
4.4% |
68% |
False |
False |
|
100 |
4,816.35 |
2,897.27 |
1,919.08 |
51.7% |
178.27 |
4.8% |
42% |
False |
False |
|
120 |
4,816.35 |
2,897.27 |
1,919.08 |
51.7% |
176.42 |
4.8% |
42% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,187.05 |
2.618 |
4,010.35 |
1.618 |
3,902.08 |
1.000 |
3,835.17 |
0.618 |
3,793.81 |
HIGH |
3,726.90 |
0.618 |
3,685.54 |
0.500 |
3,672.77 |
0.382 |
3,659.99 |
LOW |
3,618.63 |
0.618 |
3,551.72 |
1.000 |
3,510.36 |
1.618 |
3,443.45 |
2.618 |
3,335.18 |
4.250 |
3,158.48 |
|
|
Fisher Pivots for day following 07-Aug-2000 |
Pivot |
1 day |
3 day |
R1 |
3,697.85 |
3,651.72 |
PP |
3,685.31 |
3,593.04 |
S1 |
3,672.77 |
3,534.37 |
|