Trading Metrics calculated at close of trading on 08-Aug-2000 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Aug-2000 |
08-Aug-2000 |
Change |
Change % |
Previous Week |
Open |
3,618.63 |
3,708.95 |
90.32 |
2.5% |
3,477.31 |
High |
3,726.90 |
3,741.51 |
14.61 |
0.4% |
3,715.57 |
Low |
3,618.63 |
3,671.75 |
53.12 |
1.5% |
3,341.83 |
Close |
3,710.39 |
3,686.37 |
-24.02 |
-0.6% |
3,618.63 |
Range |
108.27 |
69.76 |
-38.51 |
-35.6% |
373.74 |
ATR |
143.87 |
138.58 |
-5.29 |
-3.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 08-Aug-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,909.16 |
3,867.52 |
3,724.74 |
|
R3 |
3,839.40 |
3,797.76 |
3,705.55 |
|
R2 |
3,769.64 |
3,769.64 |
3,699.16 |
|
R1 |
3,728.00 |
3,728.00 |
3,692.76 |
3,713.94 |
PP |
3,699.88 |
3,699.88 |
3,699.88 |
3,692.85 |
S1 |
3,658.24 |
3,658.24 |
3,679.98 |
3,644.18 |
S2 |
3,630.12 |
3,630.12 |
3,673.58 |
|
S3 |
3,560.36 |
3,588.48 |
3,667.19 |
|
S4 |
3,490.60 |
3,518.72 |
3,648.00 |
|
|
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 |
3,741.51 |
3,341.83 |
399.68 |
10.8% |
146.21 |
4.0% |
86% |
True |
False |
|
10 |
3,865.33 |
3,341.83 |
523.50 |
14.2% |
151.84 |
4.1% |
66% |
False |
False |
|
20 |
4,089.04 |
3,341.83 |
747.21 |
20.3% |
133.91 |
3.6% |
46% |
False |
False |
|
40 |
4,089.04 |
3,341.83 |
747.21 |
20.3% |
129.02 |
3.5% |
46% |
False |
False |
|
60 |
4,089.04 |
2,897.27 |
1,191.77 |
32.3% |
145.37 |
3.9% |
66% |
False |
False |
|
80 |
4,089.04 |
2,897.27 |
1,191.77 |
32.3% |
159.22 |
4.3% |
66% |
False |
False |
|
100 |
4,816.35 |
2,897.27 |
1,919.08 |
52.1% |
175.93 |
4.8% |
41% |
False |
False |
|
120 |
4,816.35 |
2,897.27 |
1,919.08 |
52.1% |
176.32 |
4.8% |
41% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,037.99 |
2.618 |
3,924.14 |
1.618 |
3,854.38 |
1.000 |
3,811.27 |
0.618 |
3,784.62 |
HIGH |
3,741.51 |
0.618 |
3,714.86 |
0.500 |
3,706.63 |
0.382 |
3,698.40 |
LOW |
3,671.75 |
0.618 |
3,628.64 |
1.000 |
3,601.99 |
1.618 |
3,558.88 |
2.618 |
3,489.12 |
4.250 |
3,375.27 |
|
|
Fisher Pivots for day following 08-Aug-2000 |
Pivot |
1 day |
3 day |
R1 |
3,706.63 |
3,677.35 |
PP |
3,699.88 |
3,668.34 |
S1 |
3,693.12 |
3,659.32 |
|