Trading Metrics calculated at close of trading on 10-Aug-2000 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Aug-2000 |
10-Aug-2000 |
Change |
Change % |
Previous Week |
Open |
3,708.63 |
3,687.69 |
-20.94 |
-0.6% |
3,477.31 |
High |
3,780.43 |
3,690.61 |
-89.82 |
-2.4% |
3,715.57 |
Low |
3,691.70 |
3,594.80 |
-96.90 |
-2.6% |
3,341.83 |
Close |
3,693.04 |
3,595.19 |
-97.85 |
-2.6% |
3,618.63 |
Range |
88.73 |
95.81 |
7.08 |
8.0% |
373.74 |
ATR |
135.40 |
132.75 |
-2.65 |
-2.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 10-Aug-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,914.30 |
3,850.55 |
3,647.89 |
|
R3 |
3,818.49 |
3,754.74 |
3,621.54 |
|
R2 |
3,722.68 |
3,722.68 |
3,612.76 |
|
R1 |
3,658.93 |
3,658.93 |
3,603.97 |
3,642.90 |
PP |
3,626.87 |
3,626.87 |
3,626.87 |
3,618.85 |
S1 |
3,563.12 |
3,563.12 |
3,586.41 |
3,547.09 |
S2 |
3,531.06 |
3,531.06 |
3,577.62 |
|
S3 |
3,435.25 |
3,467.31 |
3,568.84 |
|
S4 |
3,339.44 |
3,371.50 |
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 |
3,780.43 |
3,577.13 |
203.30 |
5.7% |
100.20 |
2.8% |
9% |
False |
False |
|
10 |
3,780.43 |
3,341.83 |
438.60 |
12.2% |
144.37 |
4.0% |
58% |
False |
False |
|
20 |
4,089.04 |
3,341.83 |
747.21 |
20.8% |
132.73 |
3.7% |
34% |
False |
False |
|
40 |
4,089.04 |
3,341.83 |
747.21 |
20.8% |
125.95 |
3.5% |
34% |
False |
False |
|
60 |
4,089.04 |
2,897.27 |
1,191.77 |
33.1% |
142.94 |
4.0% |
59% |
False |
False |
|
80 |
4,089.04 |
2,897.27 |
1,191.77 |
33.1% |
151.26 |
4.2% |
59% |
False |
False |
|
100 |
4,816.35 |
2,897.27 |
1,919.08 |
53.4% |
174.64 |
4.9% |
36% |
False |
False |
|
120 |
4,816.35 |
2,897.27 |
1,919.08 |
53.4% |
175.28 |
4.9% |
36% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,097.80 |
2.618 |
3,941.44 |
1.618 |
3,845.63 |
1.000 |
3,786.42 |
0.618 |
3,749.82 |
HIGH |
3,690.61 |
0.618 |
3,654.01 |
0.500 |
3,642.71 |
0.382 |
3,631.40 |
LOW |
3,594.80 |
0.618 |
3,535.59 |
1.000 |
3,498.99 |
1.618 |
3,439.78 |
2.618 |
3,343.97 |
4.250 |
3,187.61 |
|
|
Fisher Pivots for day following 10-Aug-2000 |
Pivot |
1 day |
3 day |
R1 |
3,642.71 |
3,687.62 |
PP |
3,626.87 |
3,656.81 |
S1 |
3,611.03 |
3,626.00 |
|