Trading Metrics calculated at close of trading on 11-Aug-2000 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2000 |
11-Aug-2000 |
Change |
Change % |
Previous Week |
Open |
3,687.69 |
3,595.15 |
-92.54 |
-2.5% |
3,618.63 |
High |
3,690.61 |
3,645.77 |
-44.84 |
-1.2% |
3,780.43 |
Low |
3,594.80 |
3,521.53 |
-73.27 |
-2.0% |
3,521.53 |
Close |
3,595.19 |
3,644.61 |
49.42 |
1.4% |
3,644.61 |
Range |
95.81 |
124.24 |
28.43 |
29.7% |
258.90 |
ATR |
132.75 |
132.14 |
-0.61 |
-0.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 11-Aug-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,976.69 |
3,934.89 |
3,712.94 |
|
R3 |
3,852.45 |
3,810.65 |
3,678.78 |
|
R2 |
3,728.21 |
3,728.21 |
3,667.39 |
|
R1 |
3,686.41 |
3,686.41 |
3,656.00 |
3,707.31 |
PP |
3,603.97 |
3,603.97 |
3,603.97 |
3,614.42 |
S1 |
3,562.17 |
3,562.17 |
3,633.22 |
3,583.07 |
S2 |
3,479.73 |
3,479.73 |
3,621.83 |
|
S3 |
3,355.49 |
3,437.93 |
3,610.44 |
|
S4 |
3,231.25 |
3,313.69 |
3,576.28 |
|
|
Weekly Pivots for week ending 11-Aug-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,425.56 |
4,293.98 |
3,787.01 |
|
R3 |
4,166.66 |
4,035.08 |
3,715.81 |
|
R2 |
3,907.76 |
3,907.76 |
3,692.08 |
|
R1 |
3,776.18 |
3,776.18 |
3,668.34 |
3,841.97 |
PP |
3,648.86 |
3,648.86 |
3,648.86 |
3,681.75 |
S1 |
3,517.28 |
3,517.28 |
3,620.88 |
3,583.07 |
S2 |
3,389.96 |
3,389.96 |
3,597.15 |
|
S3 |
3,131.06 |
3,258.38 |
3,573.41 |
|
S4 |
2,872.16 |
2,999.48 |
3,502.22 |
|
|
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 |
3,521.53 |
258.90 |
7.1% |
97.36 |
2.7% |
48% |
False |
True |
|
10 |
3,780.43 |
3,341.83 |
438.60 |
12.0% |
130.40 |
3.6% |
69% |
False |
False |
|
20 |
4,089.04 |
3,341.83 |
747.21 |
20.5% |
134.49 |
3.7% |
41% |
False |
False |
|
40 |
4,089.04 |
3,341.83 |
747.21 |
20.5% |
126.15 |
3.5% |
41% |
False |
False |
|
60 |
4,089.04 |
2,897.27 |
1,191.77 |
32.7% |
143.22 |
3.9% |
63% |
False |
False |
|
80 |
4,089.04 |
2,897.27 |
1,191.77 |
32.7% |
150.24 |
4.1% |
63% |
False |
False |
|
100 |
4,816.35 |
2,897.27 |
1,919.08 |
52.7% |
172.93 |
4.7% |
39% |
False |
False |
|
120 |
4,816.35 |
2,897.27 |
1,919.08 |
52.7% |
175.11 |
4.8% |
39% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,173.79 |
2.618 |
3,971.03 |
1.618 |
3,846.79 |
1.000 |
3,770.01 |
0.618 |
3,722.55 |
HIGH |
3,645.77 |
0.618 |
3,598.31 |
0.500 |
3,583.65 |
0.382 |
3,568.99 |
LOW |
3,521.53 |
0.618 |
3,444.75 |
1.000 |
3,397.29 |
1.618 |
3,320.51 |
2.618 |
3,196.27 |
4.250 |
2,993.51 |
|
|
Fisher Pivots for day following 11-Aug-2000 |
Pivot |
1 day |
3 day |
R1 |
3,624.29 |
3,650.98 |
PP |
3,603.97 |
3,648.86 |
S1 |
3,583.65 |
3,646.73 |
|