Trading Metrics calculated at close of trading on 14-Aug-2000 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2000 |
14-Aug-2000 |
Change |
Change % |
Previous Week |
Open |
3,595.15 |
3,644.63 |
49.48 |
1.4% |
3,618.63 |
High |
3,645.77 |
3,720.81 |
75.04 |
2.1% |
3,780.43 |
Low |
3,521.53 |
3,616.71 |
95.18 |
2.7% |
3,521.53 |
Close |
3,644.61 |
3,719.61 |
75.00 |
2.1% |
3,644.61 |
Range |
124.24 |
104.10 |
-20.14 |
-16.2% |
258.90 |
ATR |
132.14 |
130.14 |
-2.00 |
-1.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 14-Aug-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,998.01 |
3,962.91 |
3,776.87 |
|
R3 |
3,893.91 |
3,858.81 |
3,748.24 |
|
R2 |
3,789.81 |
3,789.81 |
3,738.70 |
|
R1 |
3,754.71 |
3,754.71 |
3,729.15 |
3,772.26 |
PP |
3,685.71 |
3,685.71 |
3,685.71 |
3,694.49 |
S1 |
3,650.61 |
3,650.61 |
3,710.07 |
3,668.16 |
S2 |
3,581.61 |
3,581.61 |
3,700.53 |
|
S3 |
3,477.51 |
3,546.51 |
3,690.98 |
|
S4 |
3,373.41 |
3,442.41 |
3,662.36 |
|
|
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 |
7.0% |
96.53 |
2.6% |
77% |
False |
False |
|
10 |
3,780.43 |
3,341.83 |
438.60 |
11.8% |
123.47 |
3.3% |
86% |
False |
False |
|
20 |
4,060.31 |
3,341.83 |
718.48 |
19.3% |
135.62 |
3.6% |
53% |
False |
False |
|
40 |
4,089.04 |
3,341.83 |
747.21 |
20.1% |
126.62 |
3.4% |
51% |
False |
False |
|
60 |
4,089.04 |
2,897.27 |
1,191.77 |
32.0% |
142.46 |
3.8% |
69% |
False |
False |
|
80 |
4,089.04 |
2,897.27 |
1,191.77 |
32.0% |
149.36 |
4.0% |
69% |
False |
False |
|
100 |
4,816.35 |
2,897.27 |
1,919.08 |
51.6% |
172.07 |
4.6% |
43% |
False |
False |
|
120 |
4,816.35 |
2,897.27 |
1,919.08 |
51.6% |
174.04 |
4.7% |
43% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,163.24 |
2.618 |
3,993.34 |
1.618 |
3,889.24 |
1.000 |
3,824.91 |
0.618 |
3,785.14 |
HIGH |
3,720.81 |
0.618 |
3,681.04 |
0.500 |
3,668.76 |
0.382 |
3,656.48 |
LOW |
3,616.71 |
0.618 |
3,552.38 |
1.000 |
3,512.61 |
1.618 |
3,448.28 |
2.618 |
3,344.18 |
4.250 |
3,174.29 |
|
|
Fisher Pivots for day following 14-Aug-2000 |
Pivot |
1 day |
3 day |
R1 |
3,702.66 |
3,686.80 |
PP |
3,685.71 |
3,653.98 |
S1 |
3,668.76 |
3,621.17 |
|