Trading Metrics calculated at close of trading on 15-Aug-2000 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2000 |
15-Aug-2000 |
Change |
Change % |
Previous Week |
Open |
3,644.63 |
3,718.70 |
74.07 |
2.0% |
3,618.63 |
High |
3,720.81 |
3,761.56 |
40.75 |
1.1% |
3,780.43 |
Low |
3,616.71 |
3,691.27 |
74.56 |
2.1% |
3,521.53 |
Close |
3,719.61 |
3,722.62 |
3.01 |
0.1% |
3,644.61 |
Range |
104.10 |
70.29 |
-33.81 |
-32.5% |
258.90 |
ATR |
130.14 |
125.86 |
-4.27 |
-3.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 15-Aug-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,936.02 |
3,899.61 |
3,761.28 |
|
R3 |
3,865.73 |
3,829.32 |
3,741.95 |
|
R2 |
3,795.44 |
3,795.44 |
3,735.51 |
|
R1 |
3,759.03 |
3,759.03 |
3,729.06 |
3,777.24 |
PP |
3,725.15 |
3,725.15 |
3,725.15 |
3,734.25 |
S1 |
3,688.74 |
3,688.74 |
3,716.18 |
3,706.95 |
S2 |
3,654.86 |
3,654.86 |
3,709.73 |
|
S3 |
3,584.57 |
3,618.45 |
3,703.29 |
|
S4 |
3,514.28 |
3,548.16 |
3,683.96 |
|
|
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% |
96.63 |
2.6% |
78% |
False |
False |
|
10 |
3,780.43 |
3,341.83 |
438.60 |
11.8% |
121.42 |
3.3% |
87% |
False |
False |
|
20 |
3,999.06 |
3,341.83 |
657.23 |
17.7% |
133.61 |
3.6% |
58% |
False |
False |
|
40 |
4,089.04 |
3,341.83 |
747.21 |
20.1% |
123.25 |
3.3% |
51% |
False |
False |
|
60 |
4,089.04 |
2,897.27 |
1,191.77 |
32.0% |
140.86 |
3.8% |
69% |
False |
False |
|
80 |
4,089.04 |
2,897.27 |
1,191.77 |
32.0% |
148.00 |
4.0% |
69% |
False |
False |
|
100 |
4,816.35 |
2,897.27 |
1,919.08 |
51.6% |
171.20 |
4.6% |
43% |
False |
False |
|
120 |
4,816.35 |
2,897.27 |
1,919.08 |
51.6% |
173.34 |
4.7% |
43% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,060.29 |
2.618 |
3,945.58 |
1.618 |
3,875.29 |
1.000 |
3,831.85 |
0.618 |
3,805.00 |
HIGH |
3,761.56 |
0.618 |
3,734.71 |
0.500 |
3,726.42 |
0.382 |
3,718.12 |
LOW |
3,691.27 |
0.618 |
3,647.83 |
1.000 |
3,620.98 |
1.618 |
3,577.54 |
2.618 |
3,507.25 |
4.250 |
3,392.54 |
|
|
Fisher Pivots for day following 15-Aug-2000 |
Pivot |
1 day |
3 day |
R1 |
3,726.42 |
3,695.60 |
PP |
3,725.15 |
3,668.57 |
S1 |
3,723.89 |
3,641.55 |
|