| Trading Metrics calculated at close of trading on 16-Aug-2000 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2000 |
16-Aug-2000 |
Change |
Change % |
Previous Week |
| Open |
3,718.70 |
3,722.62 |
3.92 |
0.1% |
3,618.63 |
| High |
3,761.56 |
3,791.22 |
29.66 |
0.8% |
3,780.43 |
| Low |
3,691.27 |
3,704.51 |
13.24 |
0.4% |
3,521.53 |
| Close |
3,722.62 |
3,721.25 |
-1.37 |
0.0% |
3,644.61 |
| Range |
70.29 |
86.71 |
16.42 |
23.4% |
258.90 |
| ATR |
125.86 |
123.06 |
-2.80 |
-2.2% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 16-Aug-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,999.12 |
3,946.90 |
3,768.94 |
|
| R3 |
3,912.41 |
3,860.19 |
3,745.10 |
|
| R2 |
3,825.70 |
3,825.70 |
3,737.15 |
|
| R1 |
3,773.48 |
3,773.48 |
3,729.20 |
3,756.24 |
| PP |
3,738.99 |
3,738.99 |
3,738.99 |
3,730.37 |
| S1 |
3,686.77 |
3,686.77 |
3,713.30 |
3,669.53 |
| S2 |
3,652.28 |
3,652.28 |
3,705.35 |
|
| S3 |
3,565.57 |
3,600.06 |
3,697.40 |
|
| S4 |
3,478.86 |
3,513.35 |
3,673.56 |
|
|
| 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 |
3,791.22 |
3,521.53 |
269.69 |
7.2% |
96.23 |
2.6% |
74% |
True |
False |
|
| 10 |
3,791.22 |
3,341.83 |
449.39 |
12.1% |
117.02 |
3.1% |
84% |
True |
False |
|
| 20 |
3,999.06 |
3,341.83 |
657.23 |
17.7% |
131.65 |
3.5% |
58% |
False |
False |
|
| 40 |
4,089.04 |
3,341.83 |
747.21 |
20.1% |
123.12 |
3.3% |
51% |
False |
False |
|
| 60 |
4,089.04 |
2,897.27 |
1,191.77 |
32.0% |
138.30 |
3.7% |
69% |
False |
False |
|
| 80 |
4,089.04 |
2,897.27 |
1,191.77 |
32.0% |
145.99 |
3.9% |
69% |
False |
False |
|
| 100 |
4,781.19 |
2,897.27 |
1,883.92 |
50.6% |
169.99 |
4.6% |
44% |
False |
False |
|
| 120 |
4,816.35 |
2,897.27 |
1,919.08 |
51.6% |
172.99 |
4.6% |
43% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,159.74 |
|
2.618 |
4,018.23 |
|
1.618 |
3,931.52 |
|
1.000 |
3,877.93 |
|
0.618 |
3,844.81 |
|
HIGH |
3,791.22 |
|
0.618 |
3,758.10 |
|
0.500 |
3,747.87 |
|
0.382 |
3,737.63 |
|
LOW |
3,704.51 |
|
0.618 |
3,650.92 |
|
1.000 |
3,617.80 |
|
1.618 |
3,564.21 |
|
2.618 |
3,477.50 |
|
4.250 |
3,335.99 |
|
|
| Fisher Pivots for day following 16-Aug-2000 |
| Pivot |
1 day |
3 day |
| R1 |
3,747.87 |
3,715.49 |
| PP |
3,738.99 |
3,709.73 |
| S1 |
3,730.12 |
3,703.97 |
|