Trading Metrics calculated at close of trading on 18-Aug-2000 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-2000 |
18-Aug-2000 |
Change |
Change % |
Previous Week |
Open |
3,721.25 |
3,830.59 |
109.34 |
2.9% |
3,644.63 |
High |
3,839.76 |
3,868.74 |
28.98 |
0.8% |
3,868.74 |
Low |
3,716.67 |
3,799.97 |
83.30 |
2.2% |
3,616.71 |
Close |
3,830.59 |
3,807.51 |
-23.08 |
-0.6% |
3,807.51 |
Range |
123.09 |
68.77 |
-54.32 |
-44.1% |
252.03 |
ATR |
123.07 |
119.19 |
-3.88 |
-3.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 18-Aug-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,031.72 |
3,988.38 |
3,845.33 |
|
R3 |
3,962.95 |
3,919.61 |
3,826.42 |
|
R2 |
3,894.18 |
3,894.18 |
3,820.12 |
|
R1 |
3,850.84 |
3,850.84 |
3,813.81 |
3,838.13 |
PP |
3,825.41 |
3,825.41 |
3,825.41 |
3,819.05 |
S1 |
3,782.07 |
3,782.07 |
3,801.21 |
3,769.36 |
S2 |
3,756.64 |
3,756.64 |
3,794.90 |
|
S3 |
3,687.87 |
3,713.30 |
3,788.60 |
|
S4 |
3,619.10 |
3,644.53 |
3,769.69 |
|
|
Weekly Pivots for week ending 18-Aug-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,520.41 |
4,415.99 |
3,946.13 |
|
R3 |
4,268.38 |
4,163.96 |
3,876.82 |
|
R2 |
4,016.35 |
4,016.35 |
3,853.72 |
|
R1 |
3,911.93 |
3,911.93 |
3,830.61 |
3,964.14 |
PP |
3,764.32 |
3,764.32 |
3,764.32 |
3,790.43 |
S1 |
3,659.90 |
3,659.90 |
3,784.41 |
3,712.11 |
S2 |
3,512.29 |
3,512.29 |
3,761.30 |
|
S3 |
3,260.26 |
3,407.87 |
3,738.20 |
|
S4 |
3,008.23 |
3,155.84 |
3,668.89 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,868.74 |
3,616.71 |
252.03 |
6.6% |
90.59 |
2.4% |
76% |
True |
False |
|
10 |
3,868.74 |
3,521.53 |
347.21 |
9.1% |
93.98 |
2.5% |
82% |
True |
False |
|
20 |
3,966.83 |
3,341.83 |
625.00 |
16.4% |
128.46 |
3.4% |
75% |
False |
False |
|
40 |
4,089.04 |
3,341.83 |
747.21 |
19.6% |
120.96 |
3.2% |
62% |
False |
False |
|
60 |
4,089.04 |
3,033.50 |
1,055.54 |
27.7% |
132.09 |
3.5% |
73% |
False |
False |
|
80 |
4,089.04 |
2,897.27 |
1,191.77 |
31.3% |
142.94 |
3.8% |
76% |
False |
False |
|
100 |
4,615.09 |
2,897.27 |
1,717.82 |
45.1% |
169.66 |
4.5% |
53% |
False |
False |
|
120 |
4,816.35 |
2,897.27 |
1,919.08 |
50.4% |
172.13 |
4.5% |
47% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,161.01 |
2.618 |
4,048.78 |
1.618 |
3,980.01 |
1.000 |
3,937.51 |
0.618 |
3,911.24 |
HIGH |
3,868.74 |
0.618 |
3,842.47 |
0.500 |
3,834.36 |
0.382 |
3,826.24 |
LOW |
3,799.97 |
0.618 |
3,757.47 |
1.000 |
3,731.20 |
1.618 |
3,688.70 |
2.618 |
3,619.93 |
4.250 |
3,507.70 |
|
|
Fisher Pivots for day following 18-Aug-2000 |
Pivot |
1 day |
3 day |
R1 |
3,834.36 |
3,800.55 |
PP |
3,825.41 |
3,793.59 |
S1 |
3,816.46 |
3,786.63 |
|