Trading Metrics calculated at close of trading on 22-Aug-2000 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2000 |
22-Aug-2000 |
Change |
Change % |
Previous Week |
Open |
3,809.86 |
3,832.10 |
22.24 |
0.6% |
3,644.63 |
High |
3,878.67 |
3,898.12 |
19.45 |
0.5% |
3,868.74 |
Low |
3,785.20 |
3,827.30 |
42.10 |
1.1% |
3,616.71 |
Close |
3,827.62 |
3,827.89 |
0.27 |
0.0% |
3,807.51 |
Range |
93.47 |
70.82 |
-22.65 |
-24.2% |
252.03 |
ATR |
117.35 |
114.03 |
-3.32 |
-2.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 22-Aug-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,063.56 |
4,016.55 |
3,866.84 |
|
R3 |
3,992.74 |
3,945.73 |
3,847.37 |
|
R2 |
3,921.92 |
3,921.92 |
3,840.87 |
|
R1 |
3,874.91 |
3,874.91 |
3,834.38 |
3,863.01 |
PP |
3,851.10 |
3,851.10 |
3,851.10 |
3,845.15 |
S1 |
3,804.09 |
3,804.09 |
3,821.40 |
3,792.19 |
S2 |
3,780.28 |
3,780.28 |
3,814.91 |
|
S3 |
3,709.46 |
3,733.27 |
3,808.41 |
|
S4 |
3,638.64 |
3,662.45 |
3,788.94 |
|
|
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 |
3,898.12 |
3,704.51 |
193.61 |
5.1% |
88.57 |
2.3% |
64% |
True |
False |
|
10 |
3,898.12 |
3,521.53 |
376.59 |
9.8% |
92.60 |
2.4% |
81% |
True |
False |
|
20 |
3,898.12 |
3,341.83 |
556.29 |
14.5% |
122.22 |
3.2% |
87% |
True |
False |
|
40 |
4,089.04 |
3,341.83 |
747.21 |
19.5% |
118.95 |
3.1% |
65% |
False |
False |
|
60 |
4,089.04 |
3,101.43 |
987.61 |
25.8% |
129.00 |
3.4% |
74% |
False |
False |
|
80 |
4,089.04 |
2,897.27 |
1,191.77 |
31.1% |
140.03 |
3.7% |
78% |
False |
False |
|
100 |
4,424.43 |
2,897.27 |
1,527.16 |
39.9% |
165.84 |
4.3% |
61% |
False |
False |
|
120 |
4,816.35 |
2,897.27 |
1,919.08 |
50.1% |
171.69 |
4.5% |
48% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,199.11 |
2.618 |
4,083.53 |
1.618 |
4,012.71 |
1.000 |
3,968.94 |
0.618 |
3,941.89 |
HIGH |
3,898.12 |
0.618 |
3,871.07 |
0.500 |
3,862.71 |
0.382 |
3,854.35 |
LOW |
3,827.30 |
0.618 |
3,783.53 |
1.000 |
3,756.48 |
1.618 |
3,712.71 |
2.618 |
3,641.89 |
4.250 |
3,526.32 |
|
|
Fisher Pivots for day following 22-Aug-2000 |
Pivot |
1 day |
3 day |
R1 |
3,862.71 |
3,841.66 |
PP |
3,851.10 |
3,837.07 |
S1 |
3,839.50 |
3,832.48 |
|