Trading Metrics calculated at close of trading on 24-Aug-2000 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Aug-2000 |
24-Aug-2000 |
Change |
Change % |
Previous Week |
Open |
3,818.06 |
3,897.05 |
78.99 |
2.1% |
3,644.63 |
High |
3,899.96 |
3,954.60 |
54.64 |
1.4% |
3,868.74 |
Low |
3,760.12 |
3,884.57 |
124.45 |
3.3% |
3,616.71 |
Close |
3,896.92 |
3,949.57 |
52.65 |
1.4% |
3,807.51 |
Range |
139.84 |
70.03 |
-69.81 |
-49.9% |
252.03 |
ATR |
115.87 |
112.60 |
-3.27 |
-2.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 24-Aug-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,139.67 |
4,114.65 |
3,988.09 |
|
R3 |
4,069.64 |
4,044.62 |
3,968.83 |
|
R2 |
3,999.61 |
3,999.61 |
3,962.41 |
|
R1 |
3,974.59 |
3,974.59 |
3,955.99 |
3,987.10 |
PP |
3,929.58 |
3,929.58 |
3,929.58 |
3,935.84 |
S1 |
3,904.56 |
3,904.56 |
3,943.15 |
3,917.07 |
S2 |
3,859.55 |
3,859.55 |
3,936.73 |
|
S3 |
3,789.52 |
3,834.53 |
3,930.31 |
|
S4 |
3,719.49 |
3,764.50 |
3,911.05 |
|
|
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 |
3,954.60 |
3,760.12 |
194.48 |
4.9% |
88.59 |
2.2% |
97% |
True |
False |
|
10 |
3,954.60 |
3,521.53 |
433.07 |
11.0% |
95.14 |
2.4% |
99% |
True |
False |
|
20 |
3,954.60 |
3,341.83 |
612.77 |
15.5% |
119.75 |
3.0% |
99% |
True |
False |
|
40 |
4,089.04 |
3,341.83 |
747.21 |
18.9% |
118.63 |
3.0% |
81% |
False |
False |
|
60 |
4,089.04 |
3,331.80 |
757.24 |
19.2% |
124.99 |
3.2% |
82% |
False |
False |
|
80 |
4,089.04 |
2,897.27 |
1,191.77 |
30.2% |
139.00 |
3.5% |
88% |
False |
False |
|
100 |
4,308.62 |
2,897.27 |
1,411.35 |
35.7% |
162.26 |
4.1% |
75% |
False |
False |
|
120 |
4,816.35 |
2,897.27 |
1,919.08 |
48.6% |
170.96 |
4.3% |
55% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,252.23 |
2.618 |
4,137.94 |
1.618 |
4,067.91 |
1.000 |
4,024.63 |
0.618 |
3,997.88 |
HIGH |
3,954.60 |
0.618 |
3,927.85 |
0.500 |
3,919.59 |
0.382 |
3,911.32 |
LOW |
3,884.57 |
0.618 |
3,841.29 |
1.000 |
3,814.54 |
1.618 |
3,771.26 |
2.618 |
3,701.23 |
4.250 |
3,586.94 |
|
|
Fisher Pivots for day following 24-Aug-2000 |
Pivot |
1 day |
3 day |
R1 |
3,939.58 |
3,918.83 |
PP |
3,929.58 |
3,888.10 |
S1 |
3,919.59 |
3,857.36 |
|