Trading Metrics calculated at close of trading on 25-Aug-2000 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Aug-2000 |
25-Aug-2000 |
Change |
Change % |
Previous Week |
Open |
3,897.05 |
3,945.50 |
48.45 |
1.2% |
3,809.86 |
High |
3,954.60 |
3,986.73 |
32.13 |
0.8% |
3,986.73 |
Low |
3,884.57 |
3,915.79 |
31.22 |
0.8% |
3,760.12 |
Close |
3,949.57 |
3,931.25 |
-18.32 |
-0.5% |
3,931.25 |
Range |
70.03 |
70.94 |
0.91 |
1.3% |
226.61 |
ATR |
112.60 |
109.62 |
-2.98 |
-2.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 25-Aug-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,157.41 |
4,115.27 |
3,970.27 |
|
R3 |
4,086.47 |
4,044.33 |
3,950.76 |
|
R2 |
4,015.53 |
4,015.53 |
3,944.26 |
|
R1 |
3,973.39 |
3,973.39 |
3,937.75 |
3,958.99 |
PP |
3,944.59 |
3,944.59 |
3,944.59 |
3,937.39 |
S1 |
3,902.45 |
3,902.45 |
3,924.75 |
3,888.05 |
S2 |
3,873.65 |
3,873.65 |
3,918.24 |
|
S3 |
3,802.71 |
3,831.51 |
3,911.74 |
|
S4 |
3,731.77 |
3,760.57 |
3,892.23 |
|
|
Weekly Pivots for week ending 25-Aug-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,572.53 |
4,478.50 |
4,055.89 |
|
R3 |
4,345.92 |
4,251.89 |
3,993.57 |
|
R2 |
4,119.31 |
4,119.31 |
3,972.80 |
|
R1 |
4,025.28 |
4,025.28 |
3,952.02 |
4,072.30 |
PP |
3,892.70 |
3,892.70 |
3,892.70 |
3,916.21 |
S1 |
3,798.67 |
3,798.67 |
3,910.48 |
3,845.69 |
S2 |
3,666.09 |
3,666.09 |
3,889.70 |
|
S3 |
3,439.48 |
3,572.06 |
3,868.93 |
|
S4 |
3,212.87 |
3,345.45 |
3,806.61 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,986.73 |
3,760.12 |
226.61 |
5.8% |
89.02 |
2.3% |
76% |
True |
False |
|
10 |
3,986.73 |
3,616.71 |
370.02 |
9.4% |
89.81 |
2.3% |
85% |
True |
False |
|
20 |
3,986.73 |
3,341.83 |
644.90 |
16.4% |
110.10 |
2.8% |
91% |
True |
False |
|
40 |
4,089.04 |
3,341.83 |
747.21 |
19.0% |
117.13 |
3.0% |
79% |
False |
False |
|
60 |
4,089.04 |
3,341.83 |
747.21 |
19.0% |
122.93 |
3.1% |
79% |
False |
False |
|
80 |
4,089.04 |
2,897.27 |
1,191.77 |
30.3% |
137.48 |
3.5% |
87% |
False |
False |
|
100 |
4,308.62 |
2,897.27 |
1,411.35 |
35.9% |
156.75 |
4.0% |
73% |
False |
False |
|
120 |
4,816.35 |
2,897.27 |
1,919.08 |
48.8% |
169.84 |
4.3% |
54% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,288.23 |
2.618 |
4,172.45 |
1.618 |
4,101.51 |
1.000 |
4,057.67 |
0.618 |
4,030.57 |
HIGH |
3,986.73 |
0.618 |
3,959.63 |
0.500 |
3,951.26 |
0.382 |
3,942.89 |
LOW |
3,915.79 |
0.618 |
3,871.95 |
1.000 |
3,844.85 |
1.618 |
3,801.01 |
2.618 |
3,730.07 |
4.250 |
3,614.30 |
|
|
Fisher Pivots for day following 25-Aug-2000 |
Pivot |
1 day |
3 day |
R1 |
3,951.26 |
3,911.98 |
PP |
3,944.59 |
3,892.70 |
S1 |
3,937.92 |
3,873.43 |
|