Trading Metrics calculated at close of trading on 28-Aug-2000 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Aug-2000 |
28-Aug-2000 |
Change |
Change % |
Previous Week |
Open |
3,945.50 |
3,955.54 |
10.04 |
0.3% |
3,809.86 |
High |
3,986.73 |
3,987.71 |
0.98 |
0.0% |
3,986.73 |
Low |
3,915.79 |
3,928.80 |
13.01 |
0.3% |
3,760.12 |
Close |
3,931.25 |
3,954.24 |
22.99 |
0.6% |
3,931.25 |
Range |
70.94 |
58.91 |
-12.03 |
-17.0% |
226.61 |
ATR |
109.62 |
106.00 |
-3.62 |
-3.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 28-Aug-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,133.65 |
4,102.85 |
3,986.64 |
|
R3 |
4,074.74 |
4,043.94 |
3,970.44 |
|
R2 |
4,015.83 |
4,015.83 |
3,965.04 |
|
R1 |
3,985.03 |
3,985.03 |
3,959.64 |
3,970.98 |
PP |
3,956.92 |
3,956.92 |
3,956.92 |
3,949.89 |
S1 |
3,926.12 |
3,926.12 |
3,948.84 |
3,912.07 |
S2 |
3,898.01 |
3,898.01 |
3,943.44 |
|
S3 |
3,839.10 |
3,867.21 |
3,938.04 |
|
S4 |
3,780.19 |
3,808.30 |
3,921.84 |
|
|
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 |
3,987.71 |
3,760.12 |
227.59 |
5.8% |
82.11 |
2.1% |
85% |
True |
False |
|
10 |
3,987.71 |
3,691.27 |
296.44 |
7.5% |
85.29 |
2.2% |
89% |
True |
False |
|
20 |
3,987.71 |
3,341.83 |
645.88 |
16.3% |
104.38 |
2.6% |
95% |
True |
False |
|
40 |
4,089.04 |
3,341.83 |
747.21 |
18.9% |
116.13 |
2.9% |
82% |
False |
False |
|
60 |
4,089.04 |
3,341.83 |
747.21 |
18.9% |
119.90 |
3.0% |
82% |
False |
False |
|
80 |
4,089.04 |
2,897.27 |
1,191.77 |
30.1% |
136.86 |
3.5% |
89% |
False |
False |
|
100 |
4,308.62 |
2,897.27 |
1,411.35 |
35.7% |
154.62 |
3.9% |
75% |
False |
False |
|
120 |
4,816.35 |
2,897.27 |
1,919.08 |
48.5% |
168.64 |
4.3% |
55% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,238.08 |
2.618 |
4,141.94 |
1.618 |
4,083.03 |
1.000 |
4,046.62 |
0.618 |
4,024.12 |
HIGH |
3,987.71 |
0.618 |
3,965.21 |
0.500 |
3,958.26 |
0.382 |
3,951.30 |
LOW |
3,928.80 |
0.618 |
3,892.39 |
1.000 |
3,869.89 |
1.618 |
3,833.48 |
2.618 |
3,774.57 |
4.250 |
3,678.43 |
|
|
Fisher Pivots for day following 28-Aug-2000 |
Pivot |
1 day |
3 day |
R1 |
3,958.26 |
3,948.21 |
PP |
3,956.92 |
3,942.17 |
S1 |
3,955.58 |
3,936.14 |
|