Trading Metrics calculated at close of trading on 29-Aug-2000 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Aug-2000 |
29-Aug-2000 |
Change |
Change % |
Previous Week |
Open |
3,955.54 |
3,955.54 |
0.00 |
0.0% |
3,809.86 |
High |
3,987.71 |
3,970.92 |
-16.79 |
-0.4% |
3,986.73 |
Low |
3,928.80 |
3,923.42 |
-5.38 |
-0.1% |
3,760.12 |
Close |
3,954.24 |
3,951.94 |
-2.30 |
-0.1% |
3,931.25 |
Range |
58.91 |
47.50 |
-11.41 |
-19.4% |
226.61 |
ATR |
106.00 |
101.82 |
-4.18 |
-3.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 29-Aug-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,091.26 |
4,069.10 |
3,978.07 |
|
R3 |
4,043.76 |
4,021.60 |
3,965.00 |
|
R2 |
3,996.26 |
3,996.26 |
3,960.65 |
|
R1 |
3,974.10 |
3,974.10 |
3,956.29 |
3,961.43 |
PP |
3,948.76 |
3,948.76 |
3,948.76 |
3,942.43 |
S1 |
3,926.60 |
3,926.60 |
3,947.59 |
3,913.93 |
S2 |
3,901.26 |
3,901.26 |
3,943.23 |
|
S3 |
3,853.76 |
3,879.10 |
3,938.88 |
|
S4 |
3,806.26 |
3,831.60 |
3,925.82 |
|
|
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% |
77.44 |
2.0% |
84% |
False |
False |
|
10 |
3,987.71 |
3,704.51 |
283.20 |
7.2% |
83.01 |
2.1% |
87% |
False |
False |
|
20 |
3,987.71 |
3,341.83 |
645.88 |
16.3% |
102.22 |
2.6% |
94% |
False |
False |
|
40 |
4,089.04 |
3,341.83 |
747.21 |
18.9% |
115.65 |
2.9% |
82% |
False |
False |
|
60 |
4,089.04 |
3,341.83 |
747.21 |
18.9% |
118.55 |
3.0% |
82% |
False |
False |
|
80 |
4,089.04 |
2,897.27 |
1,191.77 |
30.2% |
135.47 |
3.4% |
88% |
False |
False |
|
100 |
4,308.62 |
2,897.27 |
1,411.35 |
35.7% |
153.54 |
3.9% |
75% |
False |
False |
|
120 |
4,816.35 |
2,897.27 |
1,919.08 |
48.6% |
167.30 |
4.2% |
55% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,172.80 |
2.618 |
4,095.28 |
1.618 |
4,047.78 |
1.000 |
4,018.42 |
0.618 |
4,000.28 |
HIGH |
3,970.92 |
0.618 |
3,952.78 |
0.500 |
3,947.17 |
0.382 |
3,941.57 |
LOW |
3,923.42 |
0.618 |
3,894.07 |
1.000 |
3,875.92 |
1.618 |
3,846.57 |
2.618 |
3,799.07 |
4.250 |
3,721.55 |
|
|
Fisher Pivots for day following 29-Aug-2000 |
Pivot |
1 day |
3 day |
R1 |
3,950.35 |
3,951.88 |
PP |
3,948.76 |
3,951.81 |
S1 |
3,947.17 |
3,951.75 |
|