Trading Metrics calculated at close of trading on 30-Aug-2000 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Aug-2000 |
30-Aug-2000 |
Change |
Change % |
Previous Week |
Open |
3,955.54 |
3,951.67 |
-3.87 |
-0.1% |
3,809.86 |
High |
3,970.92 |
3,984.19 |
13.27 |
0.3% |
3,986.73 |
Low |
3,923.42 |
3,921.49 |
-1.93 |
0.0% |
3,760.12 |
Close |
3,951.94 |
3,968.73 |
16.79 |
0.4% |
3,931.25 |
Range |
47.50 |
62.70 |
15.20 |
32.0% |
226.61 |
ATR |
101.82 |
99.03 |
-2.79 |
-2.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 30-Aug-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,146.24 |
4,120.18 |
4,003.22 |
|
R3 |
4,083.54 |
4,057.48 |
3,985.97 |
|
R2 |
4,020.84 |
4,020.84 |
3,980.23 |
|
R1 |
3,994.78 |
3,994.78 |
3,974.48 |
4,007.81 |
PP |
3,958.14 |
3,958.14 |
3,958.14 |
3,964.65 |
S1 |
3,932.08 |
3,932.08 |
3,962.98 |
3,945.11 |
S2 |
3,895.44 |
3,895.44 |
3,957.24 |
|
S3 |
3,832.74 |
3,869.38 |
3,951.49 |
|
S4 |
3,770.04 |
3,806.68 |
3,934.25 |
|
|
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 |
3,884.57 |
103.14 |
2.6% |
62.02 |
1.6% |
82% |
False |
False |
|
10 |
3,987.71 |
3,716.67 |
271.04 |
6.8% |
80.61 |
2.0% |
93% |
False |
False |
|
20 |
3,987.71 |
3,341.83 |
645.88 |
16.3% |
98.81 |
2.5% |
97% |
False |
False |
|
40 |
4,089.04 |
3,341.83 |
747.21 |
18.8% |
113.25 |
2.9% |
84% |
False |
False |
|
60 |
4,089.04 |
3,341.83 |
747.21 |
18.8% |
116.87 |
2.9% |
84% |
False |
False |
|
80 |
4,089.04 |
2,897.27 |
1,191.77 |
30.0% |
134.16 |
3.4% |
90% |
False |
False |
|
100 |
4,308.62 |
2,897.27 |
1,411.35 |
35.6% |
152.35 |
3.8% |
76% |
False |
False |
|
120 |
4,816.35 |
2,897.27 |
1,919.08 |
48.4% |
166.90 |
4.2% |
56% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,250.67 |
2.618 |
4,148.34 |
1.618 |
4,085.64 |
1.000 |
4,046.89 |
0.618 |
4,022.94 |
HIGH |
3,984.19 |
0.618 |
3,960.24 |
0.500 |
3,952.84 |
0.382 |
3,945.44 |
LOW |
3,921.49 |
0.618 |
3,882.74 |
1.000 |
3,858.79 |
1.618 |
3,820.04 |
2.618 |
3,757.34 |
4.250 |
3,655.02 |
|
|
Fisher Pivots for day following 30-Aug-2000 |
Pivot |
1 day |
3 day |
R1 |
3,963.43 |
3,964.02 |
PP |
3,958.14 |
3,959.31 |
S1 |
3,952.84 |
3,954.60 |
|