Trading Metrics calculated at close of trading on 07-Jul-2000 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jul-2000 |
07-Jul-2000 |
Change |
Change % |
Previous Week |
Open |
10,499.20 |
10,529.70 |
30.50 |
0.3% |
10,434.80 |
High |
10,527.80 |
10,658.30 |
130.50 |
1.2% |
10,658.30 |
Low |
10,393.10 |
10,483.30 |
90.20 |
0.9% |
10,393.10 |
Close |
10,481.50 |
10,636.00 |
154.50 |
1.5% |
10,636.00 |
Range |
134.70 |
175.00 |
40.30 |
29.9% |
265.20 |
ATR |
147.98 |
150.04 |
2.06 |
1.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 07-Jul-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,117.53 |
11,051.77 |
10,732.25 |
|
R3 |
10,942.53 |
10,876.77 |
10,684.13 |
|
R2 |
10,767.53 |
10,767.53 |
10,668.08 |
|
R1 |
10,701.77 |
10,701.77 |
10,652.04 |
10,734.65 |
PP |
10,592.53 |
10,592.53 |
10,592.53 |
10,608.98 |
S1 |
10,526.77 |
10,526.77 |
10,619.96 |
10,559.65 |
S2 |
10,417.53 |
10,417.53 |
10,603.92 |
|
S3 |
10,242.53 |
10,351.77 |
10,587.88 |
|
S4 |
10,067.53 |
10,176.77 |
10,539.75 |
|
|
Weekly Pivots for week ending 07-Jul-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,358.07 |
11,262.23 |
10,781.86 |
|
R3 |
11,092.87 |
10,997.03 |
10,708.93 |
|
R2 |
10,827.67 |
10,827.67 |
10,684.62 |
|
R1 |
10,731.83 |
10,731.83 |
10,660.31 |
10,779.75 |
PP |
10,562.47 |
10,562.47 |
10,562.47 |
10,586.43 |
S1 |
10,466.63 |
10,466.63 |
10,611.69 |
10,514.55 |
S2 |
10,297.27 |
10,297.27 |
10,587.38 |
|
S3 |
10,032.07 |
10,201.43 |
10,563.07 |
|
S4 |
9,766.87 |
9,936.23 |
10,490.14 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
10,658.30 |
10,336.20 |
322.10 |
3.0% |
134.94 |
1.3% |
93% |
True |
False |
|
10 |
10,658.30 |
10,336.20 |
322.10 |
3.0% |
132.96 |
1.3% |
93% |
True |
False |
|
20 |
10,763.80 |
10,335.50 |
428.30 |
4.0% |
141.04 |
1.3% |
70% |
False |
False |
|
40 |
10,971.20 |
10,258.80 |
712.40 |
6.7% |
157.13 |
1.5% |
53% |
False |
False |
|
60 |
11,425.50 |
10,201.50 |
1,224.00 |
11.5% |
184.52 |
1.7% |
35% |
False |
False |
|
80 |
11,425.50 |
9,776.49 |
1,649.01 |
15.5% |
202.68 |
1.9% |
52% |
False |
False |
|
100 |
11,425.50 |
9,731.81 |
1,693.69 |
15.9% |
210.55 |
2.0% |
53% |
False |
False |
|
120 |
11,720.10 |
9,731.81 |
1,988.29 |
18.7% |
208.91 |
2.0% |
45% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,402.05 |
2.618 |
11,116.45 |
1.618 |
10,941.45 |
1.000 |
10,833.30 |
0.618 |
10,766.45 |
HIGH |
10,658.30 |
0.618 |
10,591.45 |
0.500 |
10,570.80 |
0.382 |
10,550.15 |
LOW |
10,483.30 |
0.618 |
10,375.15 |
1.000 |
10,308.30 |
1.618 |
10,200.15 |
2.618 |
10,025.15 |
4.250 |
9,739.55 |
|
|
Fisher Pivots for day following 07-Jul-2000 |
Pivot |
1 day |
3 day |
R1 |
10,614.27 |
10,599.23 |
PP |
10,592.53 |
10,562.47 |
S1 |
10,570.80 |
10,525.70 |
|