Trading Metrics calculated at close of trading on 10-Jul-2000 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jul-2000 |
10-Jul-2000 |
Change |
Change % |
Previous Week |
Open |
10,529.70 |
10,628.50 |
98.80 |
0.9% |
10,434.80 |
High |
10,658.30 |
10,703.20 |
44.90 |
0.4% |
10,658.30 |
Low |
10,483.30 |
10,604.90 |
121.60 |
1.2% |
10,393.10 |
Close |
10,636.00 |
10,646.60 |
10.60 |
0.1% |
10,636.00 |
Range |
175.00 |
98.30 |
-76.70 |
-43.8% |
265.20 |
ATR |
150.04 |
146.35 |
-3.70 |
-2.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 10-Jul-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,946.47 |
10,894.83 |
10,700.67 |
|
R3 |
10,848.17 |
10,796.53 |
10,673.63 |
|
R2 |
10,749.87 |
10,749.87 |
10,664.62 |
|
R1 |
10,698.23 |
10,698.23 |
10,655.61 |
10,724.05 |
PP |
10,651.57 |
10,651.57 |
10,651.57 |
10,664.48 |
S1 |
10,599.93 |
10,599.93 |
10,637.59 |
10,625.75 |
S2 |
10,553.27 |
10,553.27 |
10,628.58 |
|
S3 |
10,454.97 |
10,501.63 |
10,619.57 |
|
S4 |
10,356.67 |
10,403.33 |
10,592.54 |
|
|
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 |
10,703.20 |
10,393.10 |
310.10 |
2.9% |
132.20 |
1.2% |
82% |
True |
False |
|
10 |
10,703.20 |
10,336.20 |
367.00 |
3.4% |
132.57 |
1.2% |
85% |
True |
False |
|
20 |
10,763.70 |
10,335.50 |
428.20 |
4.0% |
137.18 |
1.3% |
73% |
False |
False |
|
40 |
10,971.20 |
10,258.80 |
712.40 |
6.7% |
154.44 |
1.5% |
54% |
False |
False |
|
60 |
11,144.10 |
10,201.50 |
942.60 |
8.9% |
181.01 |
1.7% |
47% |
False |
False |
|
80 |
11,425.50 |
10,138.30 |
1,287.20 |
12.1% |
198.86 |
1.9% |
39% |
False |
False |
|
100 |
11,425.50 |
9,731.81 |
1,693.69 |
15.9% |
208.85 |
2.0% |
54% |
False |
False |
|
120 |
11,574.70 |
9,731.81 |
1,842.89 |
17.3% |
208.28 |
2.0% |
50% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,120.98 |
2.618 |
10,960.55 |
1.618 |
10,862.25 |
1.000 |
10,801.50 |
0.618 |
10,763.95 |
HIGH |
10,703.20 |
0.618 |
10,665.65 |
0.500 |
10,654.05 |
0.382 |
10,642.45 |
LOW |
10,604.90 |
0.618 |
10,544.15 |
1.000 |
10,506.60 |
1.618 |
10,445.85 |
2.618 |
10,347.55 |
4.250 |
10,187.13 |
|
|
Fisher Pivots for day following 10-Jul-2000 |
Pivot |
1 day |
3 day |
R1 |
10,654.05 |
10,613.78 |
PP |
10,651.57 |
10,580.97 |
S1 |
10,649.08 |
10,548.15 |
|