Trading Metrics calculated at close of trading on 13-Jul-2000 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jul-2000 |
13-Jul-2000 |
Change |
Change % |
Previous Week |
Open |
10,727.20 |
10,816.30 |
89.10 |
0.8% |
10,434.80 |
High |
10,834.30 |
10,829.70 |
-4.60 |
0.0% |
10,658.30 |
Low |
10,722.20 |
10,754.40 |
32.20 |
0.3% |
10,393.10 |
Close |
10,783.80 |
10,788.70 |
4.90 |
0.0% |
10,636.00 |
Range |
112.10 |
75.30 |
-36.80 |
-32.8% |
265.20 |
ATR |
146.18 |
141.12 |
-5.06 |
-3.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 13-Jul-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,016.83 |
10,978.07 |
10,830.12 |
|
R3 |
10,941.53 |
10,902.77 |
10,809.41 |
|
R2 |
10,866.23 |
10,866.23 |
10,802.51 |
|
R1 |
10,827.47 |
10,827.47 |
10,795.60 |
10,809.20 |
PP |
10,790.93 |
10,790.93 |
10,790.93 |
10,781.80 |
S1 |
10,752.17 |
10,752.17 |
10,781.80 |
10,733.90 |
S2 |
10,715.63 |
10,715.63 |
10,774.90 |
|
S3 |
10,640.33 |
10,676.87 |
10,767.99 |
|
S4 |
10,565.03 |
10,601.57 |
10,747.29 |
|
|
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 |
10,834.30 |
10,483.30 |
351.00 |
3.3% |
128.28 |
1.2% |
87% |
False |
False |
|
10 |
10,834.30 |
10,336.20 |
498.10 |
4.6% |
130.55 |
1.2% |
91% |
False |
False |
|
20 |
10,834.30 |
10,335.50 |
498.80 |
4.6% |
137.42 |
1.3% |
91% |
False |
False |
|
40 |
10,930.60 |
10,258.80 |
671.80 |
6.2% |
151.36 |
1.4% |
79% |
False |
False |
|
60 |
11,141.90 |
10,258.80 |
883.10 |
8.2% |
165.55 |
1.5% |
60% |
False |
False |
|
80 |
11,425.50 |
10,201.50 |
1,224.00 |
11.3% |
193.07 |
1.8% |
48% |
False |
False |
|
100 |
11,425.50 |
9,731.81 |
1,693.69 |
15.7% |
205.37 |
1.9% |
62% |
False |
False |
|
120 |
11,425.50 |
9,731.81 |
1,693.69 |
15.7% |
206.61 |
1.9% |
62% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,149.73 |
2.618 |
11,026.84 |
1.618 |
10,951.54 |
1.000 |
10,905.00 |
0.618 |
10,876.24 |
HIGH |
10,829.70 |
0.618 |
10,800.94 |
0.500 |
10,792.05 |
0.382 |
10,783.16 |
LOW |
10,754.40 |
0.618 |
10,707.86 |
1.000 |
10,679.10 |
1.618 |
10,632.56 |
2.618 |
10,557.26 |
4.250 |
10,434.38 |
|
|
Fisher Pivots for day following 13-Jul-2000 |
Pivot |
1 day |
3 day |
R1 |
10,792.05 |
10,769.32 |
PP |
10,790.93 |
10,749.93 |
S1 |
10,789.82 |
10,730.55 |
|