Trading Metrics calculated at close of trading on 14-Jul-2000 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jul-2000 |
14-Jul-2000 |
Change |
Change % |
Previous Week |
Open |
10,816.30 |
10,800.40 |
-15.90 |
-0.1% |
10,628.50 |
High |
10,829.70 |
10,822.00 |
-7.70 |
-0.1% |
10,834.30 |
Low |
10,754.40 |
10,753.70 |
-0.70 |
0.0% |
10,604.90 |
Close |
10,788.70 |
10,812.80 |
24.10 |
0.2% |
10,812.80 |
Range |
75.30 |
68.30 |
-7.00 |
-9.3% |
229.40 |
ATR |
141.12 |
135.92 |
-5.20 |
-3.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 14-Jul-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,001.07 |
10,975.23 |
10,850.37 |
|
R3 |
10,932.77 |
10,906.93 |
10,831.58 |
|
R2 |
10,864.47 |
10,864.47 |
10,825.32 |
|
R1 |
10,838.63 |
10,838.63 |
10,819.06 |
10,851.55 |
PP |
10,796.17 |
10,796.17 |
10,796.17 |
10,802.63 |
S1 |
10,770.33 |
10,770.33 |
10,806.54 |
10,783.25 |
S2 |
10,727.87 |
10,727.87 |
10,800.28 |
|
S3 |
10,659.57 |
10,702.03 |
10,794.02 |
|
S4 |
10,591.27 |
10,633.73 |
10,775.24 |
|
|
Weekly Pivots for week ending 14-Jul-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,438.87 |
11,355.23 |
10,938.97 |
|
R3 |
11,209.47 |
11,125.83 |
10,875.89 |
|
R2 |
10,980.07 |
10,980.07 |
10,854.86 |
|
R1 |
10,896.43 |
10,896.43 |
10,833.83 |
10,938.25 |
PP |
10,750.67 |
10,750.67 |
10,750.67 |
10,771.58 |
S1 |
10,667.03 |
10,667.03 |
10,791.77 |
10,708.85 |
S2 |
10,521.27 |
10,521.27 |
10,770.74 |
|
S3 |
10,291.87 |
10,437.63 |
10,749.72 |
|
S4 |
10,062.47 |
10,208.23 |
10,686.63 |
|
|
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 |
10,604.90 |
229.40 |
2.1% |
106.94 |
1.0% |
91% |
False |
False |
|
10 |
10,834.30 |
10,336.20 |
498.10 |
4.6% |
120.94 |
1.1% |
96% |
False |
False |
|
20 |
10,834.30 |
10,335.50 |
498.80 |
4.6% |
136.11 |
1.3% |
96% |
False |
False |
|
40 |
10,864.30 |
10,258.80 |
605.50 |
5.6% |
148.62 |
1.4% |
91% |
False |
False |
|
60 |
11,141.90 |
10,258.80 |
883.10 |
8.2% |
163.31 |
1.5% |
63% |
False |
False |
|
80 |
11,425.50 |
10,201.50 |
1,224.00 |
11.3% |
190.13 |
1.8% |
50% |
False |
False |
|
100 |
11,425.50 |
9,731.81 |
1,693.69 |
15.7% |
203.73 |
1.9% |
64% |
False |
False |
|
120 |
11,425.50 |
9,731.81 |
1,693.69 |
15.7% |
203.44 |
1.9% |
64% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,112.28 |
2.618 |
11,000.81 |
1.618 |
10,932.51 |
1.000 |
10,890.30 |
0.618 |
10,864.21 |
HIGH |
10,822.00 |
0.618 |
10,795.91 |
0.500 |
10,787.85 |
0.382 |
10,779.79 |
LOW |
10,753.70 |
0.618 |
10,711.49 |
1.000 |
10,685.40 |
1.618 |
10,643.19 |
2.618 |
10,574.89 |
4.250 |
10,463.43 |
|
|
Fisher Pivots for day following 14-Jul-2000 |
Pivot |
1 day |
3 day |
R1 |
10,804.48 |
10,801.28 |
PP |
10,796.17 |
10,789.77 |
S1 |
10,787.85 |
10,778.25 |
|