Trading Metrics calculated at close of trading on 17-Jul-2000 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jul-2000 |
17-Jul-2000 |
Change |
Change % |
Previous Week |
Open |
10,800.40 |
10,812.80 |
12.40 |
0.1% |
10,628.50 |
High |
10,822.00 |
10,847.40 |
25.40 |
0.2% |
10,834.30 |
Low |
10,753.70 |
10,749.50 |
-4.20 |
0.0% |
10,604.90 |
Close |
10,812.80 |
10,804.30 |
-8.50 |
-0.1% |
10,812.80 |
Range |
68.30 |
97.90 |
29.60 |
43.3% |
229.40 |
ATR |
135.92 |
133.20 |
-2.72 |
-2.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 17-Jul-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,094.10 |
11,047.10 |
10,858.15 |
|
R3 |
10,996.20 |
10,949.20 |
10,831.22 |
|
R2 |
10,898.30 |
10,898.30 |
10,822.25 |
|
R1 |
10,851.30 |
10,851.30 |
10,813.27 |
10,825.85 |
PP |
10,800.40 |
10,800.40 |
10,800.40 |
10,787.68 |
S1 |
10,753.40 |
10,753.40 |
10,795.33 |
10,727.95 |
S2 |
10,702.50 |
10,702.50 |
10,786.35 |
|
S3 |
10,604.60 |
10,655.50 |
10,777.38 |
|
S4 |
10,506.70 |
10,557.60 |
10,750.46 |
|
|
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 |
10,847.40 |
10,626.80 |
220.60 |
2.0% |
106.86 |
1.0% |
80% |
True |
False |
|
10 |
10,847.40 |
10,393.10 |
454.30 |
4.2% |
119.53 |
1.1% |
91% |
True |
False |
|
20 |
10,847.40 |
10,335.50 |
511.90 |
4.7% |
127.23 |
1.2% |
92% |
True |
False |
|
40 |
10,863.00 |
10,258.80 |
604.20 |
5.6% |
148.57 |
1.4% |
90% |
False |
False |
|
60 |
11,141.90 |
10,258.80 |
883.10 |
8.2% |
162.32 |
1.5% |
62% |
False |
False |
|
80 |
11,425.50 |
10,201.50 |
1,224.00 |
11.3% |
189.75 |
1.8% |
49% |
False |
False |
|
100 |
11,425.50 |
9,731.81 |
1,693.69 |
15.7% |
202.97 |
1.9% |
63% |
False |
False |
|
120 |
11,425.50 |
9,731.81 |
1,693.69 |
15.7% |
202.62 |
1.9% |
63% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,263.48 |
2.618 |
11,103.70 |
1.618 |
11,005.80 |
1.000 |
10,945.30 |
0.618 |
10,907.90 |
HIGH |
10,847.40 |
0.618 |
10,810.00 |
0.500 |
10,798.45 |
0.382 |
10,786.90 |
LOW |
10,749.50 |
0.618 |
10,689.00 |
1.000 |
10,651.60 |
1.618 |
10,591.10 |
2.618 |
10,493.20 |
4.250 |
10,333.43 |
|
|
Fisher Pivots for day following 17-Jul-2000 |
Pivot |
1 day |
3 day |
R1 |
10,802.35 |
10,802.35 |
PP |
10,800.40 |
10,800.40 |
S1 |
10,798.45 |
10,798.45 |
|