Trading Metrics calculated at close of trading on 18-Jul-2000 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jul-2000 |
18-Jul-2000 |
Change |
Change % |
Previous Week |
Open |
10,812.80 |
10,799.20 |
-13.60 |
-0.1% |
10,628.50 |
High |
10,847.40 |
10,799.20 |
-48.20 |
-0.4% |
10,834.30 |
Low |
10,749.50 |
10,703.10 |
-46.40 |
-0.4% |
10,604.90 |
Close |
10,804.30 |
10,739.90 |
-64.40 |
-0.6% |
10,812.80 |
Range |
97.90 |
96.10 |
-1.80 |
-1.8% |
229.40 |
ATR |
133.20 |
130.91 |
-2.29 |
-1.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 18-Jul-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,035.70 |
10,983.90 |
10,792.76 |
|
R3 |
10,939.60 |
10,887.80 |
10,766.33 |
|
R2 |
10,843.50 |
10,843.50 |
10,757.52 |
|
R1 |
10,791.70 |
10,791.70 |
10,748.71 |
10,769.55 |
PP |
10,747.40 |
10,747.40 |
10,747.40 |
10,736.33 |
S1 |
10,695.60 |
10,695.60 |
10,731.09 |
10,673.45 |
S2 |
10,651.30 |
10,651.30 |
10,722.28 |
|
S3 |
10,555.20 |
10,599.50 |
10,713.47 |
|
S4 |
10,459.10 |
10,503.40 |
10,687.05 |
|
|
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 |
10,703.10 |
144.30 |
1.3% |
89.94 |
0.8% |
26% |
False |
True |
|
10 |
10,847.40 |
10,393.10 |
454.30 |
4.2% |
114.79 |
1.1% |
76% |
False |
False |
|
20 |
10,847.40 |
10,335.50 |
511.90 |
4.8% |
124.17 |
1.2% |
79% |
False |
False |
|
40 |
10,863.00 |
10,258.80 |
604.20 |
5.6% |
146.13 |
1.4% |
80% |
False |
False |
|
60 |
11,141.90 |
10,258.80 |
883.10 |
8.2% |
160.92 |
1.5% |
54% |
False |
False |
|
80 |
11,425.50 |
10,201.50 |
1,224.00 |
11.4% |
187.13 |
1.7% |
44% |
False |
False |
|
100 |
11,425.50 |
9,731.81 |
1,693.69 |
15.8% |
200.88 |
1.9% |
60% |
False |
False |
|
120 |
11,425.50 |
9,731.81 |
1,693.69 |
15.8% |
202.35 |
1.9% |
60% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,207.63 |
2.618 |
11,050.79 |
1.618 |
10,954.69 |
1.000 |
10,895.30 |
0.618 |
10,858.59 |
HIGH |
10,799.20 |
0.618 |
10,762.49 |
0.500 |
10,751.15 |
0.382 |
10,739.81 |
LOW |
10,703.10 |
0.618 |
10,643.71 |
1.000 |
10,607.00 |
1.618 |
10,547.61 |
2.618 |
10,451.51 |
4.250 |
10,294.68 |
|
|
Fisher Pivots for day following 18-Jul-2000 |
Pivot |
1 day |
3 day |
R1 |
10,751.15 |
10,775.25 |
PP |
10,747.40 |
10,763.47 |
S1 |
10,743.65 |
10,751.68 |
|