Trading Metrics calculated at close of trading on 19-Jul-2000 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jul-2000 |
19-Jul-2000 |
Change |
Change % |
Previous Week |
Open |
10,799.20 |
10,778.50 |
-20.70 |
-0.2% |
10,628.50 |
High |
10,799.20 |
10,790.50 |
-8.70 |
-0.1% |
10,834.30 |
Low |
10,703.10 |
10,685.50 |
-17.60 |
-0.2% |
10,604.90 |
Close |
10,739.90 |
10,696.10 |
-43.80 |
-0.4% |
10,812.80 |
Range |
96.10 |
105.00 |
8.90 |
9.3% |
229.40 |
ATR |
130.91 |
129.06 |
-1.85 |
-1.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 19-Jul-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,039.03 |
10,972.57 |
10,753.85 |
|
R3 |
10,934.03 |
10,867.57 |
10,724.98 |
|
R2 |
10,829.03 |
10,829.03 |
10,715.35 |
|
R1 |
10,762.57 |
10,762.57 |
10,705.73 |
10,743.30 |
PP |
10,724.03 |
10,724.03 |
10,724.03 |
10,714.40 |
S1 |
10,657.57 |
10,657.57 |
10,686.48 |
10,638.30 |
S2 |
10,619.03 |
10,619.03 |
10,676.85 |
|
S3 |
10,514.03 |
10,552.57 |
10,667.23 |
|
S4 |
10,409.03 |
10,447.57 |
10,638.35 |
|
|
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 |
10,685.50 |
161.90 |
1.5% |
88.52 |
0.8% |
7% |
False |
True |
|
10 |
10,847.40 |
10,393.10 |
454.30 |
4.2% |
114.34 |
1.1% |
67% |
False |
False |
|
20 |
10,847.40 |
10,335.50 |
511.90 |
4.8% |
121.74 |
1.1% |
70% |
False |
False |
|
40 |
10,863.00 |
10,258.80 |
604.20 |
5.6% |
141.38 |
1.3% |
72% |
False |
False |
|
60 |
11,141.90 |
10,258.80 |
883.10 |
8.3% |
159.08 |
1.5% |
50% |
False |
False |
|
80 |
11,425.50 |
10,201.50 |
1,224.00 |
11.4% |
186.07 |
1.7% |
40% |
False |
False |
|
100 |
11,425.50 |
9,731.81 |
1,693.69 |
15.8% |
198.97 |
1.9% |
57% |
False |
False |
|
120 |
11,425.50 |
9,731.81 |
1,693.69 |
15.8% |
201.16 |
1.9% |
57% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,236.75 |
2.618 |
11,065.39 |
1.618 |
10,960.39 |
1.000 |
10,895.50 |
0.618 |
10,855.39 |
HIGH |
10,790.50 |
0.618 |
10,750.39 |
0.500 |
10,738.00 |
0.382 |
10,725.61 |
LOW |
10,685.50 |
0.618 |
10,620.61 |
1.000 |
10,580.50 |
1.618 |
10,515.61 |
2.618 |
10,410.61 |
4.250 |
10,239.25 |
|
|
Fisher Pivots for day following 19-Jul-2000 |
Pivot |
1 day |
3 day |
R1 |
10,738.00 |
10,766.45 |
PP |
10,724.03 |
10,743.00 |
S1 |
10,710.07 |
10,719.55 |
|