Trading Metrics calculated at close of trading on 20-Jul-2000 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jul-2000 |
20-Jul-2000 |
Change |
Change % |
Previous Week |
Open |
10,778.50 |
10,700.70 |
-77.80 |
-0.7% |
10,628.50 |
High |
10,790.50 |
10,874.60 |
84.10 |
0.8% |
10,834.30 |
Low |
10,685.50 |
10,700.70 |
15.20 |
0.1% |
10,604.90 |
Close |
10,696.10 |
10,843.90 |
147.80 |
1.4% |
10,812.80 |
Range |
105.00 |
173.90 |
68.90 |
65.6% |
229.40 |
ATR |
129.06 |
132.59 |
3.53 |
2.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 20-Jul-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,328.10 |
11,259.90 |
10,939.55 |
|
R3 |
11,154.20 |
11,086.00 |
10,891.72 |
|
R2 |
10,980.30 |
10,980.30 |
10,875.78 |
|
R1 |
10,912.10 |
10,912.10 |
10,859.84 |
10,946.20 |
PP |
10,806.40 |
10,806.40 |
10,806.40 |
10,823.45 |
S1 |
10,738.20 |
10,738.20 |
10,827.96 |
10,772.30 |
S2 |
10,632.50 |
10,632.50 |
10,812.02 |
|
S3 |
10,458.60 |
10,564.30 |
10,796.08 |
|
S4 |
10,284.70 |
10,390.40 |
10,748.26 |
|
|
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 |
10,874.60 |
10,685.50 |
189.10 |
1.7% |
108.24 |
1.0% |
84% |
True |
False |
|
10 |
10,874.60 |
10,483.30 |
391.30 |
3.6% |
118.26 |
1.1% |
92% |
True |
False |
|
20 |
10,874.60 |
10,335.50 |
539.10 |
5.0% |
124.89 |
1.2% |
94% |
True |
False |
|
40 |
10,874.60 |
10,258.80 |
615.80 |
5.7% |
142.21 |
1.3% |
95% |
True |
False |
|
60 |
11,141.90 |
10,258.80 |
883.10 |
8.1% |
157.72 |
1.5% |
66% |
False |
False |
|
80 |
11,425.50 |
10,201.50 |
1,224.00 |
11.3% |
185.90 |
1.7% |
52% |
False |
False |
|
100 |
11,425.50 |
9,731.81 |
1,693.69 |
15.6% |
197.56 |
1.8% |
66% |
False |
False |
|
120 |
11,425.50 |
9,731.81 |
1,693.69 |
15.6% |
200.20 |
1.8% |
66% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,613.68 |
2.618 |
11,329.87 |
1.618 |
11,155.97 |
1.000 |
11,048.50 |
0.618 |
10,982.07 |
HIGH |
10,874.60 |
0.618 |
10,808.17 |
0.500 |
10,787.65 |
0.382 |
10,767.13 |
LOW |
10,700.70 |
0.618 |
10,593.23 |
1.000 |
10,526.80 |
1.618 |
10,419.33 |
2.618 |
10,245.43 |
4.250 |
9,961.63 |
|
|
Fisher Pivots for day following 20-Jul-2000 |
Pivot |
1 day |
3 day |
R1 |
10,825.15 |
10,822.62 |
PP |
10,806.40 |
10,801.33 |
S1 |
10,787.65 |
10,780.05 |
|