Trading Metrics calculated at close of trading on 21-Jul-2000 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2000 |
21-Jul-2000 |
Change |
Change % |
Previous Week |
Open |
10,700.70 |
10,848.50 |
147.80 |
1.4% |
10,812.80 |
High |
10,874.60 |
10,851.70 |
-22.90 |
-0.2% |
10,874.60 |
Low |
10,700.70 |
10,716.20 |
15.50 |
0.1% |
10,685.50 |
Close |
10,843.90 |
10,733.60 |
-110.30 |
-1.0% |
10,733.60 |
Range |
173.90 |
135.50 |
-38.40 |
-22.1% |
189.10 |
ATR |
132.59 |
132.80 |
0.21 |
0.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 21-Jul-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,173.67 |
11,089.13 |
10,808.13 |
|
R3 |
11,038.17 |
10,953.63 |
10,770.86 |
|
R2 |
10,902.67 |
10,902.67 |
10,758.44 |
|
R1 |
10,818.13 |
10,818.13 |
10,746.02 |
10,792.65 |
PP |
10,767.17 |
10,767.17 |
10,767.17 |
10,754.43 |
S1 |
10,682.63 |
10,682.63 |
10,721.18 |
10,657.15 |
S2 |
10,631.67 |
10,631.67 |
10,708.76 |
|
S3 |
10,496.17 |
10,547.13 |
10,696.34 |
|
S4 |
10,360.67 |
10,411.63 |
10,659.08 |
|
|
Weekly Pivots for week ending 21-Jul-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,331.87 |
11,221.83 |
10,837.61 |
|
R3 |
11,142.77 |
11,032.73 |
10,785.60 |
|
R2 |
10,953.67 |
10,953.67 |
10,768.27 |
|
R1 |
10,843.63 |
10,843.63 |
10,750.93 |
10,804.10 |
PP |
10,764.57 |
10,764.57 |
10,764.57 |
10,744.80 |
S1 |
10,654.53 |
10,654.53 |
10,716.27 |
10,615.00 |
S2 |
10,575.47 |
10,575.47 |
10,698.93 |
|
S3 |
10,386.37 |
10,465.43 |
10,681.60 |
|
S4 |
10,197.27 |
10,276.33 |
10,629.60 |
|
|
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 |
1.8% |
121.68 |
1.1% |
25% |
False |
False |
|
10 |
10,874.60 |
10,604.90 |
269.70 |
2.5% |
114.31 |
1.1% |
48% |
False |
False |
|
20 |
10,874.60 |
10,336.20 |
538.40 |
5.0% |
123.64 |
1.2% |
74% |
False |
False |
|
40 |
10,874.60 |
10,258.80 |
615.80 |
5.7% |
140.83 |
1.3% |
77% |
False |
False |
|
60 |
10,971.20 |
10,258.80 |
712.40 |
6.6% |
155.98 |
1.5% |
67% |
False |
False |
|
80 |
11,425.50 |
10,201.50 |
1,224.00 |
11.4% |
185.57 |
1.7% |
43% |
False |
False |
|
100 |
11,425.50 |
9,731.81 |
1,693.69 |
15.8% |
197.17 |
1.8% |
59% |
False |
False |
|
120 |
11,425.50 |
9,731.81 |
1,693.69 |
15.8% |
199.20 |
1.9% |
59% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,427.58 |
2.618 |
11,206.44 |
1.618 |
11,070.94 |
1.000 |
10,987.20 |
0.618 |
10,935.44 |
HIGH |
10,851.70 |
0.618 |
10,799.94 |
0.500 |
10,783.95 |
0.382 |
10,767.96 |
LOW |
10,716.20 |
0.618 |
10,632.46 |
1.000 |
10,580.70 |
1.618 |
10,496.96 |
2.618 |
10,361.46 |
4.250 |
10,140.33 |
|
|
Fisher Pivots for day following 21-Jul-2000 |
Pivot |
1 day |
3 day |
R1 |
10,783.95 |
10,780.05 |
PP |
10,767.17 |
10,764.57 |
S1 |
10,750.38 |
10,749.08 |
|