Trading Metrics calculated at close of trading on 24-Jul-2000 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jul-2000 |
24-Jul-2000 |
Change |
Change % |
Previous Week |
Open |
10,848.50 |
10,733.60 |
-114.90 |
-1.1% |
10,812.80 |
High |
10,851.70 |
10,778.10 |
-73.60 |
-0.7% |
10,874.60 |
Low |
10,716.20 |
10,678.40 |
-37.80 |
-0.4% |
10,685.50 |
Close |
10,733.60 |
10,684.80 |
-48.80 |
-0.5% |
10,733.60 |
Range |
135.50 |
99.70 |
-35.80 |
-26.4% |
189.10 |
ATR |
132.80 |
130.44 |
-2.36 |
-1.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 24-Jul-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,012.87 |
10,948.53 |
10,739.64 |
|
R3 |
10,913.17 |
10,848.83 |
10,712.22 |
|
R2 |
10,813.47 |
10,813.47 |
10,703.08 |
|
R1 |
10,749.13 |
10,749.13 |
10,693.94 |
10,731.45 |
PP |
10,713.77 |
10,713.77 |
10,713.77 |
10,704.93 |
S1 |
10,649.43 |
10,649.43 |
10,675.66 |
10,631.75 |
S2 |
10,614.07 |
10,614.07 |
10,666.52 |
|
S3 |
10,514.37 |
10,549.73 |
10,657.38 |
|
S4 |
10,414.67 |
10,450.03 |
10,629.97 |
|
|
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 |
10,678.40 |
196.20 |
1.8% |
122.04 |
1.1% |
3% |
False |
True |
|
10 |
10,874.60 |
10,626.80 |
247.80 |
2.3% |
114.45 |
1.1% |
23% |
False |
False |
|
20 |
10,874.60 |
10,336.20 |
538.40 |
5.0% |
123.51 |
1.2% |
65% |
False |
False |
|
40 |
10,874.60 |
10,258.80 |
615.80 |
5.8% |
136.00 |
1.3% |
69% |
False |
False |
|
60 |
10,971.20 |
10,258.80 |
712.40 |
6.7% |
154.40 |
1.4% |
60% |
False |
False |
|
80 |
11,425.50 |
10,201.50 |
1,224.00 |
11.5% |
184.43 |
1.7% |
39% |
False |
False |
|
100 |
11,425.50 |
9,731.81 |
1,693.69 |
15.9% |
197.15 |
1.8% |
56% |
False |
False |
|
120 |
11,425.50 |
9,731.81 |
1,693.69 |
15.9% |
198.65 |
1.9% |
56% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,201.83 |
2.618 |
11,039.11 |
1.618 |
10,939.41 |
1.000 |
10,877.80 |
0.618 |
10,839.71 |
HIGH |
10,778.10 |
0.618 |
10,740.01 |
0.500 |
10,728.25 |
0.382 |
10,716.49 |
LOW |
10,678.40 |
0.618 |
10,616.79 |
1.000 |
10,578.70 |
1.618 |
10,517.09 |
2.618 |
10,417.39 |
4.250 |
10,254.68 |
|
|
Fisher Pivots for day following 24-Jul-2000 |
Pivot |
1 day |
3 day |
R1 |
10,728.25 |
10,776.50 |
PP |
10,713.77 |
10,745.93 |
S1 |
10,699.28 |
10,715.37 |
|