Trading Metrics calculated at close of trading on 25-Jul-2000 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jul-2000 |
25-Jul-2000 |
Change |
Change % |
Previous Week |
Open |
10,733.60 |
10,726.80 |
-6.80 |
-0.1% |
10,812.80 |
High |
10,778.10 |
10,744.50 |
-33.60 |
-0.3% |
10,874.60 |
Low |
10,678.40 |
10,680.20 |
1.80 |
0.0% |
10,685.50 |
Close |
10,684.80 |
10,700.00 |
15.20 |
0.1% |
10,733.60 |
Range |
99.70 |
64.30 |
-35.40 |
-35.5% |
189.10 |
ATR |
130.44 |
125.71 |
-4.72 |
-3.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 25-Jul-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,901.13 |
10,864.87 |
10,735.37 |
|
R3 |
10,836.83 |
10,800.57 |
10,717.68 |
|
R2 |
10,772.53 |
10,772.53 |
10,711.79 |
|
R1 |
10,736.27 |
10,736.27 |
10,705.89 |
10,722.25 |
PP |
10,708.23 |
10,708.23 |
10,708.23 |
10,701.23 |
S1 |
10,671.97 |
10,671.97 |
10,694.11 |
10,657.95 |
S2 |
10,643.93 |
10,643.93 |
10,688.21 |
|
S3 |
10,579.63 |
10,607.67 |
10,682.32 |
|
S4 |
10,515.33 |
10,543.37 |
10,664.64 |
|
|
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% |
115.68 |
1.1% |
11% |
False |
False |
|
10 |
10,874.60 |
10,678.40 |
196.20 |
1.8% |
102.81 |
1.0% |
11% |
False |
False |
|
20 |
10,874.60 |
10,336.20 |
538.40 |
5.0% |
118.58 |
1.1% |
68% |
False |
False |
|
40 |
10,874.60 |
10,302.30 |
572.30 |
5.3% |
134.39 |
1.3% |
69% |
False |
False |
|
60 |
10,971.20 |
10,258.80 |
712.40 |
6.7% |
151.40 |
1.4% |
62% |
False |
False |
|
80 |
11,425.50 |
10,201.50 |
1,224.00 |
11.4% |
182.39 |
1.7% |
41% |
False |
False |
|
100 |
11,425.50 |
9,731.81 |
1,693.69 |
15.8% |
196.70 |
1.8% |
57% |
False |
False |
|
120 |
11,425.50 |
9,731.81 |
1,693.69 |
15.8% |
198.09 |
1.9% |
57% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,017.78 |
2.618 |
10,912.84 |
1.618 |
10,848.54 |
1.000 |
10,808.80 |
0.618 |
10,784.24 |
HIGH |
10,744.50 |
0.618 |
10,719.94 |
0.500 |
10,712.35 |
0.382 |
10,704.76 |
LOW |
10,680.20 |
0.618 |
10,640.46 |
1.000 |
10,615.90 |
1.618 |
10,576.16 |
2.618 |
10,511.86 |
4.250 |
10,406.93 |
|
|
Fisher Pivots for day following 25-Jul-2000 |
Pivot |
1 day |
3 day |
R1 |
10,712.35 |
10,765.05 |
PP |
10,708.23 |
10,743.37 |
S1 |
10,704.12 |
10,721.68 |
|