Trading Metrics calculated at close of trading on 27-Jul-2000 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jul-2000 |
27-Jul-2000 |
Change |
Change % |
Previous Week |
Open |
10,671.00 |
10,565.30 |
-105.70 |
-1.0% |
10,812.80 |
High |
10,692.50 |
10,643.40 |
-49.10 |
-0.5% |
10,874.60 |
Low |
10,516.50 |
10,516.80 |
0.30 |
0.0% |
10,685.50 |
Close |
10,516.50 |
10,586.10 |
69.60 |
0.7% |
10,733.60 |
Range |
176.00 |
126.60 |
-49.40 |
-28.1% |
189.10 |
ATR |
129.84 |
129.63 |
-0.21 |
-0.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 27-Jul-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,961.90 |
10,900.60 |
10,655.73 |
|
R3 |
10,835.30 |
10,774.00 |
10,620.92 |
|
R2 |
10,708.70 |
10,708.70 |
10,609.31 |
|
R1 |
10,647.40 |
10,647.40 |
10,597.71 |
10,678.05 |
PP |
10,582.10 |
10,582.10 |
10,582.10 |
10,597.43 |
S1 |
10,520.80 |
10,520.80 |
10,574.50 |
10,551.45 |
S2 |
10,455.50 |
10,455.50 |
10,562.89 |
|
S3 |
10,328.90 |
10,394.20 |
10,551.29 |
|
S4 |
10,202.30 |
10,267.60 |
10,516.47 |
|
|
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 |
10,851.70 |
10,516.50 |
335.20 |
3.2% |
120.42 |
1.1% |
21% |
False |
False |
|
10 |
10,874.60 |
10,516.50 |
358.10 |
3.4% |
114.33 |
1.1% |
19% |
False |
False |
|
20 |
10,874.60 |
10,336.20 |
538.40 |
5.1% |
122.44 |
1.2% |
46% |
False |
False |
|
40 |
10,874.60 |
10,335.50 |
539.10 |
5.1% |
133.59 |
1.3% |
46% |
False |
False |
|
60 |
10,971.20 |
10,258.80 |
712.40 |
6.7% |
151.17 |
1.4% |
46% |
False |
False |
|
80 |
11,425.50 |
10,201.50 |
1,224.00 |
11.6% |
179.34 |
1.7% |
31% |
False |
False |
|
100 |
11,425.50 |
9,731.81 |
1,693.69 |
16.0% |
194.38 |
1.8% |
50% |
False |
False |
|
120 |
11,425.50 |
9,731.81 |
1,693.69 |
16.0% |
197.41 |
1.9% |
50% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,181.45 |
2.618 |
10,974.84 |
1.618 |
10,848.24 |
1.000 |
10,770.00 |
0.618 |
10,721.64 |
HIGH |
10,643.40 |
0.618 |
10,595.04 |
0.500 |
10,580.10 |
0.382 |
10,565.16 |
LOW |
10,516.80 |
0.618 |
10,438.56 |
1.000 |
10,390.20 |
1.618 |
10,311.96 |
2.618 |
10,185.36 |
4.250 |
9,978.75 |
|
|
Fisher Pivots for day following 27-Jul-2000 |
Pivot |
1 day |
3 day |
R1 |
10,584.10 |
10,630.50 |
PP |
10,582.10 |
10,615.70 |
S1 |
10,580.10 |
10,600.90 |
|