Trading Metrics calculated at close of trading on 31-Jul-2000 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jul-2000 |
31-Jul-2000 |
Change |
Change % |
Previous Week |
Open |
10,620.80 |
10,534.80 |
-86.00 |
-0.8% |
10,733.60 |
High |
10,649.10 |
10,603.30 |
-45.80 |
-0.4% |
10,778.10 |
Low |
10,464.50 |
10,497.80 |
33.30 |
0.3% |
10,464.50 |
Close |
10,511.20 |
10,522.00 |
10.80 |
0.1% |
10,511.20 |
Range |
184.60 |
105.50 |
-79.10 |
-42.8% |
313.60 |
ATR |
133.56 |
131.55 |
-2.00 |
-1.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 31-Jul-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,857.53 |
10,795.27 |
10,580.03 |
|
R3 |
10,752.03 |
10,689.77 |
10,551.01 |
|
R2 |
10,646.53 |
10,646.53 |
10,541.34 |
|
R1 |
10,584.27 |
10,584.27 |
10,531.67 |
10,562.65 |
PP |
10,541.03 |
10,541.03 |
10,541.03 |
10,530.23 |
S1 |
10,478.77 |
10,478.77 |
10,512.33 |
10,457.15 |
S2 |
10,435.53 |
10,435.53 |
10,502.66 |
|
S3 |
10,330.03 |
10,373.27 |
10,492.99 |
|
S4 |
10,224.53 |
10,267.77 |
10,463.98 |
|
|
Weekly Pivots for week ending 28-Jul-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,525.40 |
11,331.90 |
10,683.68 |
|
R3 |
11,211.80 |
11,018.30 |
10,597.44 |
|
R2 |
10,898.20 |
10,898.20 |
10,568.69 |
|
R1 |
10,704.70 |
10,704.70 |
10,539.95 |
10,644.65 |
PP |
10,584.60 |
10,584.60 |
10,584.60 |
10,554.58 |
S1 |
10,391.10 |
10,391.10 |
10,482.45 |
10,331.05 |
S2 |
10,271.00 |
10,271.00 |
10,453.71 |
|
S3 |
9,957.40 |
10,077.50 |
10,424.96 |
|
S4 |
9,643.80 |
9,763.90 |
10,338.72 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
10,744.50 |
10,464.50 |
280.00 |
2.7% |
131.40 |
1.2% |
21% |
False |
False |
|
10 |
10,874.60 |
10,464.50 |
410.10 |
3.9% |
126.72 |
1.2% |
14% |
False |
False |
|
20 |
10,874.60 |
10,393.10 |
481.50 |
4.6% |
123.13 |
1.2% |
27% |
False |
False |
|
40 |
10,874.60 |
10,335.50 |
539.10 |
5.1% |
132.18 |
1.3% |
35% |
False |
False |
|
60 |
10,971.20 |
10,258.80 |
712.40 |
6.8% |
148.54 |
1.4% |
37% |
False |
False |
|
80 |
11,425.50 |
10,201.50 |
1,224.00 |
11.6% |
171.52 |
1.6% |
26% |
False |
False |
|
100 |
11,425.50 |
9,735.54 |
1,689.96 |
16.1% |
190.65 |
1.8% |
47% |
False |
False |
|
120 |
11,425.50 |
9,731.81 |
1,693.69 |
16.1% |
197.80 |
1.9% |
47% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,051.68 |
2.618 |
10,879.50 |
1.618 |
10,774.00 |
1.000 |
10,708.80 |
0.618 |
10,668.50 |
HIGH |
10,603.30 |
0.618 |
10,563.00 |
0.500 |
10,550.55 |
0.382 |
10,538.10 |
LOW |
10,497.80 |
0.618 |
10,432.60 |
1.000 |
10,392.30 |
1.618 |
10,327.10 |
2.618 |
10,221.60 |
4.250 |
10,049.43 |
|
|
Fisher Pivots for day following 31-Jul-2000 |
Pivot |
1 day |
3 day |
R1 |
10,550.55 |
10,556.80 |
PP |
10,541.03 |
10,545.20 |
S1 |
10,531.52 |
10,533.60 |
|