Trading Metrics calculated at close of trading on 02-Aug-2000 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Aug-2000 |
02-Aug-2000 |
Change |
Change % |
Previous Week |
Open |
10,522.00 |
10,617.90 |
95.90 |
0.9% |
10,733.60 |
High |
10,626.90 |
10,724.50 |
97.60 |
0.9% |
10,778.10 |
Low |
10,516.80 |
10,587.50 |
70.70 |
0.7% |
10,464.50 |
Close |
10,607.00 |
10,687.50 |
80.50 |
0.8% |
10,511.20 |
Range |
110.10 |
137.00 |
26.90 |
24.4% |
313.60 |
ATR |
130.02 |
130.52 |
0.50 |
0.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 02-Aug-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,077.50 |
11,019.50 |
10,762.85 |
|
R3 |
10,940.50 |
10,882.50 |
10,725.18 |
|
R2 |
10,803.50 |
10,803.50 |
10,712.62 |
|
R1 |
10,745.50 |
10,745.50 |
10,700.06 |
10,774.50 |
PP |
10,666.50 |
10,666.50 |
10,666.50 |
10,681.00 |
S1 |
10,608.50 |
10,608.50 |
10,674.94 |
10,637.50 |
S2 |
10,529.50 |
10,529.50 |
10,662.38 |
|
S3 |
10,392.50 |
10,471.50 |
10,649.83 |
|
S4 |
10,255.50 |
10,334.50 |
10,612.15 |
|
|
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 |
10,724.50 |
10,464.50 |
260.00 |
2.4% |
132.76 |
1.2% |
86% |
True |
False |
|
10 |
10,874.60 |
10,464.50 |
410.10 |
3.8% |
131.32 |
1.2% |
54% |
False |
False |
|
20 |
10,874.60 |
10,393.10 |
481.50 |
4.5% |
122.83 |
1.1% |
61% |
False |
False |
|
40 |
10,874.60 |
10,335.50 |
539.10 |
5.0% |
132.72 |
1.2% |
65% |
False |
False |
|
60 |
10,971.20 |
10,258.80 |
712.40 |
6.7% |
147.40 |
1.4% |
60% |
False |
False |
|
80 |
11,425.50 |
10,201.50 |
1,224.00 |
11.5% |
170.84 |
1.6% |
40% |
False |
False |
|
100 |
11,425.50 |
9,735.54 |
1,689.96 |
15.8% |
188.56 |
1.8% |
56% |
False |
False |
|
120 |
11,425.50 |
9,731.81 |
1,693.69 |
15.8% |
196.68 |
1.8% |
56% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,306.75 |
2.618 |
11,083.17 |
1.618 |
10,946.17 |
1.000 |
10,861.50 |
0.618 |
10,809.17 |
HIGH |
10,724.50 |
0.618 |
10,672.17 |
0.500 |
10,656.00 |
0.382 |
10,639.83 |
LOW |
10,587.50 |
0.618 |
10,502.83 |
1.000 |
10,450.50 |
1.618 |
10,365.83 |
2.618 |
10,228.83 |
4.250 |
10,005.25 |
|
|
Fisher Pivots for day following 02-Aug-2000 |
Pivot |
1 day |
3 day |
R1 |
10,677.00 |
10,662.05 |
PP |
10,666.50 |
10,636.60 |
S1 |
10,656.00 |
10,611.15 |
|