Trading Metrics calculated at close of trading on 03-Aug-2000 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Aug-2000 |
03-Aug-2000 |
Change |
Change % |
Previous Week |
Open |
10,617.90 |
10,687.50 |
69.60 |
0.7% |
10,733.60 |
High |
10,724.50 |
10,744.30 |
19.80 |
0.2% |
10,778.10 |
Low |
10,587.50 |
10,623.40 |
35.90 |
0.3% |
10,464.50 |
Close |
10,687.50 |
10,706.60 |
19.10 |
0.2% |
10,511.20 |
Range |
137.00 |
120.90 |
-16.10 |
-11.8% |
313.60 |
ATR |
130.52 |
129.83 |
-0.69 |
-0.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 03-Aug-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,054.13 |
11,001.27 |
10,773.10 |
|
R3 |
10,933.23 |
10,880.37 |
10,739.85 |
|
R2 |
10,812.33 |
10,812.33 |
10,728.77 |
|
R1 |
10,759.47 |
10,759.47 |
10,717.68 |
10,785.90 |
PP |
10,691.43 |
10,691.43 |
10,691.43 |
10,704.65 |
S1 |
10,638.57 |
10,638.57 |
10,695.52 |
10,665.00 |
S2 |
10,570.53 |
10,570.53 |
10,684.44 |
|
S3 |
10,449.63 |
10,517.67 |
10,673.35 |
|
S4 |
10,328.73 |
10,396.77 |
10,640.11 |
|
|
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 |
10,744.30 |
10,464.50 |
279.80 |
2.6% |
131.62 |
1.2% |
87% |
True |
False |
|
10 |
10,851.70 |
10,464.50 |
387.20 |
3.6% |
126.02 |
1.2% |
63% |
False |
False |
|
20 |
10,874.60 |
10,464.50 |
410.10 |
3.8% |
122.14 |
1.1% |
59% |
False |
False |
|
40 |
10,874.60 |
10,335.50 |
539.10 |
5.0% |
131.91 |
1.2% |
69% |
False |
False |
|
60 |
10,971.20 |
10,258.80 |
712.40 |
6.7% |
146.57 |
1.4% |
63% |
False |
False |
|
80 |
11,425.50 |
10,201.50 |
1,224.00 |
11.4% |
169.97 |
1.6% |
41% |
False |
False |
|
100 |
11,425.50 |
9,776.49 |
1,649.01 |
15.4% |
187.14 |
1.7% |
56% |
False |
False |
|
120 |
11,425.50 |
9,731.81 |
1,693.69 |
15.8% |
195.34 |
1.8% |
58% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,258.13 |
2.618 |
11,060.82 |
1.618 |
10,939.92 |
1.000 |
10,865.20 |
0.618 |
10,819.02 |
HIGH |
10,744.30 |
0.618 |
10,698.12 |
0.500 |
10,683.85 |
0.382 |
10,669.58 |
LOW |
10,623.40 |
0.618 |
10,548.68 |
1.000 |
10,502.50 |
1.618 |
10,427.78 |
2.618 |
10,306.88 |
4.250 |
10,109.58 |
|
|
Fisher Pivots for day following 03-Aug-2000 |
Pivot |
1 day |
3 day |
R1 |
10,699.02 |
10,681.25 |
PP |
10,691.43 |
10,655.90 |
S1 |
10,683.85 |
10,630.55 |
|