| Trading Metrics calculated at close of trading on 04-Aug-2000 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Aug-2000 |
04-Aug-2000 |
Change |
Change % |
Previous Week |
| Open |
10,687.50 |
10,724.30 |
36.80 |
0.3% |
10,534.80 |
| High |
10,744.30 |
10,770.00 |
25.70 |
0.2% |
10,770.00 |
| Low |
10,623.40 |
10,664.50 |
41.10 |
0.4% |
10,497.80 |
| Close |
10,706.60 |
10,767.80 |
61.20 |
0.6% |
10,767.80 |
| Range |
120.90 |
105.50 |
-15.40 |
-12.7% |
272.20 |
| ATR |
129.83 |
128.09 |
-1.74 |
-1.3% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 04-Aug-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,050.60 |
11,014.70 |
10,825.83 |
|
| R3 |
10,945.10 |
10,909.20 |
10,796.81 |
|
| R2 |
10,839.60 |
10,839.60 |
10,787.14 |
|
| R1 |
10,803.70 |
10,803.70 |
10,777.47 |
10,821.65 |
| PP |
10,734.10 |
10,734.10 |
10,734.10 |
10,743.08 |
| S1 |
10,698.20 |
10,698.20 |
10,758.13 |
10,716.15 |
| S2 |
10,628.60 |
10,628.60 |
10,748.46 |
|
| S3 |
10,523.10 |
10,592.70 |
10,738.79 |
|
| S4 |
10,417.60 |
10,487.20 |
10,709.78 |
|
|
| Weekly Pivots for week ending 04-Aug-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,495.13 |
11,403.67 |
10,917.51 |
|
| R3 |
11,222.93 |
11,131.47 |
10,842.66 |
|
| R2 |
10,950.73 |
10,950.73 |
10,817.70 |
|
| R1 |
10,859.27 |
10,859.27 |
10,792.75 |
10,905.00 |
| PP |
10,678.53 |
10,678.53 |
10,678.53 |
10,701.40 |
| S1 |
10,587.07 |
10,587.07 |
10,742.85 |
10,632.80 |
| S2 |
10,406.33 |
10,406.33 |
10,717.90 |
|
| S3 |
10,134.13 |
10,314.87 |
10,692.95 |
|
| S4 |
9,861.93 |
10,042.67 |
10,618.09 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
10,770.00 |
10,497.80 |
272.20 |
2.5% |
115.80 |
1.1% |
99% |
True |
False |
|
| 10 |
10,778.10 |
10,464.50 |
313.60 |
2.9% |
123.02 |
1.1% |
97% |
False |
False |
|
| 20 |
10,874.60 |
10,464.50 |
410.10 |
3.8% |
118.67 |
1.1% |
74% |
False |
False |
|
| 40 |
10,874.60 |
10,335.50 |
539.10 |
5.0% |
129.85 |
1.2% |
80% |
False |
False |
|
| 60 |
10,971.20 |
10,258.80 |
712.40 |
6.6% |
144.31 |
1.3% |
71% |
False |
False |
|
| 80 |
11,425.50 |
10,201.50 |
1,224.00 |
11.4% |
168.05 |
1.6% |
46% |
False |
False |
|
| 100 |
11,425.50 |
9,776.49 |
1,649.01 |
15.3% |
185.87 |
1.7% |
60% |
False |
False |
|
| 120 |
11,425.50 |
9,731.81 |
1,693.69 |
15.7% |
195.24 |
1.8% |
61% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,218.38 |
|
2.618 |
11,046.20 |
|
1.618 |
10,940.70 |
|
1.000 |
10,875.50 |
|
0.618 |
10,835.20 |
|
HIGH |
10,770.00 |
|
0.618 |
10,729.70 |
|
0.500 |
10,717.25 |
|
0.382 |
10,704.80 |
|
LOW |
10,664.50 |
|
0.618 |
10,599.30 |
|
1.000 |
10,559.00 |
|
1.618 |
10,493.80 |
|
2.618 |
10,388.30 |
|
4.250 |
10,216.13 |
|
|
| Fisher Pivots for day following 04-Aug-2000 |
| Pivot |
1 day |
3 day |
| R1 |
10,750.95 |
10,738.12 |
| PP |
10,734.10 |
10,708.43 |
| S1 |
10,717.25 |
10,678.75 |
|