Trading Metrics calculated at close of trading on 07-Aug-2000 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Aug-2000 |
07-Aug-2000 |
Change |
Change % |
Previous Week |
Open |
10,724.30 |
10,754.20 |
29.90 |
0.3% |
10,534.80 |
High |
10,770.00 |
10,892.30 |
122.30 |
1.1% |
10,770.00 |
Low |
10,664.50 |
10,737.00 |
72.50 |
0.7% |
10,497.80 |
Close |
10,767.80 |
10,867.00 |
99.20 |
0.9% |
10,767.80 |
Range |
105.50 |
155.30 |
49.80 |
47.2% |
272.20 |
ATR |
128.09 |
130.04 |
1.94 |
1.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 07-Aug-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,298.00 |
11,237.80 |
10,952.42 |
|
R3 |
11,142.70 |
11,082.50 |
10,909.71 |
|
R2 |
10,987.40 |
10,987.40 |
10,895.47 |
|
R1 |
10,927.20 |
10,927.20 |
10,881.24 |
10,957.30 |
PP |
10,832.10 |
10,832.10 |
10,832.10 |
10,847.15 |
S1 |
10,771.90 |
10,771.90 |
10,852.76 |
10,802.00 |
S2 |
10,676.80 |
10,676.80 |
10,838.53 |
|
S3 |
10,521.50 |
10,616.60 |
10,824.29 |
|
S4 |
10,366.20 |
10,461.30 |
10,781.59 |
|
|
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 |
10,892.30 |
10,516.80 |
375.50 |
3.5% |
125.76 |
1.2% |
93% |
True |
False |
|
10 |
10,892.30 |
10,464.50 |
427.80 |
3.9% |
128.58 |
1.2% |
94% |
True |
False |
|
20 |
10,892.30 |
10,464.50 |
427.80 |
3.9% |
121.52 |
1.1% |
94% |
True |
False |
|
40 |
10,892.30 |
10,335.50 |
556.80 |
5.1% |
129.35 |
1.2% |
95% |
True |
False |
|
60 |
10,971.20 |
10,258.80 |
712.40 |
6.6% |
143.47 |
1.3% |
85% |
False |
False |
|
80 |
11,144.10 |
10,201.50 |
942.60 |
8.7% |
166.14 |
1.5% |
71% |
False |
False |
|
100 |
11,425.50 |
10,138.30 |
1,287.20 |
11.8% |
183.39 |
1.7% |
57% |
False |
False |
|
120 |
11,425.50 |
9,731.81 |
1,693.69 |
15.6% |
194.29 |
1.8% |
67% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,552.33 |
2.618 |
11,298.88 |
1.618 |
11,143.58 |
1.000 |
11,047.60 |
0.618 |
10,988.28 |
HIGH |
10,892.30 |
0.618 |
10,832.98 |
0.500 |
10,814.65 |
0.382 |
10,796.32 |
LOW |
10,737.00 |
0.618 |
10,641.02 |
1.000 |
10,581.70 |
1.618 |
10,485.72 |
2.618 |
10,330.42 |
4.250 |
10,076.98 |
|
|
Fisher Pivots for day following 07-Aug-2000 |
Pivot |
1 day |
3 day |
R1 |
10,849.55 |
10,830.62 |
PP |
10,832.10 |
10,794.23 |
S1 |
10,814.65 |
10,757.85 |
|