Trading Metrics calculated at close of trading on 08-Aug-2000 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Aug-2000 |
08-Aug-2000 |
Change |
Change % |
Previous Week |
Open |
10,754.20 |
10,868.80 |
114.60 |
1.1% |
10,534.80 |
High |
10,892.30 |
10,988.30 |
96.00 |
0.9% |
10,770.00 |
Low |
10,737.00 |
10,836.60 |
99.60 |
0.9% |
10,497.80 |
Close |
10,867.00 |
10,976.90 |
109.90 |
1.0% |
10,767.80 |
Range |
155.30 |
151.70 |
-3.60 |
-2.3% |
272.20 |
ATR |
130.04 |
131.58 |
1.55 |
1.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 08-Aug-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,389.03 |
11,334.67 |
11,060.34 |
|
R3 |
11,237.33 |
11,182.97 |
11,018.62 |
|
R2 |
11,085.63 |
11,085.63 |
11,004.71 |
|
R1 |
11,031.27 |
11,031.27 |
10,990.81 |
11,058.45 |
PP |
10,933.93 |
10,933.93 |
10,933.93 |
10,947.53 |
S1 |
10,879.57 |
10,879.57 |
10,962.99 |
10,906.75 |
S2 |
10,782.23 |
10,782.23 |
10,949.09 |
|
S3 |
10,630.53 |
10,727.87 |
10,935.18 |
|
S4 |
10,478.83 |
10,576.17 |
10,893.47 |
|
|
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 |
10,988.30 |
10,587.50 |
400.80 |
3.7% |
134.08 |
1.2% |
97% |
True |
False |
|
10 |
10,988.30 |
10,464.50 |
523.80 |
4.8% |
137.32 |
1.3% |
98% |
True |
False |
|
20 |
10,988.30 |
10,464.50 |
523.80 |
4.8% |
120.07 |
1.1% |
98% |
True |
False |
|
40 |
10,988.30 |
10,335.50 |
652.80 |
5.9% |
130.93 |
1.2% |
98% |
True |
False |
|
60 |
10,988.30 |
10,258.80 |
729.50 |
6.6% |
143.83 |
1.3% |
98% |
True |
False |
|
80 |
11,141.90 |
10,201.50 |
940.40 |
8.6% |
165.24 |
1.5% |
82% |
False |
False |
|
100 |
11,425.50 |
10,201.50 |
1,224.00 |
11.2% |
179.96 |
1.6% |
63% |
False |
False |
|
120 |
11,425.50 |
9,731.81 |
1,693.69 |
15.4% |
194.05 |
1.8% |
74% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,633.03 |
2.618 |
11,385.45 |
1.618 |
11,233.75 |
1.000 |
11,140.00 |
0.618 |
11,082.05 |
HIGH |
10,988.30 |
0.618 |
10,930.35 |
0.500 |
10,912.45 |
0.382 |
10,894.55 |
LOW |
10,836.60 |
0.618 |
10,742.85 |
1.000 |
10,684.90 |
1.618 |
10,591.15 |
2.618 |
10,439.45 |
4.250 |
10,191.88 |
|
|
Fisher Pivots for day following 08-Aug-2000 |
Pivot |
1 day |
3 day |
R1 |
10,955.42 |
10,926.73 |
PP |
10,933.93 |
10,876.57 |
S1 |
10,912.45 |
10,826.40 |
|