Trading Metrics calculated at close of trading on 09-Aug-2000 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Aug-2000 |
09-Aug-2000 |
Change |
Change % |
Previous Week |
Open |
10,868.80 |
10,952.40 |
83.60 |
0.8% |
10,534.80 |
High |
10,988.30 |
10,978.30 |
-10.00 |
-0.1% |
10,770.00 |
Low |
10,836.60 |
10,892.70 |
56.10 |
0.5% |
10,497.80 |
Close |
10,976.90 |
10,905.80 |
-71.10 |
-0.6% |
10,767.80 |
Range |
151.70 |
85.60 |
-66.10 |
-43.6% |
272.20 |
ATR |
131.58 |
128.30 |
-3.28 |
-2.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 09-Aug-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,182.40 |
11,129.70 |
10,952.88 |
|
R3 |
11,096.80 |
11,044.10 |
10,929.34 |
|
R2 |
11,011.20 |
11,011.20 |
10,921.49 |
|
R1 |
10,958.50 |
10,958.50 |
10,913.65 |
10,942.05 |
PP |
10,925.60 |
10,925.60 |
10,925.60 |
10,917.38 |
S1 |
10,872.90 |
10,872.90 |
10,897.95 |
10,856.45 |
S2 |
10,840.00 |
10,840.00 |
10,890.11 |
|
S3 |
10,754.40 |
10,787.30 |
10,882.26 |
|
S4 |
10,668.80 |
10,701.70 |
10,858.72 |
|
|
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 |
10,623.40 |
364.90 |
3.3% |
123.80 |
1.1% |
77% |
False |
False |
|
10 |
10,988.30 |
10,464.50 |
523.80 |
4.8% |
128.28 |
1.2% |
84% |
False |
False |
|
20 |
10,988.30 |
10,464.50 |
523.80 |
4.8% |
118.74 |
1.1% |
84% |
False |
False |
|
40 |
10,988.30 |
10,335.50 |
652.80 |
6.0% |
129.02 |
1.2% |
87% |
False |
False |
|
60 |
10,988.30 |
10,258.80 |
729.50 |
6.7% |
141.82 |
1.3% |
89% |
False |
False |
|
80 |
11,141.90 |
10,232.50 |
909.40 |
8.3% |
157.29 |
1.4% |
74% |
False |
False |
|
100 |
11,425.50 |
10,201.50 |
1,224.00 |
11.2% |
178.86 |
1.6% |
58% |
False |
False |
|
120 |
11,425.50 |
9,731.81 |
1,693.69 |
15.5% |
192.96 |
1.8% |
69% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,342.10 |
2.618 |
11,202.40 |
1.618 |
11,116.80 |
1.000 |
11,063.90 |
0.618 |
11,031.20 |
HIGH |
10,978.30 |
0.618 |
10,945.60 |
0.500 |
10,935.50 |
0.382 |
10,925.40 |
LOW |
10,892.70 |
0.618 |
10,839.80 |
1.000 |
10,807.10 |
1.618 |
10,754.20 |
2.618 |
10,668.60 |
4.250 |
10,528.90 |
|
|
Fisher Pivots for day following 09-Aug-2000 |
Pivot |
1 day |
3 day |
R1 |
10,935.50 |
10,891.42 |
PP |
10,925.60 |
10,877.03 |
S1 |
10,915.70 |
10,862.65 |
|