Trading Metrics calculated at close of trading on 10-Aug-2000 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Aug-2000 |
10-Aug-2000 |
Change |
Change % |
Previous Week |
Open |
10,952.40 |
10,912.10 |
-40.30 |
-0.4% |
10,534.80 |
High |
10,978.30 |
10,946.50 |
-31.80 |
-0.3% |
10,770.00 |
Low |
10,892.70 |
10,886.80 |
-5.90 |
-0.1% |
10,497.80 |
Close |
10,905.80 |
10,908.80 |
3.00 |
0.0% |
10,767.80 |
Range |
85.60 |
59.70 |
-25.90 |
-30.3% |
272.20 |
ATR |
128.30 |
123.40 |
-4.90 |
-3.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 10-Aug-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,093.13 |
11,060.67 |
10,941.64 |
|
R3 |
11,033.43 |
11,000.97 |
10,925.22 |
|
R2 |
10,973.73 |
10,973.73 |
10,919.75 |
|
R1 |
10,941.27 |
10,941.27 |
10,914.27 |
10,927.65 |
PP |
10,914.03 |
10,914.03 |
10,914.03 |
10,907.23 |
S1 |
10,881.57 |
10,881.57 |
10,903.33 |
10,867.95 |
S2 |
10,854.33 |
10,854.33 |
10,897.86 |
|
S3 |
10,794.63 |
10,821.87 |
10,892.38 |
|
S4 |
10,734.93 |
10,762.17 |
10,875.97 |
|
|
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 |
10,664.50 |
323.80 |
3.0% |
111.56 |
1.0% |
75% |
False |
False |
|
10 |
10,988.30 |
10,464.50 |
523.80 |
4.8% |
121.59 |
1.1% |
85% |
False |
False |
|
20 |
10,988.30 |
10,464.50 |
523.80 |
4.8% |
117.96 |
1.1% |
85% |
False |
False |
|
40 |
10,988.30 |
10,335.50 |
652.80 |
6.0% |
127.69 |
1.2% |
88% |
False |
False |
|
60 |
10,988.30 |
10,258.80 |
729.50 |
6.7% |
140.23 |
1.3% |
89% |
False |
False |
|
80 |
11,141.90 |
10,258.80 |
883.10 |
8.1% |
153.65 |
1.4% |
74% |
False |
False |
|
100 |
11,425.50 |
10,201.50 |
1,224.00 |
11.2% |
178.05 |
1.6% |
58% |
False |
False |
|
120 |
11,425.50 |
9,731.81 |
1,693.69 |
15.5% |
190.80 |
1.7% |
69% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,200.23 |
2.618 |
11,102.79 |
1.618 |
11,043.09 |
1.000 |
11,006.20 |
0.618 |
10,983.39 |
HIGH |
10,946.50 |
0.618 |
10,923.69 |
0.500 |
10,916.65 |
0.382 |
10,909.61 |
LOW |
10,886.80 |
0.618 |
10,849.91 |
1.000 |
10,827.10 |
1.618 |
10,790.21 |
2.618 |
10,730.51 |
4.250 |
10,633.08 |
|
|
Fisher Pivots for day following 10-Aug-2000 |
Pivot |
1 day |
3 day |
R1 |
10,916.65 |
10,912.45 |
PP |
10,914.03 |
10,911.23 |
S1 |
10,911.42 |
10,910.02 |
|