Trading Metrics calculated at close of trading on 14-Aug-2000 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2000 |
14-Aug-2000 |
Change |
Change % |
Previous Week |
Open |
10,909.90 |
11,063.30 |
153.40 |
1.4% |
10,754.20 |
High |
11,067.70 |
11,177.60 |
109.90 |
1.0% |
11,067.70 |
Low |
10,902.70 |
11,006.20 |
103.50 |
0.9% |
10,737.00 |
Close |
11,027.80 |
11,176.10 |
148.30 |
1.3% |
11,027.80 |
Range |
165.00 |
171.40 |
6.40 |
3.9% |
330.70 |
ATR |
126.37 |
129.59 |
3.22 |
2.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 14-Aug-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,634.17 |
11,576.53 |
11,270.37 |
|
R3 |
11,462.77 |
11,405.13 |
11,223.24 |
|
R2 |
11,291.37 |
11,291.37 |
11,207.52 |
|
R1 |
11,233.73 |
11,233.73 |
11,191.81 |
11,262.55 |
PP |
11,119.97 |
11,119.97 |
11,119.97 |
11,134.38 |
S1 |
11,062.33 |
11,062.33 |
11,160.39 |
11,091.15 |
S2 |
10,948.57 |
10,948.57 |
11,144.68 |
|
S3 |
10,777.17 |
10,890.93 |
11,128.97 |
|
S4 |
10,605.77 |
10,719.53 |
11,081.83 |
|
|
Weekly Pivots for week ending 11-Aug-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,936.27 |
11,812.73 |
11,209.69 |
|
R3 |
11,605.57 |
11,482.03 |
11,118.74 |
|
R2 |
11,274.87 |
11,274.87 |
11,088.43 |
|
R1 |
11,151.33 |
11,151.33 |
11,058.11 |
11,213.10 |
PP |
10,944.17 |
10,944.17 |
10,944.17 |
10,975.05 |
S1 |
10,820.63 |
10,820.63 |
10,997.49 |
10,882.40 |
S2 |
10,613.47 |
10,613.47 |
10,967.17 |
|
S3 |
10,282.77 |
10,489.93 |
10,936.86 |
|
S4 |
9,952.07 |
10,159.23 |
10,845.92 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
11,177.60 |
10,836.60 |
341.00 |
3.1% |
126.68 |
1.1% |
100% |
True |
False |
|
10 |
11,177.60 |
10,516.80 |
660.80 |
5.9% |
126.22 |
1.1% |
100% |
True |
False |
|
20 |
11,177.60 |
10,464.50 |
713.10 |
6.4% |
126.47 |
1.1% |
100% |
True |
False |
|
40 |
11,177.60 |
10,335.50 |
842.10 |
7.5% |
126.85 |
1.1% |
100% |
True |
False |
|
60 |
11,177.60 |
10,258.80 |
918.80 |
8.2% |
141.20 |
1.3% |
100% |
True |
False |
|
80 |
11,177.60 |
10,258.80 |
918.80 |
8.2% |
153.36 |
1.4% |
100% |
True |
False |
|
100 |
11,425.50 |
10,201.50 |
1,224.00 |
11.0% |
177.09 |
1.6% |
80% |
False |
False |
|
120 |
11,425.50 |
9,731.81 |
1,693.69 |
15.2% |
190.22 |
1.7% |
85% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,906.05 |
2.618 |
11,626.33 |
1.618 |
11,454.93 |
1.000 |
11,349.00 |
0.618 |
11,283.53 |
HIGH |
11,177.60 |
0.618 |
11,112.13 |
0.500 |
11,091.90 |
0.382 |
11,071.67 |
LOW |
11,006.20 |
0.618 |
10,900.27 |
1.000 |
10,834.80 |
1.618 |
10,728.87 |
2.618 |
10,557.47 |
4.250 |
10,277.75 |
|
|
Fisher Pivots for day following 14-Aug-2000 |
Pivot |
1 day |
3 day |
R1 |
11,148.03 |
11,128.13 |
PP |
11,119.97 |
11,080.17 |
S1 |
11,091.90 |
11,032.20 |
|