| Trading Metrics calculated at close of trading on 16-Aug-2000 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2000 |
16-Aug-2000 |
Change |
Change % |
Previous Week |
| Open |
11,128.90 |
11,062.60 |
-66.30 |
-0.6% |
10,754.20 |
| High |
11,175.00 |
11,089.00 |
-86.00 |
-0.8% |
11,067.70 |
| Low |
11,046.10 |
10,961.10 |
-85.00 |
-0.8% |
10,737.00 |
| Close |
11,067.00 |
11,008.40 |
-58.60 |
-0.5% |
11,027.80 |
| Range |
128.90 |
127.90 |
-1.00 |
-0.8% |
330.70 |
| ATR |
129.62 |
129.49 |
-0.12 |
-0.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 16-Aug-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,403.20 |
11,333.70 |
11,078.75 |
|
| R3 |
11,275.30 |
11,205.80 |
11,043.57 |
|
| R2 |
11,147.40 |
11,147.40 |
11,031.85 |
|
| R1 |
11,077.90 |
11,077.90 |
11,020.12 |
11,048.70 |
| PP |
11,019.50 |
11,019.50 |
11,019.50 |
11,004.90 |
| S1 |
10,950.00 |
10,950.00 |
10,996.68 |
10,920.80 |
| S2 |
10,891.60 |
10,891.60 |
10,984.95 |
|
| S3 |
10,763.70 |
10,822.10 |
10,973.23 |
|
| S4 |
10,635.80 |
10,694.20 |
10,938.06 |
|
|
| 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 |
10,886.80 |
290.80 |
2.6% |
130.58 |
1.2% |
42% |
False |
False |
|
| 10 |
11,177.60 |
10,623.40 |
554.20 |
5.0% |
127.19 |
1.2% |
69% |
False |
False |
|
| 20 |
11,177.60 |
10,464.50 |
713.10 |
6.5% |
129.26 |
1.2% |
76% |
False |
False |
|
| 40 |
11,177.60 |
10,335.50 |
842.10 |
7.6% |
125.50 |
1.1% |
80% |
False |
False |
|
| 60 |
11,177.60 |
10,258.80 |
918.80 |
8.3% |
137.34 |
1.2% |
82% |
False |
False |
|
| 80 |
11,177.60 |
10,258.80 |
918.80 |
8.3% |
151.62 |
1.4% |
82% |
False |
False |
|
| 100 |
11,425.50 |
10,201.50 |
1,224.00 |
11.1% |
174.71 |
1.6% |
66% |
False |
False |
|
| 120 |
11,425.50 |
9,731.81 |
1,693.69 |
15.4% |
187.35 |
1.7% |
75% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,632.58 |
|
2.618 |
11,423.84 |
|
1.618 |
11,295.94 |
|
1.000 |
11,216.90 |
|
0.618 |
11,168.04 |
|
HIGH |
11,089.00 |
|
0.618 |
11,040.14 |
|
0.500 |
11,025.05 |
|
0.382 |
11,009.96 |
|
LOW |
10,961.10 |
|
0.618 |
10,882.06 |
|
1.000 |
10,833.20 |
|
1.618 |
10,754.16 |
|
2.618 |
10,626.26 |
|
4.250 |
10,417.53 |
|
|
| Fisher Pivots for day following 16-Aug-2000 |
| Pivot |
1 day |
3 day |
| R1 |
11,025.05 |
11,069.35 |
| PP |
11,019.50 |
11,049.03 |
| S1 |
11,013.95 |
11,028.72 |
|