| Trading Metrics calculated at close of trading on 17-Aug-2000 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Aug-2000 |
17-Aug-2000 |
Change |
Change % |
Previous Week |
| Open |
11,062.60 |
10,995.20 |
-67.40 |
-0.6% |
10,754.20 |
| High |
11,089.00 |
11,091.50 |
2.50 |
0.0% |
11,067.70 |
| Low |
10,961.10 |
10,984.40 |
23.30 |
0.2% |
10,737.00 |
| Close |
11,008.40 |
11,055.60 |
47.20 |
0.4% |
11,027.80 |
| Range |
127.90 |
107.10 |
-20.80 |
-16.3% |
330.70 |
| ATR |
129.49 |
127.90 |
-1.60 |
-1.2% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 17-Aug-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,365.13 |
11,317.47 |
11,114.51 |
|
| R3 |
11,258.03 |
11,210.37 |
11,085.05 |
|
| R2 |
11,150.93 |
11,150.93 |
11,075.24 |
|
| R1 |
11,103.27 |
11,103.27 |
11,065.42 |
11,127.10 |
| PP |
11,043.83 |
11,043.83 |
11,043.83 |
11,055.75 |
| S1 |
10,996.17 |
10,996.17 |
11,045.78 |
11,020.00 |
| S2 |
10,936.73 |
10,936.73 |
11,035.97 |
|
| S3 |
10,829.63 |
10,889.07 |
11,026.15 |
|
| S4 |
10,722.53 |
10,781.97 |
10,996.70 |
|
|
| 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 |
10,902.70 |
274.90 |
2.5% |
140.06 |
1.3% |
56% |
False |
False |
|
| 10 |
11,177.60 |
10,664.50 |
513.10 |
4.6% |
125.81 |
1.1% |
76% |
False |
False |
|
| 20 |
11,177.60 |
10,464.50 |
713.10 |
6.5% |
125.92 |
1.1% |
83% |
False |
False |
|
| 40 |
11,177.60 |
10,335.50 |
842.10 |
7.6% |
125.40 |
1.1% |
86% |
False |
False |
|
| 60 |
11,177.60 |
10,258.80 |
918.80 |
8.3% |
136.78 |
1.2% |
87% |
False |
False |
|
| 80 |
11,177.60 |
10,258.80 |
918.80 |
8.3% |
149.77 |
1.4% |
87% |
False |
False |
|
| 100 |
11,425.50 |
10,201.50 |
1,224.00 |
11.1% |
173.90 |
1.6% |
70% |
False |
False |
|
| 120 |
11,425.50 |
9,731.81 |
1,693.69 |
15.3% |
185.62 |
1.7% |
78% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,546.68 |
|
2.618 |
11,371.89 |
|
1.618 |
11,264.79 |
|
1.000 |
11,198.60 |
|
0.618 |
11,157.69 |
|
HIGH |
11,091.50 |
|
0.618 |
11,050.59 |
|
0.500 |
11,037.95 |
|
0.382 |
11,025.31 |
|
LOW |
10,984.40 |
|
0.618 |
10,918.21 |
|
1.000 |
10,877.30 |
|
1.618 |
10,811.11 |
|
2.618 |
10,704.01 |
|
4.250 |
10,529.23 |
|
|
| Fisher Pivots for day following 17-Aug-2000 |
| Pivot |
1 day |
3 day |
| R1 |
11,049.72 |
11,068.05 |
| PP |
11,043.83 |
11,063.90 |
| S1 |
11,037.95 |
11,059.75 |
|