Trading Metrics calculated at close of trading on 18-Aug-2000 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-2000 |
18-Aug-2000 |
Change |
Change % |
Previous Week |
Open |
10,995.20 |
11,055.60 |
60.40 |
0.5% |
11,063.30 |
High |
11,091.50 |
11,082.40 |
-9.10 |
-0.1% |
11,177.60 |
Low |
10,984.40 |
11,006.20 |
21.80 |
0.2% |
10,961.10 |
Close |
11,055.60 |
11,046.50 |
-9.10 |
-0.1% |
11,046.50 |
Range |
107.10 |
76.20 |
-30.90 |
-28.9% |
216.50 |
ATR |
127.90 |
124.20 |
-3.69 |
-2.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 18-Aug-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,273.63 |
11,236.27 |
11,088.41 |
|
R3 |
11,197.43 |
11,160.07 |
11,067.46 |
|
R2 |
11,121.23 |
11,121.23 |
11,060.47 |
|
R1 |
11,083.87 |
11,083.87 |
11,053.49 |
11,064.45 |
PP |
11,045.03 |
11,045.03 |
11,045.03 |
11,035.33 |
S1 |
11,007.67 |
11,007.67 |
11,039.52 |
10,988.25 |
S2 |
10,968.83 |
10,968.83 |
11,032.53 |
|
S3 |
10,892.63 |
10,931.47 |
11,025.55 |
|
S4 |
10,816.43 |
10,855.27 |
11,004.59 |
|
|
Weekly Pivots for week ending 18-Aug-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,711.23 |
11,595.37 |
11,165.58 |
|
R3 |
11,494.73 |
11,378.87 |
11,106.04 |
|
R2 |
11,278.23 |
11,278.23 |
11,086.19 |
|
R1 |
11,162.37 |
11,162.37 |
11,066.35 |
11,112.05 |
PP |
11,061.73 |
11,061.73 |
11,061.73 |
11,036.58 |
S1 |
10,945.87 |
10,945.87 |
11,026.65 |
10,895.55 |
S2 |
10,845.23 |
10,845.23 |
11,006.81 |
|
S3 |
10,628.73 |
10,729.37 |
10,986.96 |
|
S4 |
10,412.23 |
10,512.87 |
10,927.43 |
|
|
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 |
10,961.10 |
216.50 |
2.0% |
122.30 |
1.1% |
39% |
False |
False |
|
10 |
11,177.60 |
10,737.00 |
440.60 |
4.0% |
122.88 |
1.1% |
70% |
False |
False |
|
20 |
11,177.60 |
10,464.50 |
713.10 |
6.5% |
122.95 |
1.1% |
82% |
False |
False |
|
40 |
11,177.60 |
10,336.20 |
841.40 |
7.6% |
123.29 |
1.1% |
84% |
False |
False |
|
60 |
11,177.60 |
10,258.80 |
918.80 |
8.3% |
134.87 |
1.2% |
86% |
False |
False |
|
80 |
11,177.60 |
10,258.80 |
918.80 |
8.3% |
147.72 |
1.3% |
86% |
False |
False |
|
100 |
11,425.50 |
10,201.50 |
1,224.00 |
11.1% |
173.05 |
1.6% |
69% |
False |
False |
|
120 |
11,425.50 |
9,731.81 |
1,693.69 |
15.3% |
184.80 |
1.7% |
78% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,406.25 |
2.618 |
11,281.89 |
1.618 |
11,205.69 |
1.000 |
11,158.60 |
0.618 |
11,129.49 |
HIGH |
11,082.40 |
0.618 |
11,053.29 |
0.500 |
11,044.30 |
0.382 |
11,035.31 |
LOW |
11,006.20 |
0.618 |
10,959.11 |
1.000 |
10,930.00 |
1.618 |
10,882.91 |
2.618 |
10,806.71 |
4.250 |
10,682.35 |
|
|
Fisher Pivots for day following 18-Aug-2000 |
Pivot |
1 day |
3 day |
R1 |
11,045.77 |
11,039.77 |
PP |
11,045.03 |
11,033.03 |
S1 |
11,044.30 |
11,026.30 |
|