Trading Metrics calculated at close of trading on 21-Aug-2000 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Aug-2000 |
21-Aug-2000 |
Change |
Change % |
Previous Week |
Open |
11,055.60 |
11,046.50 |
-9.10 |
-0.1% |
11,063.30 |
High |
11,082.40 |
11,106.20 |
23.80 |
0.2% |
11,177.60 |
Low |
11,006.20 |
11,027.10 |
20.90 |
0.2% |
10,961.10 |
Close |
11,046.50 |
11,079.80 |
33.30 |
0.3% |
11,046.50 |
Range |
76.20 |
79.10 |
2.90 |
3.8% |
216.50 |
ATR |
124.20 |
120.98 |
-3.22 |
-2.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 21-Aug-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,308.33 |
11,273.17 |
11,123.31 |
|
R3 |
11,229.23 |
11,194.07 |
11,101.55 |
|
R2 |
11,150.13 |
11,150.13 |
11,094.30 |
|
R1 |
11,114.97 |
11,114.97 |
11,087.05 |
11,132.55 |
PP |
11,071.03 |
11,071.03 |
11,071.03 |
11,079.83 |
S1 |
11,035.87 |
11,035.87 |
11,072.55 |
11,053.45 |
S2 |
10,991.93 |
10,991.93 |
11,065.30 |
|
S3 |
10,912.83 |
10,956.77 |
11,058.05 |
|
S4 |
10,833.73 |
10,877.67 |
11,036.30 |
|
|
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 |
11,175.00 |
10,961.10 |
213.90 |
1.9% |
103.84 |
0.9% |
55% |
False |
False |
|
10 |
11,177.60 |
10,836.60 |
341.00 |
3.1% |
115.26 |
1.0% |
71% |
False |
False |
|
20 |
11,177.60 |
10,464.50 |
713.10 |
6.4% |
121.92 |
1.1% |
86% |
False |
False |
|
40 |
11,177.60 |
10,336.20 |
841.40 |
7.6% |
122.72 |
1.1% |
88% |
False |
False |
|
60 |
11,177.60 |
10,258.80 |
918.80 |
8.3% |
131.31 |
1.2% |
89% |
False |
False |
|
80 |
11,177.60 |
10,258.80 |
918.80 |
8.3% |
146.28 |
1.3% |
89% |
False |
False |
|
100 |
11,425.50 |
10,201.50 |
1,224.00 |
11.0% |
171.93 |
1.6% |
72% |
False |
False |
|
120 |
11,425.50 |
9,731.81 |
1,693.69 |
15.3% |
184.61 |
1.7% |
80% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,442.38 |
2.618 |
11,313.28 |
1.618 |
11,234.18 |
1.000 |
11,185.30 |
0.618 |
11,155.08 |
HIGH |
11,106.20 |
0.618 |
11,075.98 |
0.500 |
11,066.65 |
0.382 |
11,057.32 |
LOW |
11,027.10 |
0.618 |
10,978.22 |
1.000 |
10,948.00 |
1.618 |
10,899.12 |
2.618 |
10,820.02 |
4.250 |
10,690.93 |
|
|
Fisher Pivots for day following 21-Aug-2000 |
Pivot |
1 day |
3 day |
R1 |
11,075.42 |
11,068.30 |
PP |
11,071.03 |
11,056.80 |
S1 |
11,066.65 |
11,045.30 |
|