| Trading Metrics calculated at close of trading on 22-Aug-2000 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2000 |
22-Aug-2000 |
Change |
Change % |
Previous Week |
| Open |
11,046.50 |
11,081.30 |
34.80 |
0.3% |
11,063.30 |
| High |
11,106.20 |
11,189.70 |
83.50 |
0.8% |
11,177.60 |
| Low |
11,027.10 |
11,081.30 |
54.20 |
0.5% |
10,961.10 |
| Close |
11,079.80 |
11,139.20 |
59.40 |
0.5% |
11,046.50 |
| Range |
79.10 |
108.40 |
29.30 |
37.0% |
216.50 |
| ATR |
120.98 |
120.19 |
-0.79 |
-0.7% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 22-Aug-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,461.93 |
11,408.97 |
11,198.82 |
|
| R3 |
11,353.53 |
11,300.57 |
11,169.01 |
|
| R2 |
11,245.13 |
11,245.13 |
11,159.07 |
|
| R1 |
11,192.17 |
11,192.17 |
11,149.14 |
11,218.65 |
| PP |
11,136.73 |
11,136.73 |
11,136.73 |
11,149.98 |
| S1 |
11,083.77 |
11,083.77 |
11,129.26 |
11,110.25 |
| S2 |
11,028.33 |
11,028.33 |
11,119.33 |
|
| S3 |
10,919.93 |
10,975.37 |
11,109.39 |
|
| S4 |
10,811.53 |
10,866.97 |
11,079.58 |
|
|
| 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 |
11,189.70 |
10,961.10 |
228.60 |
2.1% |
99.74 |
0.9% |
78% |
True |
False |
|
| 10 |
11,189.70 |
10,886.80 |
302.90 |
2.7% |
110.93 |
1.0% |
83% |
True |
False |
|
| 20 |
11,189.70 |
10,464.50 |
725.20 |
6.5% |
124.13 |
1.1% |
93% |
True |
False |
|
| 40 |
11,189.70 |
10,336.20 |
853.50 |
7.7% |
121.35 |
1.1% |
94% |
True |
False |
|
| 60 |
11,189.70 |
10,302.30 |
887.40 |
8.0% |
130.97 |
1.2% |
94% |
True |
False |
|
| 80 |
11,189.70 |
10,258.80 |
930.90 |
8.4% |
144.58 |
1.3% |
95% |
True |
False |
|
| 100 |
11,425.50 |
10,201.50 |
1,224.00 |
11.0% |
170.74 |
1.5% |
77% |
False |
False |
|
| 120 |
11,425.50 |
9,731.81 |
1,693.69 |
15.2% |
184.61 |
1.7% |
83% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,650.40 |
|
2.618 |
11,473.49 |
|
1.618 |
11,365.09 |
|
1.000 |
11,298.10 |
|
0.618 |
11,256.69 |
|
HIGH |
11,189.70 |
|
0.618 |
11,148.29 |
|
0.500 |
11,135.50 |
|
0.382 |
11,122.71 |
|
LOW |
11,081.30 |
|
0.618 |
11,014.31 |
|
1.000 |
10,972.90 |
|
1.618 |
10,905.91 |
|
2.618 |
10,797.51 |
|
4.250 |
10,620.60 |
|
|
| Fisher Pivots for day following 22-Aug-2000 |
| Pivot |
1 day |
3 day |
| R1 |
11,137.97 |
11,125.45 |
| PP |
11,136.73 |
11,111.70 |
| S1 |
11,135.50 |
11,097.95 |
|