Trading Metrics calculated at close of trading on 23-Aug-2000 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Aug-2000 |
23-Aug-2000 |
Change |
Change % |
Previous Week |
Open |
11,081.30 |
11,114.20 |
32.90 |
0.3% |
11,063.30 |
High |
11,189.70 |
11,172.30 |
-17.40 |
-0.2% |
11,177.60 |
Low |
11,081.30 |
11,059.70 |
-21.60 |
-0.2% |
10,961.10 |
Close |
11,139.20 |
11,144.70 |
5.50 |
0.0% |
11,046.50 |
Range |
108.40 |
112.60 |
4.20 |
3.9% |
216.50 |
ATR |
120.19 |
119.65 |
-0.54 |
-0.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 23-Aug-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,463.37 |
11,416.63 |
11,206.63 |
|
R3 |
11,350.77 |
11,304.03 |
11,175.67 |
|
R2 |
11,238.17 |
11,238.17 |
11,165.34 |
|
R1 |
11,191.43 |
11,191.43 |
11,155.02 |
11,214.80 |
PP |
11,125.57 |
11,125.57 |
11,125.57 |
11,137.25 |
S1 |
11,078.83 |
11,078.83 |
11,134.38 |
11,102.20 |
S2 |
11,012.97 |
11,012.97 |
11,124.06 |
|
S3 |
10,900.37 |
10,966.23 |
11,113.74 |
|
S4 |
10,787.77 |
10,853.63 |
11,082.77 |
|
|
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 |
10,984.40 |
205.30 |
1.8% |
96.68 |
0.9% |
78% |
False |
False |
|
10 |
11,189.70 |
10,886.80 |
302.90 |
2.7% |
113.63 |
1.0% |
85% |
False |
False |
|
20 |
11,189.70 |
10,464.50 |
725.20 |
6.5% |
120.96 |
1.1% |
94% |
False |
False |
|
40 |
11,189.70 |
10,336.20 |
853.50 |
7.7% |
121.38 |
1.1% |
95% |
False |
False |
|
60 |
11,189.70 |
10,335.50 |
854.20 |
7.7% |
129.08 |
1.2% |
95% |
False |
False |
|
80 |
11,189.70 |
10,258.80 |
930.90 |
8.4% |
143.46 |
1.3% |
95% |
False |
False |
|
100 |
11,425.50 |
10,201.50 |
1,224.00 |
11.0% |
170.00 |
1.5% |
77% |
False |
False |
|
120 |
11,425.50 |
9,731.81 |
1,693.69 |
15.2% |
183.28 |
1.6% |
83% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,650.85 |
2.618 |
11,467.09 |
1.618 |
11,354.49 |
1.000 |
11,284.90 |
0.618 |
11,241.89 |
HIGH |
11,172.30 |
0.618 |
11,129.29 |
0.500 |
11,116.00 |
0.382 |
11,102.71 |
LOW |
11,059.70 |
0.618 |
10,990.11 |
1.000 |
10,947.10 |
1.618 |
10,877.51 |
2.618 |
10,764.91 |
4.250 |
10,581.15 |
|
|
Fisher Pivots for day following 23-Aug-2000 |
Pivot |
1 day |
3 day |
R1 |
11,135.13 |
11,132.60 |
PP |
11,125.57 |
11,120.50 |
S1 |
11,116.00 |
11,108.40 |
|