| Trading Metrics calculated at close of trading on 24-Aug-2000 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Aug-2000 |
24-Aug-2000 |
Change |
Change % |
Previous Week |
| Open |
11,114.20 |
11,133.30 |
19.10 |
0.2% |
11,063.30 |
| High |
11,172.30 |
11,197.80 |
25.50 |
0.2% |
11,177.60 |
| Low |
11,059.70 |
11,120.10 |
60.40 |
0.5% |
10,961.10 |
| Close |
11,144.70 |
11,182.70 |
38.00 |
0.3% |
11,046.50 |
| Range |
112.60 |
77.70 |
-34.90 |
-31.0% |
216.50 |
| ATR |
119.65 |
116.65 |
-3.00 |
-2.5% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 24-Aug-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,399.97 |
11,369.03 |
11,225.44 |
|
| R3 |
11,322.27 |
11,291.33 |
11,204.07 |
|
| R2 |
11,244.57 |
11,244.57 |
11,196.95 |
|
| R1 |
11,213.63 |
11,213.63 |
11,189.82 |
11,229.10 |
| PP |
11,166.87 |
11,166.87 |
11,166.87 |
11,174.60 |
| S1 |
11,135.93 |
11,135.93 |
11,175.58 |
11,151.40 |
| S2 |
11,089.17 |
11,089.17 |
11,168.46 |
|
| S3 |
11,011.47 |
11,058.23 |
11,161.33 |
|
| S4 |
10,933.77 |
10,980.53 |
11,139.97 |
|
|
| 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 |
11,197.80 |
11,006.20 |
191.60 |
1.7% |
90.80 |
0.8% |
92% |
True |
False |
|
| 10 |
11,197.80 |
10,902.70 |
295.10 |
2.6% |
115.43 |
1.0% |
95% |
True |
False |
|
| 20 |
11,197.80 |
10,464.50 |
733.30 |
6.6% |
118.51 |
1.1% |
98% |
True |
False |
|
| 40 |
11,197.80 |
10,336.20 |
861.60 |
7.7% |
120.48 |
1.1% |
98% |
True |
False |
|
| 60 |
11,197.80 |
10,335.50 |
862.30 |
7.7% |
128.56 |
1.1% |
98% |
True |
False |
|
| 80 |
11,197.80 |
10,258.80 |
939.00 |
8.4% |
143.00 |
1.3% |
98% |
True |
False |
|
| 100 |
11,425.50 |
10,201.50 |
1,224.00 |
10.9% |
167.17 |
1.5% |
80% |
False |
False |
|
| 120 |
11,425.50 |
9,731.81 |
1,693.69 |
15.1% |
181.74 |
1.6% |
86% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,528.03 |
|
2.618 |
11,401.22 |
|
1.618 |
11,323.52 |
|
1.000 |
11,275.50 |
|
0.618 |
11,245.82 |
|
HIGH |
11,197.80 |
|
0.618 |
11,168.12 |
|
0.500 |
11,158.95 |
|
0.382 |
11,149.78 |
|
LOW |
11,120.10 |
|
0.618 |
11,072.08 |
|
1.000 |
11,042.40 |
|
1.618 |
10,994.38 |
|
2.618 |
10,916.68 |
|
4.250 |
10,789.88 |
|
|
| Fisher Pivots for day following 24-Aug-2000 |
| Pivot |
1 day |
3 day |
| R1 |
11,174.78 |
11,164.72 |
| PP |
11,166.87 |
11,146.73 |
| S1 |
11,158.95 |
11,128.75 |
|