| Trading Metrics calculated at close of trading on 25-Aug-2000 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Aug-2000 |
25-Aug-2000 |
Change |
Change % |
Previous Week |
| Open |
11,133.30 |
11,179.40 |
46.10 |
0.4% |
11,046.50 |
| High |
11,197.80 |
11,210.90 |
13.10 |
0.1% |
11,210.90 |
| Low |
11,120.10 |
11,155.60 |
35.50 |
0.3% |
11,027.10 |
| Close |
11,182.70 |
11,192.60 |
9.90 |
0.1% |
11,192.60 |
| Range |
77.70 |
55.30 |
-22.40 |
-28.8% |
183.80 |
| ATR |
116.65 |
112.27 |
-4.38 |
-3.8% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 25-Aug-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,352.27 |
11,327.73 |
11,223.02 |
|
| R3 |
11,296.97 |
11,272.43 |
11,207.81 |
|
| R2 |
11,241.67 |
11,241.67 |
11,202.74 |
|
| R1 |
11,217.13 |
11,217.13 |
11,197.67 |
11,229.40 |
| PP |
11,186.37 |
11,186.37 |
11,186.37 |
11,192.50 |
| S1 |
11,161.83 |
11,161.83 |
11,187.53 |
11,174.10 |
| S2 |
11,131.07 |
11,131.07 |
11,182.46 |
|
| S3 |
11,075.77 |
11,106.53 |
11,177.39 |
|
| S4 |
11,020.47 |
11,051.23 |
11,162.19 |
|
|
| Weekly Pivots for week ending 25-Aug-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,694.93 |
11,627.57 |
11,293.69 |
|
| R3 |
11,511.13 |
11,443.77 |
11,243.15 |
|
| R2 |
11,327.33 |
11,327.33 |
11,226.30 |
|
| R1 |
11,259.97 |
11,259.97 |
11,209.45 |
11,293.65 |
| PP |
11,143.53 |
11,143.53 |
11,143.53 |
11,160.38 |
| S1 |
11,076.17 |
11,076.17 |
11,175.75 |
11,109.85 |
| S2 |
10,959.73 |
10,959.73 |
11,158.90 |
|
| S3 |
10,775.93 |
10,892.37 |
11,142.06 |
|
| S4 |
10,592.13 |
10,708.57 |
11,091.51 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,210.90 |
11,027.10 |
183.80 |
1.6% |
86.62 |
0.8% |
90% |
True |
False |
|
| 10 |
11,210.90 |
10,961.10 |
249.80 |
2.2% |
104.46 |
0.9% |
93% |
True |
False |
|
| 20 |
11,210.90 |
10,497.80 |
713.10 |
6.4% |
112.05 |
1.0% |
97% |
True |
False |
|
| 40 |
11,210.90 |
10,336.20 |
874.70 |
7.8% |
117.75 |
1.1% |
98% |
True |
False |
|
| 60 |
11,210.90 |
10,335.50 |
875.40 |
7.8% |
126.81 |
1.1% |
98% |
True |
False |
|
| 80 |
11,210.90 |
10,258.80 |
952.10 |
8.5% |
139.54 |
1.2% |
98% |
True |
False |
|
| 100 |
11,425.50 |
10,201.50 |
1,224.00 |
10.9% |
160.72 |
1.4% |
81% |
False |
False |
|
| 120 |
11,425.50 |
9,731.81 |
1,693.69 |
15.1% |
178.23 |
1.6% |
86% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,445.93 |
|
2.618 |
11,355.68 |
|
1.618 |
11,300.38 |
|
1.000 |
11,266.20 |
|
0.618 |
11,245.08 |
|
HIGH |
11,210.90 |
|
0.618 |
11,189.78 |
|
0.500 |
11,183.25 |
|
0.382 |
11,176.72 |
|
LOW |
11,155.60 |
|
0.618 |
11,121.42 |
|
1.000 |
11,100.30 |
|
1.618 |
11,066.12 |
|
2.618 |
11,010.82 |
|
4.250 |
10,920.58 |
|
|
| Fisher Pivots for day following 25-Aug-2000 |
| Pivot |
1 day |
3 day |
| R1 |
11,189.48 |
11,173.50 |
| PP |
11,186.37 |
11,154.40 |
| S1 |
11,183.25 |
11,135.30 |
|