Trading Metrics calculated at close of trading on 12-May-2000 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-May-2000 |
12-May-2000 |
Change |
Change % |
Previous Week |
Open |
3,244.73 |
3,381.57 |
136.84 |
4.2% |
3,688.36 |
High |
3,381.70 |
3,504.81 |
123.11 |
3.6% |
3,688.36 |
Low |
3,237.86 |
3,381.57 |
143.71 |
4.4% |
3,234.96 |
Close |
3,381.57 |
3,406.25 |
24.68 |
0.7% |
3,406.25 |
Range |
143.84 |
123.24 |
-20.60 |
-14.3% |
453.40 |
ATR |
204.08 |
198.31 |
-5.77 |
-2.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 12-May-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,800.60 |
3,726.66 |
3,474.03 |
|
R3 |
3,677.36 |
3,603.42 |
3,440.14 |
|
R2 |
3,554.12 |
3,554.12 |
3,428.84 |
|
R1 |
3,480.18 |
3,480.18 |
3,417.55 |
3,517.15 |
PP |
3,430.88 |
3,430.88 |
3,430.88 |
3,449.36 |
S1 |
3,356.94 |
3,356.94 |
3,394.95 |
3,393.91 |
S2 |
3,307.64 |
3,307.64 |
3,383.66 |
|
S3 |
3,184.40 |
3,233.70 |
3,372.36 |
|
S4 |
3,061.16 |
3,110.46 |
3,338.47 |
|
|
Weekly Pivots for week ending 12-May-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,803.39 |
4,558.22 |
3,655.62 |
|
R3 |
4,349.99 |
4,104.82 |
3,530.94 |
|
R2 |
3,896.59 |
3,896.59 |
3,489.37 |
|
R1 |
3,651.42 |
3,651.42 |
3,447.81 |
3,547.31 |
PP |
3,443.19 |
3,443.19 |
3,443.19 |
3,391.13 |
S1 |
3,198.02 |
3,198.02 |
3,364.69 |
3,093.91 |
S2 |
2,989.79 |
2,989.79 |
3,323.13 |
|
S3 |
2,536.39 |
2,744.62 |
3,281.57 |
|
S4 |
2,082.99 |
2,291.22 |
3,156.88 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,688.36 |
3,234.96 |
453.40 |
13.3% |
160.45 |
4.7% |
38% |
False |
False |
|
10 |
3,871.93 |
3,234.96 |
636.97 |
18.7% |
155.46 |
4.6% |
27% |
False |
False |
|
20 |
3,871.93 |
3,107.42 |
764.51 |
22.4% |
200.77 |
5.9% |
39% |
False |
False |
|
40 |
4,816.35 |
3,107.42 |
1,708.93 |
50.2% |
221.77 |
6.5% |
17% |
False |
False |
|
60 |
4,816.35 |
3,107.42 |
1,708.93 |
50.2% |
207.28 |
6.1% |
17% |
False |
False |
|
80 |
4,816.35 |
3,107.42 |
1,708.93 |
50.2% |
190.33 |
5.6% |
17% |
False |
False |
|
100 |
4,816.35 |
3,107.42 |
1,708.93 |
50.2% |
177.84 |
5.2% |
17% |
False |
False |
|
120 |
4,816.35 |
2,956.79 |
1,859.56 |
54.6% |
161.81 |
4.8% |
24% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,028.58 |
2.618 |
3,827.45 |
1.618 |
3,704.21 |
1.000 |
3,628.05 |
0.618 |
3,580.97 |
HIGH |
3,504.81 |
0.618 |
3,457.73 |
0.500 |
3,443.19 |
0.382 |
3,428.65 |
LOW |
3,381.57 |
0.618 |
3,305.41 |
1.000 |
3,258.33 |
1.618 |
3,182.17 |
2.618 |
3,058.93 |
4.250 |
2,857.80 |
|
|
Fisher Pivots for day following 12-May-2000 |
Pivot |
1 day |
3 day |
R1 |
3,443.19 |
3,394.13 |
PP |
3,430.88 |
3,382.01 |
S1 |
3,418.56 |
3,369.89 |
|