Trading Metrics calculated at close of trading on 18-May-2000 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-May-2000 |
18-May-2000 |
Change |
Change % |
Previous Week |
Open |
3,635.03 |
3,547.52 |
-87.51 |
-2.4% |
3,688.36 |
High |
3,635.03 |
3,575.78 |
-59.25 |
-1.6% |
3,688.36 |
Low |
3,527.67 |
3,426.35 |
-101.32 |
-2.9% |
3,234.96 |
Close |
3,550.50 |
3,426.35 |
-124.15 |
-3.5% |
3,406.25 |
Range |
107.36 |
149.43 |
42.07 |
39.2% |
453.40 |
ATR |
188.87 |
186.05 |
-2.82 |
-1.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 18-May-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,924.45 |
3,824.83 |
3,508.54 |
|
R3 |
3,775.02 |
3,675.40 |
3,467.44 |
|
R2 |
3,625.59 |
3,625.59 |
3,453.75 |
|
R1 |
3,525.97 |
3,525.97 |
3,440.05 |
3,501.07 |
PP |
3,476.16 |
3,476.16 |
3,476.16 |
3,463.71 |
S1 |
3,376.54 |
3,376.54 |
3,412.65 |
3,351.64 |
S2 |
3,326.73 |
3,326.73 |
3,398.95 |
|
S3 |
3,177.30 |
3,227.11 |
3,385.26 |
|
S4 |
3,027.87 |
3,077.68 |
3,344.16 |
|
|
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 |
3,653.76 |
3,314.44 |
339.32 |
9.9% |
142.12 |
4.1% |
33% |
False |
False |
|
10 |
3,692.40 |
3,234.96 |
457.44 |
13.4% |
154.79 |
4.5% |
42% |
False |
False |
|
20 |
3,871.93 |
3,200.90 |
671.03 |
19.6% |
170.06 |
5.0% |
34% |
False |
False |
|
40 |
4,816.35 |
3,107.42 |
1,708.93 |
49.9% |
216.48 |
6.3% |
19% |
False |
False |
|
60 |
4,816.35 |
3,107.42 |
1,708.93 |
49.9% |
205.62 |
6.0% |
19% |
False |
False |
|
80 |
4,816.35 |
3,107.42 |
1,708.93 |
49.9% |
190.27 |
5.6% |
19% |
False |
False |
|
100 |
4,816.35 |
3,107.42 |
1,708.93 |
49.9% |
180.11 |
5.3% |
19% |
False |
False |
|
120 |
4,816.35 |
2,956.79 |
1,859.56 |
54.3% |
164.15 |
4.8% |
25% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,210.86 |
2.618 |
3,966.99 |
1.618 |
3,817.56 |
1.000 |
3,725.21 |
0.618 |
3,668.13 |
HIGH |
3,575.78 |
0.618 |
3,518.70 |
0.500 |
3,501.07 |
0.382 |
3,483.43 |
LOW |
3,426.35 |
0.618 |
3,334.00 |
1.000 |
3,276.92 |
1.618 |
3,184.57 |
2.618 |
3,035.14 |
4.250 |
2,791.27 |
|
|
Fisher Pivots for day following 18-May-2000 |
Pivot |
1 day |
3 day |
R1 |
3,501.07 |
3,540.06 |
PP |
3,476.16 |
3,502.15 |
S1 |
3,451.26 |
3,464.25 |
|