Trading Metrics calculated at close of trading on 23-May-2000 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-May-2000 |
23-May-2000 |
Change |
Change % |
Previous Week |
Open |
3,260.64 |
3,264.71 |
4.07 |
0.1% |
3,406.25 |
High |
3,269.54 |
3,298.46 |
28.92 |
0.9% |
3,653.76 |
Low |
3,029.14 |
3,022.52 |
-6.62 |
-0.2% |
3,259.18 |
Close |
3,264.71 |
3,023.42 |
-241.29 |
-7.4% |
3,260.64 |
Range |
240.40 |
275.94 |
35.54 |
14.8% |
394.58 |
ATR |
188.68 |
194.91 |
6.23 |
3.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 23-May-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,942.62 |
3,758.96 |
3,175.19 |
|
R3 |
3,666.68 |
3,483.02 |
3,099.30 |
|
R2 |
3,390.74 |
3,390.74 |
3,074.01 |
|
R1 |
3,207.08 |
3,207.08 |
3,048.71 |
3,160.94 |
PP |
3,114.80 |
3,114.80 |
3,114.80 |
3,091.73 |
S1 |
2,931.14 |
2,931.14 |
2,998.13 |
2,885.00 |
S2 |
2,838.86 |
2,838.86 |
2,972.83 |
|
S3 |
2,562.92 |
2,655.20 |
2,947.54 |
|
S4 |
2,286.98 |
2,379.26 |
2,871.65 |
|
|
Weekly Pivots for week ending 19-May-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,574.93 |
4,312.37 |
3,477.66 |
|
R3 |
4,180.35 |
3,917.79 |
3,369.15 |
|
R2 |
3,785.77 |
3,785.77 |
3,332.98 |
|
R1 |
3,523.21 |
3,523.21 |
3,296.81 |
3,457.20 |
PP |
3,391.19 |
3,391.19 |
3,391.19 |
3,358.19 |
S1 |
3,128.63 |
3,128.63 |
3,224.47 |
3,062.62 |
S2 |
2,996.61 |
2,996.61 |
3,188.30 |
|
S3 |
2,602.03 |
2,734.05 |
3,152.13 |
|
S4 |
2,207.45 |
2,339.47 |
3,043.62 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,635.03 |
3,022.52 |
612.51 |
20.3% |
187.87 |
6.2% |
0% |
False |
True |
|
10 |
3,653.76 |
3,022.52 |
631.24 |
20.9% |
173.87 |
5.8% |
0% |
False |
True |
|
20 |
3,871.93 |
3,022.52 |
849.41 |
28.1% |
170.32 |
5.6% |
0% |
False |
True |
|
40 |
4,714.35 |
3,022.52 |
1,691.83 |
56.0% |
222.09 |
7.3% |
0% |
False |
True |
|
60 |
4,816.35 |
3,022.52 |
1,793.83 |
59.3% |
208.94 |
6.9% |
0% |
False |
True |
|
80 |
4,816.35 |
3,022.52 |
1,793.83 |
59.3% |
192.07 |
6.4% |
0% |
False |
True |
|
100 |
4,816.35 |
3,022.52 |
1,793.83 |
59.3% |
184.45 |
6.1% |
0% |
False |
True |
|
120 |
4,816.35 |
3,002.90 |
1,813.45 |
60.0% |
167.93 |
5.6% |
1% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,471.21 |
2.618 |
4,020.87 |
1.618 |
3,744.93 |
1.000 |
3,574.40 |
0.618 |
3,468.99 |
HIGH |
3,298.46 |
0.618 |
3,193.05 |
0.500 |
3,160.49 |
0.382 |
3,127.93 |
LOW |
3,022.52 |
0.618 |
2,851.99 |
1.000 |
2,746.58 |
1.618 |
2,576.05 |
2.618 |
2,300.11 |
4.250 |
1,849.78 |
|
|
Fisher Pivots for day following 23-May-2000 |
Pivot |
1 day |
3 day |
R1 |
3,160.49 |
3,223.95 |
PP |
3,114.80 |
3,157.11 |
S1 |
3,069.11 |
3,090.26 |
|