Trading Metrics calculated at close of trading on 31-May-2000 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-May-2000 |
31-May-2000 |
Change |
Change % |
Previous Week |
Open |
3,101.43 |
3,414.03 |
312.60 |
10.1% |
3,260.64 |
High |
3,415.71 |
3,458.34 |
42.63 |
1.2% |
3,298.46 |
Low |
3,101.43 |
3,322.22 |
220.79 |
7.1% |
2,897.27 |
Close |
3,414.03 |
3,324.08 |
-89.95 |
-2.6% |
3,101.44 |
Range |
314.28 |
136.12 |
-178.16 |
-56.7% |
401.19 |
ATR |
206.04 |
201.04 |
-4.99 |
-2.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 31-May-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,776.57 |
3,686.45 |
3,398.95 |
|
R3 |
3,640.45 |
3,550.33 |
3,361.51 |
|
R2 |
3,504.33 |
3,504.33 |
3,349.04 |
|
R1 |
3,414.21 |
3,414.21 |
3,336.56 |
3,391.21 |
PP |
3,368.21 |
3,368.21 |
3,368.21 |
3,356.72 |
S1 |
3,278.09 |
3,278.09 |
3,311.60 |
3,255.09 |
S2 |
3,232.09 |
3,232.09 |
3,299.12 |
|
S3 |
3,095.97 |
3,141.97 |
3,286.65 |
|
S4 |
2,959.85 |
3,005.85 |
3,249.21 |
|
|
Weekly Pivots for week ending 26-May-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,302.63 |
4,103.22 |
3,322.09 |
|
R3 |
3,901.44 |
3,702.03 |
3,211.77 |
|
R2 |
3,500.25 |
3,500.25 |
3,174.99 |
|
R1 |
3,300.84 |
3,300.84 |
3,138.22 |
3,199.95 |
PP |
3,099.06 |
3,099.06 |
3,099.06 |
3,048.61 |
S1 |
2,899.65 |
2,899.65 |
3,064.66 |
2,798.76 |
S2 |
2,697.87 |
2,697.87 |
3,027.89 |
|
S3 |
2,296.68 |
2,498.46 |
2,991.11 |
|
S4 |
1,895.49 |
2,097.27 |
2,880.79 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,458.34 |
2,897.27 |
561.07 |
16.9% |
217.69 |
6.5% |
76% |
True |
False |
|
10 |
3,635.03 |
2,897.27 |
737.76 |
22.2% |
202.78 |
6.1% |
58% |
False |
False |
|
20 |
3,692.40 |
2,897.27 |
795.13 |
23.9% |
181.01 |
5.4% |
54% |
False |
False |
|
40 |
4,308.62 |
2,897.27 |
1,411.35 |
42.5% |
218.15 |
6.6% |
30% |
False |
False |
|
60 |
4,816.35 |
2,897.27 |
1,919.08 |
57.7% |
216.93 |
6.5% |
22% |
False |
False |
|
80 |
4,816.35 |
2,897.27 |
1,919.08 |
57.7% |
196.95 |
5.9% |
22% |
False |
False |
|
100 |
4,816.35 |
2,897.27 |
1,919.08 |
57.7% |
186.90 |
5.6% |
22% |
False |
False |
|
120 |
4,816.35 |
2,897.27 |
1,919.08 |
57.7% |
173.80 |
5.2% |
22% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,036.85 |
2.618 |
3,814.70 |
1.618 |
3,678.58 |
1.000 |
3,594.46 |
0.618 |
3,542.46 |
HIGH |
3,458.34 |
0.618 |
3,406.34 |
0.500 |
3,390.28 |
0.382 |
3,374.22 |
LOW |
3,322.22 |
0.618 |
3,238.10 |
1.000 |
3,186.10 |
1.618 |
3,101.98 |
2.618 |
2,965.86 |
4.250 |
2,743.71 |
|
|
Fisher Pivots for day following 31-May-2000 |
Pivot |
1 day |
3 day |
R1 |
3,390.28 |
3,298.03 |
PP |
3,368.21 |
3,271.97 |
S1 |
3,346.15 |
3,245.92 |
|