Trading Metrics calculated at close of trading on 01-Jun-2000 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-May-2000 |
01-Jun-2000 |
Change |
Change % |
Previous Week |
Open |
3,414.03 |
3,331.80 |
-82.23 |
-2.4% |
3,260.64 |
High |
3,458.34 |
3,526.53 |
68.19 |
2.0% |
3,298.46 |
Low |
3,322.22 |
3,331.80 |
9.58 |
0.3% |
2,897.27 |
Close |
3,324.08 |
3,518.98 |
194.90 |
5.9% |
3,101.44 |
Range |
136.12 |
194.73 |
58.61 |
43.1% |
401.19 |
ATR |
201.04 |
201.14 |
0.10 |
0.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 01-Jun-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,043.29 |
3,975.87 |
3,626.08 |
|
R3 |
3,848.56 |
3,781.14 |
3,572.53 |
|
R2 |
3,653.83 |
3,653.83 |
3,554.68 |
|
R1 |
3,586.41 |
3,586.41 |
3,536.83 |
3,620.12 |
PP |
3,459.10 |
3,459.10 |
3,459.10 |
3,475.96 |
S1 |
3,391.68 |
3,391.68 |
3,501.13 |
3,425.39 |
S2 |
3,264.37 |
3,264.37 |
3,483.28 |
|
S3 |
3,069.64 |
3,196.95 |
3,465.43 |
|
S4 |
2,874.91 |
3,002.22 |
3,411.88 |
|
|
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 |
3,526.53 |
3,033.50 |
493.03 |
14.0% |
198.94 |
5.7% |
98% |
True |
False |
|
10 |
3,575.78 |
2,897.27 |
678.51 |
19.3% |
211.51 |
6.0% |
92% |
False |
False |
|
20 |
3,692.40 |
2,897.27 |
795.13 |
22.6% |
181.14 |
5.1% |
78% |
False |
False |
|
40 |
4,308.62 |
2,897.27 |
1,411.35 |
40.1% |
207.49 |
5.9% |
44% |
False |
False |
|
60 |
4,816.35 |
2,897.27 |
1,919.08 |
54.5% |
216.76 |
6.2% |
32% |
False |
False |
|
80 |
4,816.35 |
2,897.27 |
1,919.08 |
54.5% |
198.45 |
5.6% |
32% |
False |
False |
|
100 |
4,816.35 |
2,897.27 |
1,919.08 |
54.5% |
186.69 |
5.3% |
32% |
False |
False |
|
120 |
4,816.35 |
2,897.27 |
1,919.08 |
54.5% |
174.38 |
5.0% |
32% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,354.13 |
2.618 |
4,036.33 |
1.618 |
3,841.60 |
1.000 |
3,721.26 |
0.618 |
3,646.87 |
HIGH |
3,526.53 |
0.618 |
3,452.14 |
0.500 |
3,429.17 |
0.382 |
3,406.19 |
LOW |
3,331.80 |
0.618 |
3,211.46 |
1.000 |
3,137.07 |
1.618 |
3,016.73 |
2.618 |
2,822.00 |
4.250 |
2,504.20 |
|
|
Fisher Pivots for day following 01-Jun-2000 |
Pivot |
1 day |
3 day |
R1 |
3,489.04 |
3,450.65 |
PP |
3,459.10 |
3,382.31 |
S1 |
3,429.17 |
3,313.98 |
|