Trading Metrics calculated at close of trading on 02-Jun-2000 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jun-2000 |
02-Jun-2000 |
Change |
Change % |
Previous Week |
Open |
3,331.80 |
3,518.98 |
187.18 |
5.6% |
3,101.43 |
High |
3,526.53 |
3,759.81 |
233.28 |
6.6% |
3,759.81 |
Low |
3,331.80 |
3,518.98 |
187.18 |
5.6% |
3,101.43 |
Close |
3,518.98 |
3,755.67 |
236.69 |
6.7% |
3,755.67 |
Range |
194.73 |
240.83 |
46.10 |
23.7% |
658.38 |
ATR |
201.14 |
203.98 |
2.83 |
1.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 02-Jun-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,400.64 |
4,318.99 |
3,888.13 |
|
R3 |
4,159.81 |
4,078.16 |
3,821.90 |
|
R2 |
3,918.98 |
3,918.98 |
3,799.82 |
|
R1 |
3,837.33 |
3,837.33 |
3,777.75 |
3,878.16 |
PP |
3,678.15 |
3,678.15 |
3,678.15 |
3,698.57 |
S1 |
3,596.50 |
3,596.50 |
3,733.59 |
3,637.33 |
S2 |
3,437.32 |
3,437.32 |
3,711.52 |
|
S3 |
3,196.49 |
3,355.67 |
3,689.44 |
|
S4 |
2,955.66 |
3,114.84 |
3,623.21 |
|
|
Weekly Pivots for week ending 02-Jun-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,514.11 |
5,293.27 |
4,117.78 |
|
R3 |
4,855.73 |
4,634.89 |
3,936.72 |
|
R2 |
4,197.35 |
4,197.35 |
3,876.37 |
|
R1 |
3,976.51 |
3,976.51 |
3,816.02 |
4,086.93 |
PP |
3,538.97 |
3,538.97 |
3,538.97 |
3,594.18 |
S1 |
3,318.13 |
3,318.13 |
3,695.32 |
3,428.55 |
S2 |
2,880.59 |
2,880.59 |
3,634.97 |
|
S3 |
2,222.21 |
2,659.75 |
3,574.62 |
|
S4 |
1,563.83 |
2,001.37 |
3,393.56 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,759.81 |
3,033.50 |
726.31 |
19.3% |
204.64 |
5.4% |
99% |
True |
False |
|
10 |
3,759.81 |
2,897.27 |
862.54 |
23.0% |
220.65 |
5.9% |
100% |
True |
False |
|
20 |
3,759.81 |
2,897.27 |
862.54 |
23.0% |
187.72 |
5.0% |
100% |
True |
False |
|
40 |
4,308.62 |
2,897.27 |
1,411.35 |
37.6% |
206.71 |
5.5% |
61% |
False |
False |
|
60 |
4,816.35 |
2,897.27 |
1,919.08 |
51.1% |
217.38 |
5.8% |
45% |
False |
False |
|
80 |
4,816.35 |
2,897.27 |
1,919.08 |
51.1% |
199.81 |
5.3% |
45% |
False |
False |
|
100 |
4,816.35 |
2,897.27 |
1,919.08 |
51.1% |
187.60 |
5.0% |
45% |
False |
False |
|
120 |
4,816.35 |
2,897.27 |
1,919.08 |
51.1% |
175.72 |
4.7% |
45% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,783.34 |
2.618 |
4,390.30 |
1.618 |
4,149.47 |
1.000 |
4,000.64 |
0.618 |
3,908.64 |
HIGH |
3,759.81 |
0.618 |
3,667.81 |
0.500 |
3,639.40 |
0.382 |
3,610.98 |
LOW |
3,518.98 |
0.618 |
3,370.15 |
1.000 |
3,278.15 |
1.618 |
3,129.32 |
2.618 |
2,888.49 |
4.250 |
2,495.45 |
|
|
Fisher Pivots for day following 02-Jun-2000 |
Pivot |
1 day |
3 day |
R1 |
3,716.91 |
3,684.12 |
PP |
3,678.15 |
3,612.57 |
S1 |
3,639.40 |
3,541.02 |
|