Trading Metrics calculated at close of trading on 05-Jun-2000 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jun-2000 |
05-Jun-2000 |
Change |
Change % |
Previous Week |
Open |
3,518.98 |
3,755.67 |
236.69 |
6.7% |
3,101.43 |
High |
3,759.81 |
3,817.25 |
57.44 |
1.5% |
3,759.81 |
Low |
3,518.98 |
3,688.89 |
169.91 |
4.8% |
3,101.43 |
Close |
3,755.67 |
3,730.31 |
-25.36 |
-0.7% |
3,755.67 |
Range |
240.83 |
128.36 |
-112.47 |
-46.7% |
658.38 |
ATR |
203.98 |
198.58 |
-5.40 |
-2.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 05-Jun-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,130.56 |
4,058.80 |
3,800.91 |
|
R3 |
4,002.20 |
3,930.44 |
3,765.61 |
|
R2 |
3,873.84 |
3,873.84 |
3,753.84 |
|
R1 |
3,802.08 |
3,802.08 |
3,742.08 |
3,773.78 |
PP |
3,745.48 |
3,745.48 |
3,745.48 |
3,731.34 |
S1 |
3,673.72 |
3,673.72 |
3,718.54 |
3,645.42 |
S2 |
3,617.12 |
3,617.12 |
3,706.78 |
|
S3 |
3,488.76 |
3,545.36 |
3,695.01 |
|
S4 |
3,360.40 |
3,417.00 |
3,659.71 |
|
|
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 |
3,817.25 |
3,101.43 |
715.82 |
19.2% |
202.86 |
5.4% |
88% |
True |
False |
|
10 |
3,817.25 |
2,897.27 |
919.98 |
24.7% |
216.87 |
5.8% |
91% |
True |
False |
|
20 |
3,817.25 |
2,897.27 |
919.98 |
24.7% |
186.22 |
5.0% |
91% |
True |
False |
|
40 |
4,308.62 |
2,897.27 |
1,411.35 |
37.8% |
206.01 |
5.5% |
59% |
False |
False |
|
60 |
4,816.35 |
2,897.27 |
1,919.08 |
51.4% |
216.05 |
5.8% |
43% |
False |
False |
|
80 |
4,816.35 |
2,897.27 |
1,919.08 |
51.4% |
199.90 |
5.4% |
43% |
False |
False |
|
100 |
4,816.35 |
2,897.27 |
1,919.08 |
51.4% |
186.89 |
5.0% |
43% |
False |
False |
|
120 |
4,816.35 |
2,897.27 |
1,919.08 |
51.4% |
176.13 |
4.7% |
43% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,362.78 |
2.618 |
4,153.30 |
1.618 |
4,024.94 |
1.000 |
3,945.61 |
0.618 |
3,896.58 |
HIGH |
3,817.25 |
0.618 |
3,768.22 |
0.500 |
3,753.07 |
0.382 |
3,737.92 |
LOW |
3,688.89 |
0.618 |
3,609.56 |
1.000 |
3,560.53 |
1.618 |
3,481.20 |
2.618 |
3,352.84 |
4.250 |
3,143.36 |
|
|
Fisher Pivots for day following 05-Jun-2000 |
Pivot |
1 day |
3 day |
R1 |
3,753.07 |
3,678.38 |
PP |
3,745.48 |
3,626.45 |
S1 |
3,737.90 |
3,574.53 |
|