Trading Metrics calculated at close of trading on 07-Jun-2000 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jun-2000 |
07-Jun-2000 |
Change |
Change % |
Previous Week |
Open |
3,730.31 |
3,646.32 |
-83.99 |
-2.3% |
3,101.43 |
High |
3,801.31 |
3,736.15 |
-65.16 |
-1.7% |
3,759.81 |
Low |
3,637.80 |
3,599.53 |
-38.27 |
-1.1% |
3,101.43 |
Close |
3,646.32 |
3,736.01 |
89.69 |
2.5% |
3,755.67 |
Range |
163.51 |
136.62 |
-26.89 |
-16.4% |
658.38 |
ATR |
196.07 |
191.83 |
-4.25 |
-2.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 07-Jun-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,100.42 |
4,054.84 |
3,811.15 |
|
R3 |
3,963.80 |
3,918.22 |
3,773.58 |
|
R2 |
3,827.18 |
3,827.18 |
3,761.06 |
|
R1 |
3,781.60 |
3,781.60 |
3,748.53 |
3,804.39 |
PP |
3,690.56 |
3,690.56 |
3,690.56 |
3,701.96 |
S1 |
3,644.98 |
3,644.98 |
3,723.49 |
3,667.77 |
S2 |
3,553.94 |
3,553.94 |
3,710.96 |
|
S3 |
3,417.32 |
3,508.36 |
3,698.44 |
|
S4 |
3,280.70 |
3,371.74 |
3,660.87 |
|
|
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 |
3,331.80 |
485.45 |
13.0% |
172.81 |
4.6% |
83% |
False |
False |
|
10 |
3,817.25 |
2,897.27 |
919.98 |
24.6% |
195.25 |
5.2% |
91% |
False |
False |
|
20 |
3,817.25 |
2,897.27 |
919.98 |
24.6% |
184.56 |
4.9% |
91% |
False |
False |
|
40 |
4,049.55 |
2,897.27 |
1,152.28 |
30.8% |
201.21 |
5.4% |
73% |
False |
False |
|
60 |
4,816.35 |
2,897.27 |
1,919.08 |
51.4% |
215.92 |
5.8% |
44% |
False |
False |
|
80 |
4,816.35 |
2,897.27 |
1,919.08 |
51.4% |
200.03 |
5.4% |
44% |
False |
False |
|
100 |
4,816.35 |
2,897.27 |
1,919.08 |
51.4% |
187.46 |
5.0% |
44% |
False |
False |
|
120 |
4,816.35 |
2,897.27 |
1,919.08 |
51.4% |
176.94 |
4.7% |
44% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,316.79 |
2.618 |
4,093.82 |
1.618 |
3,957.20 |
1.000 |
3,872.77 |
0.618 |
3,820.58 |
HIGH |
3,736.15 |
0.618 |
3,683.96 |
0.500 |
3,667.84 |
0.382 |
3,651.72 |
LOW |
3,599.53 |
0.618 |
3,515.10 |
1.000 |
3,462.91 |
1.618 |
3,378.48 |
2.618 |
3,241.86 |
4.250 |
3,018.90 |
|
|
Fisher Pivots for day following 07-Jun-2000 |
Pivot |
1 day |
3 day |
R1 |
3,713.29 |
3,726.80 |
PP |
3,690.56 |
3,717.60 |
S1 |
3,667.84 |
3,708.39 |
|