Trading Metrics calculated at close of trading on 12-Jun-2000 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2000 |
12-Jun-2000 |
Change |
Change % |
Previous Week |
Open |
3,707.31 |
3,760.26 |
52.95 |
1.4% |
3,755.67 |
High |
3,785.02 |
3,779.74 |
-5.28 |
-0.1% |
3,817.25 |
Low |
3,707.31 |
3,638.31 |
-69.00 |
-1.9% |
3,599.53 |
Close |
3,760.26 |
3,638.42 |
-121.84 |
-3.2% |
3,760.26 |
Range |
77.71 |
141.43 |
63.72 |
82.0% |
217.72 |
ATR |
178.91 |
176.23 |
-2.68 |
-1.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 12-Jun-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,109.78 |
4,015.53 |
3,716.21 |
|
R3 |
3,968.35 |
3,874.10 |
3,677.31 |
|
R2 |
3,826.92 |
3,826.92 |
3,664.35 |
|
R1 |
3,732.67 |
3,732.67 |
3,651.38 |
3,709.08 |
PP |
3,685.49 |
3,685.49 |
3,685.49 |
3,673.70 |
S1 |
3,591.24 |
3,591.24 |
3,625.46 |
3,567.65 |
S2 |
3,544.06 |
3,544.06 |
3,612.49 |
|
S3 |
3,402.63 |
3,449.81 |
3,599.53 |
|
S4 |
3,261.20 |
3,308.38 |
3,560.63 |
|
|
Weekly Pivots for week ending 09-Jun-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,378.84 |
4,287.27 |
3,880.01 |
|
R3 |
4,161.12 |
4,069.55 |
3,820.13 |
|
R2 |
3,943.40 |
3,943.40 |
3,800.18 |
|
R1 |
3,851.83 |
3,851.83 |
3,780.22 |
3,897.62 |
PP |
3,725.68 |
3,725.68 |
3,725.68 |
3,748.57 |
S1 |
3,634.11 |
3,634.11 |
3,740.30 |
3,679.90 |
S2 |
3,507.96 |
3,507.96 |
3,720.34 |
|
S3 |
3,290.24 |
3,416.39 |
3,700.39 |
|
S4 |
3,072.52 |
3,198.67 |
3,640.51 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,801.31 |
3,599.53 |
201.78 |
5.5% |
127.85 |
3.5% |
19% |
False |
False |
|
10 |
3,817.25 |
3,101.43 |
715.82 |
19.7% |
165.36 |
4.5% |
75% |
False |
False |
|
20 |
3,817.25 |
2,897.27 |
919.98 |
25.3% |
178.07 |
4.9% |
81% |
False |
False |
|
40 |
3,871.93 |
2,897.27 |
974.66 |
26.8% |
189.42 |
5.2% |
76% |
False |
False |
|
60 |
4,816.35 |
2,897.27 |
1,919.08 |
52.7% |
207.20 |
5.7% |
39% |
False |
False |
|
80 |
4,816.35 |
2,897.27 |
1,919.08 |
52.7% |
199.98 |
5.5% |
39% |
False |
False |
|
100 |
4,816.35 |
2,897.27 |
1,919.08 |
52.7% |
187.88 |
5.2% |
39% |
False |
False |
|
120 |
4,816.35 |
2,897.27 |
1,919.08 |
52.7% |
177.88 |
4.9% |
39% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,380.82 |
2.618 |
4,150.00 |
1.618 |
4,008.57 |
1.000 |
3,921.17 |
0.618 |
3,867.14 |
HIGH |
3,779.74 |
0.618 |
3,725.71 |
0.500 |
3,709.03 |
0.382 |
3,692.34 |
LOW |
3,638.31 |
0.618 |
3,550.91 |
1.000 |
3,496.88 |
1.618 |
3,409.48 |
2.618 |
3,268.05 |
4.250 |
3,037.23 |
|
|
Fisher Pivots for day following 12-Jun-2000 |
Pivot |
1 day |
3 day |
R1 |
3,709.03 |
3,714.87 |
PP |
3,685.49 |
3,689.38 |
S1 |
3,661.96 |
3,663.90 |
|