Trading Metrics calculated at close of trading on 14-Jun-2000 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2000 |
14-Jun-2000 |
Change |
Change % |
Previous Week |
Open |
3,638.42 |
3,765.81 |
127.39 |
3.5% |
3,755.67 |
High |
3,766.52 |
3,793.72 |
27.20 |
0.7% |
3,817.25 |
Low |
3,582.52 |
3,670.71 |
88.19 |
2.5% |
3,599.53 |
Close |
3,765.81 |
3,677.49 |
-88.32 |
-2.3% |
3,760.26 |
Range |
184.00 |
123.01 |
-60.99 |
-33.1% |
217.72 |
ATR |
176.79 |
172.95 |
-3.84 |
-2.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 14-Jun-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,083.00 |
4,003.26 |
3,745.15 |
|
R3 |
3,959.99 |
3,880.25 |
3,711.32 |
|
R2 |
3,836.98 |
3,836.98 |
3,700.04 |
|
R1 |
3,757.24 |
3,757.24 |
3,688.77 |
3,735.61 |
PP |
3,713.97 |
3,713.97 |
3,713.97 |
3,703.16 |
S1 |
3,634.23 |
3,634.23 |
3,666.21 |
3,612.60 |
S2 |
3,590.96 |
3,590.96 |
3,654.94 |
|
S3 |
3,467.95 |
3,511.22 |
3,643.66 |
|
S4 |
3,344.94 |
3,388.21 |
3,609.83 |
|
|
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 |
3,793.72 |
3,582.52 |
211.20 |
5.7% |
129.23 |
3.5% |
45% |
True |
False |
|
10 |
3,817.25 |
3,331.80 |
485.45 |
13.2% |
151.02 |
4.1% |
71% |
False |
False |
|
20 |
3,817.25 |
2,897.27 |
919.98 |
25.0% |
176.90 |
4.8% |
85% |
False |
False |
|
40 |
3,871.93 |
2,897.27 |
974.66 |
26.5% |
176.57 |
4.8% |
80% |
False |
False |
|
60 |
4,816.35 |
2,897.27 |
1,919.08 |
52.2% |
207.09 |
5.6% |
41% |
False |
False |
|
80 |
4,816.35 |
2,897.27 |
1,919.08 |
52.2% |
199.94 |
5.4% |
41% |
False |
False |
|
100 |
4,816.35 |
2,897.27 |
1,919.08 |
52.2% |
189.15 |
5.1% |
41% |
False |
False |
|
120 |
4,816.35 |
2,897.27 |
1,919.08 |
52.2% |
178.75 |
4.9% |
41% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,316.51 |
2.618 |
4,115.76 |
1.618 |
3,992.75 |
1.000 |
3,916.73 |
0.618 |
3,869.74 |
HIGH |
3,793.72 |
0.618 |
3,746.73 |
0.500 |
3,732.22 |
0.382 |
3,717.70 |
LOW |
3,670.71 |
0.618 |
3,594.69 |
1.000 |
3,547.70 |
1.618 |
3,471.68 |
2.618 |
3,348.67 |
4.250 |
3,147.92 |
|
|
Fisher Pivots for day following 14-Jun-2000 |
Pivot |
1 day |
3 day |
R1 |
3,732.22 |
3,688.12 |
PP |
3,713.97 |
3,684.58 |
S1 |
3,695.73 |
3,681.03 |
|