Trading Metrics calculated at close of trading on 15-Jun-2000 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2000 |
15-Jun-2000 |
Change |
Change % |
Previous Week |
Open |
3,765.81 |
3,677.49 |
-88.32 |
-2.3% |
3,755.67 |
High |
3,793.72 |
3,755.72 |
-38.00 |
-1.0% |
3,817.25 |
Low |
3,670.71 |
3,639.18 |
-31.53 |
-0.9% |
3,599.53 |
Close |
3,677.49 |
3,752.01 |
74.52 |
2.0% |
3,760.26 |
Range |
123.01 |
116.54 |
-6.47 |
-5.3% |
217.72 |
ATR |
172.95 |
168.92 |
-4.03 |
-2.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 15-Jun-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,065.26 |
4,025.17 |
3,816.11 |
|
R3 |
3,948.72 |
3,908.63 |
3,784.06 |
|
R2 |
3,832.18 |
3,832.18 |
3,773.38 |
|
R1 |
3,792.09 |
3,792.09 |
3,762.69 |
3,812.14 |
PP |
3,715.64 |
3,715.64 |
3,715.64 |
3,725.66 |
S1 |
3,675.55 |
3,675.55 |
3,741.33 |
3,695.60 |
S2 |
3,599.10 |
3,599.10 |
3,730.64 |
|
S3 |
3,482.56 |
3,559.01 |
3,719.96 |
|
S4 |
3,366.02 |
3,442.47 |
3,687.91 |
|
|
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 |
5.6% |
128.54 |
3.4% |
80% |
False |
False |
|
10 |
3,817.25 |
3,518.98 |
298.27 |
7.9% |
143.20 |
3.8% |
78% |
False |
False |
|
20 |
3,817.25 |
2,897.27 |
919.98 |
24.5% |
177.36 |
4.7% |
93% |
False |
False |
|
40 |
3,871.93 |
2,897.27 |
974.66 |
26.0% |
174.34 |
4.6% |
88% |
False |
False |
|
60 |
4,816.35 |
2,897.27 |
1,919.08 |
51.1% |
204.12 |
5.4% |
45% |
False |
False |
|
80 |
4,816.35 |
2,897.27 |
1,919.08 |
51.1% |
199.59 |
5.3% |
45% |
False |
False |
|
100 |
4,816.35 |
2,897.27 |
1,919.08 |
51.1% |
187.87 |
5.0% |
45% |
False |
False |
|
120 |
4,816.35 |
2,897.27 |
1,919.08 |
51.1% |
179.23 |
4.8% |
45% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,251.02 |
2.618 |
4,060.82 |
1.618 |
3,944.28 |
1.000 |
3,872.26 |
0.618 |
3,827.74 |
HIGH |
3,755.72 |
0.618 |
3,711.20 |
0.500 |
3,697.45 |
0.382 |
3,683.70 |
LOW |
3,639.18 |
0.618 |
3,567.16 |
1.000 |
3,522.64 |
1.618 |
3,450.62 |
2.618 |
3,334.08 |
4.250 |
3,143.89 |
|
|
Fisher Pivots for day following 15-Jun-2000 |
Pivot |
1 day |
3 day |
R1 |
3,733.82 |
3,730.71 |
PP |
3,715.64 |
3,709.42 |
S1 |
3,697.45 |
3,688.12 |
|