Trading Metrics calculated at close of trading on 16-Jun-2000 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2000 |
16-Jun-2000 |
Change |
Change % |
Previous Week |
Open |
3,677.49 |
3,752.01 |
74.52 |
2.0% |
3,760.26 |
High |
3,755.72 |
3,817.85 |
62.13 |
1.7% |
3,817.85 |
Low |
3,639.18 |
3,732.83 |
93.65 |
2.6% |
3,582.52 |
Close |
3,752.01 |
3,787.36 |
35.35 |
0.9% |
3,787.36 |
Range |
116.54 |
85.02 |
-31.52 |
-27.0% |
235.33 |
ATR |
168.92 |
162.92 |
-5.99 |
-3.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 16-Jun-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,034.41 |
3,995.90 |
3,834.12 |
|
R3 |
3,949.39 |
3,910.88 |
3,810.74 |
|
R2 |
3,864.37 |
3,864.37 |
3,802.95 |
|
R1 |
3,825.86 |
3,825.86 |
3,795.15 |
3,845.12 |
PP |
3,779.35 |
3,779.35 |
3,779.35 |
3,788.97 |
S1 |
3,740.84 |
3,740.84 |
3,779.57 |
3,760.10 |
S2 |
3,694.33 |
3,694.33 |
3,771.77 |
|
S3 |
3,609.31 |
3,655.82 |
3,763.98 |
|
S4 |
3,524.29 |
3,570.80 |
3,740.60 |
|
|
Weekly Pivots for week ending 16-Jun-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,435.23 |
4,346.63 |
3,916.79 |
|
R3 |
4,199.90 |
4,111.30 |
3,852.08 |
|
R2 |
3,964.57 |
3,964.57 |
3,830.50 |
|
R1 |
3,875.97 |
3,875.97 |
3,808.93 |
3,920.27 |
PP |
3,729.24 |
3,729.24 |
3,729.24 |
3,751.40 |
S1 |
3,640.64 |
3,640.64 |
3,765.79 |
3,684.94 |
S2 |
3,493.91 |
3,493.91 |
3,744.22 |
|
S3 |
3,258.58 |
3,405.31 |
3,722.64 |
|
S4 |
3,023.25 |
3,169.98 |
3,657.93 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,817.85 |
3,582.52 |
235.33 |
6.2% |
130.00 |
3.4% |
87% |
True |
False |
|
10 |
3,817.85 |
3,582.52 |
235.33 |
6.2% |
127.62 |
3.4% |
87% |
True |
False |
|
20 |
3,817.85 |
2,897.27 |
920.58 |
24.3% |
174.14 |
4.6% |
97% |
True |
False |
|
40 |
3,871.93 |
2,897.27 |
974.66 |
25.7% |
172.10 |
4.5% |
91% |
False |
False |
|
60 |
4,816.35 |
2,897.27 |
1,919.08 |
50.7% |
202.37 |
5.3% |
46% |
False |
False |
|
80 |
4,816.35 |
2,897.27 |
1,919.08 |
50.7% |
197.75 |
5.2% |
46% |
False |
False |
|
100 |
4,816.35 |
2,897.27 |
1,919.08 |
50.7% |
187.04 |
4.9% |
46% |
False |
False |
|
120 |
4,816.35 |
2,897.27 |
1,919.08 |
50.7% |
179.12 |
4.7% |
46% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,179.19 |
2.618 |
4,040.43 |
1.618 |
3,955.41 |
1.000 |
3,902.87 |
0.618 |
3,870.39 |
HIGH |
3,817.85 |
0.618 |
3,785.37 |
0.500 |
3,775.34 |
0.382 |
3,765.31 |
LOW |
3,732.83 |
0.618 |
3,680.29 |
1.000 |
3,647.81 |
1.618 |
3,595.27 |
2.618 |
3,510.25 |
4.250 |
3,371.50 |
|
|
Fisher Pivots for day following 16-Jun-2000 |
Pivot |
1 day |
3 day |
R1 |
3,783.35 |
3,767.75 |
PP |
3,779.35 |
3,748.13 |
S1 |
3,775.34 |
3,728.52 |
|