Trading Metrics calculated at close of trading on 19-Jun-2000 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jun-2000 |
19-Jun-2000 |
Change |
Change % |
Previous Week |
Open |
3,752.01 |
3,787.36 |
35.35 |
0.9% |
3,760.26 |
High |
3,817.85 |
3,935.33 |
117.48 |
3.1% |
3,817.85 |
Low |
3,732.83 |
3,730.00 |
-2.83 |
-0.1% |
3,582.52 |
Close |
3,787.36 |
3,933.70 |
146.34 |
3.9% |
3,787.36 |
Range |
85.02 |
205.33 |
120.31 |
141.5% |
235.33 |
ATR |
162.92 |
165.95 |
3.03 |
1.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 19-Jun-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,482.33 |
4,413.35 |
4,046.63 |
|
R3 |
4,277.00 |
4,208.02 |
3,990.17 |
|
R2 |
4,071.67 |
4,071.67 |
3,971.34 |
|
R1 |
4,002.69 |
4,002.69 |
3,952.52 |
4,037.18 |
PP |
3,866.34 |
3,866.34 |
3,866.34 |
3,883.59 |
S1 |
3,797.36 |
3,797.36 |
3,914.88 |
3,831.85 |
S2 |
3,661.01 |
3,661.01 |
3,896.06 |
|
S3 |
3,455.68 |
3,592.03 |
3,877.23 |
|
S4 |
3,250.35 |
3,386.70 |
3,820.77 |
|
|
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 |
3,935.33 |
3,582.52 |
352.81 |
9.0% |
142.78 |
3.6% |
100% |
True |
False |
|
10 |
3,935.33 |
3,582.52 |
352.81 |
9.0% |
135.32 |
3.4% |
100% |
True |
False |
|
20 |
3,935.33 |
2,897.27 |
1,038.06 |
26.4% |
176.09 |
4.5% |
100% |
True |
False |
|
40 |
3,935.33 |
2,897.27 |
1,038.06 |
26.4% |
172.76 |
4.4% |
100% |
True |
False |
|
60 |
4,816.35 |
2,897.27 |
1,919.08 |
48.8% |
203.17 |
5.2% |
54% |
False |
False |
|
80 |
4,816.35 |
2,897.27 |
1,919.08 |
48.8% |
198.39 |
5.0% |
54% |
False |
False |
|
100 |
4,816.35 |
2,897.27 |
1,919.08 |
48.8% |
187.68 |
4.8% |
54% |
False |
False |
|
120 |
4,816.35 |
2,897.27 |
1,919.08 |
48.8% |
180.23 |
4.6% |
54% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,807.98 |
2.618 |
4,472.88 |
1.618 |
4,267.55 |
1.000 |
4,140.66 |
0.618 |
4,062.22 |
HIGH |
3,935.33 |
0.618 |
3,856.89 |
0.500 |
3,832.67 |
0.382 |
3,808.44 |
LOW |
3,730.00 |
0.618 |
3,603.11 |
1.000 |
3,524.67 |
1.618 |
3,397.78 |
2.618 |
3,192.45 |
4.250 |
2,857.35 |
|
|
Fisher Pivots for day following 19-Jun-2000 |
Pivot |
1 day |
3 day |
R1 |
3,900.02 |
3,884.89 |
PP |
3,866.34 |
3,836.07 |
S1 |
3,832.67 |
3,787.26 |
|