Trading Metrics calculated at close of trading on 20-Jun-2000 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jun-2000 |
20-Jun-2000 |
Change |
Change % |
Previous Week |
Open |
3,787.36 |
3,933.70 |
146.34 |
3.9% |
3,760.26 |
High |
3,935.33 |
3,990.21 |
54.88 |
1.4% |
3,817.85 |
Low |
3,730.00 |
3,898.28 |
168.28 |
4.5% |
3,582.52 |
Close |
3,933.70 |
3,933.83 |
0.13 |
0.0% |
3,787.36 |
Range |
205.33 |
91.93 |
-113.40 |
-55.2% |
235.33 |
ATR |
165.95 |
160.67 |
-5.29 |
-3.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 20-Jun-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,216.56 |
4,167.13 |
3,984.39 |
|
R3 |
4,124.63 |
4,075.20 |
3,959.11 |
|
R2 |
4,032.70 |
4,032.70 |
3,950.68 |
|
R1 |
3,983.27 |
3,983.27 |
3,942.26 |
4,007.99 |
PP |
3,940.77 |
3,940.77 |
3,940.77 |
3,953.13 |
S1 |
3,891.34 |
3,891.34 |
3,925.40 |
3,916.06 |
S2 |
3,848.84 |
3,848.84 |
3,916.98 |
|
S3 |
3,756.91 |
3,799.41 |
3,908.55 |
|
S4 |
3,664.98 |
3,707.48 |
3,883.27 |
|
|
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 |
3,990.21 |
3,639.18 |
351.03 |
8.9% |
124.37 |
3.2% |
84% |
True |
False |
|
10 |
3,990.21 |
3,582.52 |
407.69 |
10.4% |
128.16 |
3.3% |
86% |
True |
False |
|
20 |
3,990.21 |
2,897.27 |
1,092.94 |
27.8% |
168.67 |
4.3% |
95% |
True |
False |
|
40 |
3,990.21 |
2,897.27 |
1,092.94 |
27.8% |
168.87 |
4.3% |
95% |
True |
False |
|
60 |
4,781.19 |
2,897.27 |
1,883.92 |
47.9% |
201.24 |
5.1% |
55% |
False |
False |
|
80 |
4,816.35 |
2,897.27 |
1,919.08 |
48.8% |
197.93 |
5.0% |
54% |
False |
False |
|
100 |
4,816.35 |
2,897.27 |
1,919.08 |
48.8% |
186.71 |
4.7% |
54% |
False |
False |
|
120 |
4,816.35 |
2,897.27 |
1,919.08 |
48.8% |
180.10 |
4.6% |
54% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,380.91 |
2.618 |
4,230.88 |
1.618 |
4,138.95 |
1.000 |
4,082.14 |
0.618 |
4,047.02 |
HIGH |
3,990.21 |
0.618 |
3,955.09 |
0.500 |
3,944.25 |
0.382 |
3,933.40 |
LOW |
3,898.28 |
0.618 |
3,841.47 |
1.000 |
3,806.35 |
1.618 |
3,749.54 |
2.618 |
3,657.61 |
4.250 |
3,507.58 |
|
|
Fisher Pivots for day following 20-Jun-2000 |
Pivot |
1 day |
3 day |
R1 |
3,944.25 |
3,909.26 |
PP |
3,940.77 |
3,884.68 |
S1 |
3,937.30 |
3,860.11 |
|