Trading Metrics calculated at close of trading on 21-Jun-2000 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jun-2000 |
21-Jun-2000 |
Change |
Change % |
Previous Week |
Open |
3,933.70 |
3,933.83 |
0.13 |
0.0% |
3,760.26 |
High |
3,990.21 |
3,981.26 |
-8.95 |
-0.2% |
3,817.85 |
Low |
3,898.28 |
3,867.92 |
-30.36 |
-0.8% |
3,582.52 |
Close |
3,933.83 |
3,970.00 |
36.17 |
0.9% |
3,787.36 |
Range |
91.93 |
113.34 |
21.41 |
23.3% |
235.33 |
ATR |
160.67 |
157.29 |
-3.38 |
-2.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 21-Jun-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,279.75 |
4,238.21 |
4,032.34 |
|
R3 |
4,166.41 |
4,124.87 |
4,001.17 |
|
R2 |
4,053.07 |
4,053.07 |
3,990.78 |
|
R1 |
4,011.53 |
4,011.53 |
3,980.39 |
4,032.30 |
PP |
3,939.73 |
3,939.73 |
3,939.73 |
3,950.11 |
S1 |
3,898.19 |
3,898.19 |
3,959.61 |
3,918.96 |
S2 |
3,826.39 |
3,826.39 |
3,949.22 |
|
S3 |
3,713.05 |
3,784.85 |
3,938.83 |
|
S4 |
3,599.71 |
3,671.51 |
3,907.66 |
|
|
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 |
8.8% |
122.43 |
3.1% |
94% |
False |
False |
|
10 |
3,990.21 |
3,582.52 |
407.69 |
10.3% |
125.83 |
3.2% |
95% |
False |
False |
|
20 |
3,990.21 |
2,897.27 |
1,092.94 |
27.5% |
160.54 |
4.0% |
98% |
False |
False |
|
40 |
3,990.21 |
2,897.27 |
1,092.94 |
27.5% |
165.43 |
4.2% |
98% |
False |
False |
|
60 |
4,714.35 |
2,897.27 |
1,817.08 |
45.8% |
201.57 |
5.1% |
59% |
False |
False |
|
80 |
4,816.35 |
2,897.27 |
1,919.08 |
48.3% |
196.84 |
5.0% |
56% |
False |
False |
|
100 |
4,816.35 |
2,897.27 |
1,919.08 |
48.3% |
185.76 |
4.7% |
56% |
False |
False |
|
120 |
4,816.35 |
2,897.27 |
1,919.08 |
48.3% |
180.46 |
4.5% |
56% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,462.96 |
2.618 |
4,277.98 |
1.618 |
4,164.64 |
1.000 |
4,094.60 |
0.618 |
4,051.30 |
HIGH |
3,981.26 |
0.618 |
3,937.96 |
0.500 |
3,924.59 |
0.382 |
3,911.22 |
LOW |
3,867.92 |
0.618 |
3,797.88 |
1.000 |
3,754.58 |
1.618 |
3,684.54 |
2.618 |
3,571.20 |
4.250 |
3,386.23 |
|
|
Fisher Pivots for day following 21-Jun-2000 |
Pivot |
1 day |
3 day |
R1 |
3,954.86 |
3,933.37 |
PP |
3,939.73 |
3,896.74 |
S1 |
3,924.59 |
3,860.11 |
|