Trading Metrics calculated at close of trading on 22-Jun-2000 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jun-2000 |
22-Jun-2000 |
Change |
Change % |
Previous Week |
Open |
3,933.83 |
3,970.00 |
36.17 |
0.9% |
3,760.26 |
High |
3,981.26 |
3,968.85 |
-12.41 |
-0.3% |
3,817.85 |
Low |
3,867.92 |
3,804.00 |
-63.92 |
-1.7% |
3,582.52 |
Close |
3,970.00 |
3,804.11 |
-165.89 |
-4.2% |
3,787.36 |
Range |
113.34 |
164.85 |
51.51 |
45.4% |
235.33 |
ATR |
157.29 |
157.91 |
0.62 |
0.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 22-Jun-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,353.54 |
4,243.67 |
3,894.78 |
|
R3 |
4,188.69 |
4,078.82 |
3,849.44 |
|
R2 |
4,023.84 |
4,023.84 |
3,834.33 |
|
R1 |
3,913.97 |
3,913.97 |
3,819.22 |
3,886.48 |
PP |
3,858.99 |
3,858.99 |
3,858.99 |
3,845.24 |
S1 |
3,749.12 |
3,749.12 |
3,789.00 |
3,721.63 |
S2 |
3,694.14 |
3,694.14 |
3,773.89 |
|
S3 |
3,529.29 |
3,584.27 |
3,758.78 |
|
S4 |
3,364.44 |
3,419.42 |
3,713.44 |
|
|
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 |
3,730.00 |
260.21 |
6.8% |
132.09 |
3.5% |
28% |
False |
False |
|
10 |
3,990.21 |
3,582.52 |
407.69 |
10.7% |
130.32 |
3.4% |
54% |
False |
False |
|
20 |
3,990.21 |
3,033.50 |
956.71 |
25.1% |
154.36 |
4.1% |
81% |
False |
False |
|
40 |
3,990.21 |
2,897.27 |
1,092.94 |
28.7% |
164.92 |
4.3% |
83% |
False |
False |
|
60 |
4,615.09 |
2,897.27 |
1,717.82 |
45.2% |
202.12 |
5.3% |
53% |
False |
False |
|
80 |
4,816.35 |
2,897.27 |
1,919.08 |
50.4% |
197.71 |
5.2% |
47% |
False |
False |
|
100 |
4,816.35 |
2,897.27 |
1,919.08 |
50.4% |
185.19 |
4.9% |
47% |
False |
False |
|
120 |
4,816.35 |
2,897.27 |
1,919.08 |
50.4% |
181.49 |
4.8% |
47% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,669.46 |
2.618 |
4,400.43 |
1.618 |
4,235.58 |
1.000 |
4,133.70 |
0.618 |
4,070.73 |
HIGH |
3,968.85 |
0.618 |
3,905.88 |
0.500 |
3,886.43 |
0.382 |
3,866.97 |
LOW |
3,804.00 |
0.618 |
3,702.12 |
1.000 |
3,639.15 |
1.618 |
3,537.27 |
2.618 |
3,372.42 |
4.250 |
3,103.39 |
|
|
Fisher Pivots for day following 22-Jun-2000 |
Pivot |
1 day |
3 day |
R1 |
3,886.43 |
3,897.11 |
PP |
3,858.99 |
3,866.11 |
S1 |
3,831.55 |
3,835.11 |
|