Trading Metrics calculated at close of trading on 23-Jun-2000 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jun-2000 |
23-Jun-2000 |
Change |
Change % |
Previous Week |
Open |
3,970.00 |
3,804.11 |
-165.89 |
-4.2% |
3,787.36 |
High |
3,968.85 |
3,821.95 |
-146.90 |
-3.7% |
3,990.21 |
Low |
3,804.00 |
3,669.40 |
-134.60 |
-3.5% |
3,669.40 |
Close |
3,804.11 |
3,685.30 |
-118.81 |
-3.1% |
3,685.30 |
Range |
164.85 |
152.55 |
-12.30 |
-7.5% |
320.81 |
ATR |
157.91 |
157.53 |
-0.38 |
-0.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 23-Jun-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,183.20 |
4,086.80 |
3,769.20 |
|
R3 |
4,030.65 |
3,934.25 |
3,727.25 |
|
R2 |
3,878.10 |
3,878.10 |
3,713.27 |
|
R1 |
3,781.70 |
3,781.70 |
3,699.28 |
3,753.63 |
PP |
3,725.55 |
3,725.55 |
3,725.55 |
3,711.51 |
S1 |
3,629.15 |
3,629.15 |
3,671.32 |
3,601.08 |
S2 |
3,573.00 |
3,573.00 |
3,657.33 |
|
S3 |
3,420.45 |
3,476.60 |
3,643.35 |
|
S4 |
3,267.90 |
3,324.05 |
3,601.40 |
|
|
Weekly Pivots for week ending 23-Jun-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,744.07 |
4,535.49 |
3,861.75 |
|
R3 |
4,423.26 |
4,214.68 |
3,773.52 |
|
R2 |
4,102.45 |
4,102.45 |
3,744.12 |
|
R1 |
3,893.87 |
3,893.87 |
3,714.71 |
3,837.76 |
PP |
3,781.64 |
3,781.64 |
3,781.64 |
3,753.58 |
S1 |
3,573.06 |
3,573.06 |
3,655.89 |
3,516.95 |
S2 |
3,460.83 |
3,460.83 |
3,626.48 |
|
S3 |
3,140.02 |
3,252.25 |
3,597.08 |
|
S4 |
2,819.21 |
2,931.44 |
3,508.85 |
|
|
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 |
3,669.40 |
320.81 |
8.7% |
145.60 |
4.0% |
5% |
False |
True |
|
10 |
3,990.21 |
3,582.52 |
407.69 |
11.1% |
137.80 |
3.7% |
25% |
False |
False |
|
20 |
3,990.21 |
3,033.50 |
956.71 |
26.0% |
151.37 |
4.1% |
68% |
False |
False |
|
40 |
3,990.21 |
2,897.27 |
1,092.94 |
29.7% |
161.18 |
4.4% |
72% |
False |
False |
|
60 |
4,491.08 |
2,897.27 |
1,593.81 |
43.2% |
201.22 |
5.5% |
49% |
False |
False |
|
80 |
4,816.35 |
2,897.27 |
1,919.08 |
52.1% |
198.66 |
5.4% |
41% |
False |
False |
|
100 |
4,816.35 |
2,897.27 |
1,919.08 |
52.1% |
185.13 |
5.0% |
41% |
False |
False |
|
120 |
4,816.35 |
2,897.27 |
1,919.08 |
52.1% |
181.14 |
4.9% |
41% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,470.29 |
2.618 |
4,221.33 |
1.618 |
4,068.78 |
1.000 |
3,974.50 |
0.618 |
3,916.23 |
HIGH |
3,821.95 |
0.618 |
3,763.68 |
0.500 |
3,745.68 |
0.382 |
3,727.67 |
LOW |
3,669.40 |
0.618 |
3,575.12 |
1.000 |
3,516.85 |
1.618 |
3,422.57 |
2.618 |
3,270.02 |
4.250 |
3,021.06 |
|
|
Fisher Pivots for day following 23-Jun-2000 |
Pivot |
1 day |
3 day |
R1 |
3,745.68 |
3,825.33 |
PP |
3,725.55 |
3,778.65 |
S1 |
3,705.43 |
3,731.98 |
|