Trading Metrics calculated at close of trading on 26-Jun-2000 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jun-2000 |
26-Jun-2000 |
Change |
Change % |
Previous Week |
Open |
3,804.11 |
3,685.30 |
-118.81 |
-3.1% |
3,787.36 |
High |
3,821.95 |
3,777.40 |
-44.55 |
-1.2% |
3,990.21 |
Low |
3,669.40 |
3,685.30 |
15.90 |
0.4% |
3,669.40 |
Close |
3,685.30 |
3,771.45 |
86.15 |
2.3% |
3,685.30 |
Range |
152.55 |
92.10 |
-60.45 |
-39.6% |
320.81 |
ATR |
157.53 |
152.85 |
-4.67 |
-3.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 26-Jun-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,021.02 |
3,988.33 |
3,822.11 |
|
R3 |
3,928.92 |
3,896.23 |
3,796.78 |
|
R2 |
3,836.82 |
3,836.82 |
3,788.34 |
|
R1 |
3,804.13 |
3,804.13 |
3,779.89 |
3,820.48 |
PP |
3,744.72 |
3,744.72 |
3,744.72 |
3,752.89 |
S1 |
3,712.03 |
3,712.03 |
3,763.01 |
3,728.38 |
S2 |
3,652.62 |
3,652.62 |
3,754.57 |
|
S3 |
3,560.52 |
3,619.93 |
3,746.12 |
|
S4 |
3,468.42 |
3,527.83 |
3,720.80 |
|
|
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 |
8.5% |
122.95 |
3.3% |
32% |
False |
False |
|
10 |
3,990.21 |
3,582.52 |
407.69 |
10.8% |
132.87 |
3.5% |
46% |
False |
False |
|
20 |
3,990.21 |
3,101.43 |
888.78 |
23.6% |
149.11 |
4.0% |
75% |
False |
False |
|
40 |
3,990.21 |
2,897.27 |
1,092.94 |
29.0% |
161.12 |
4.3% |
80% |
False |
False |
|
60 |
4,424.43 |
2,897.27 |
1,527.16 |
40.5% |
197.09 |
5.2% |
57% |
False |
False |
|
80 |
4,816.35 |
2,897.27 |
1,919.08 |
50.9% |
198.06 |
5.3% |
46% |
False |
False |
|
100 |
4,816.35 |
2,897.27 |
1,919.08 |
50.9% |
185.14 |
4.9% |
46% |
False |
False |
|
120 |
4,816.35 |
2,897.27 |
1,919.08 |
50.9% |
180.05 |
4.8% |
46% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,168.83 |
2.618 |
4,018.52 |
1.618 |
3,926.42 |
1.000 |
3,869.50 |
0.618 |
3,834.32 |
HIGH |
3,777.40 |
0.618 |
3,742.22 |
0.500 |
3,731.35 |
0.382 |
3,720.48 |
LOW |
3,685.30 |
0.618 |
3,628.38 |
1.000 |
3,593.20 |
1.618 |
3,536.28 |
2.618 |
3,444.18 |
4.250 |
3,293.88 |
|
|
Fisher Pivots for day following 26-Jun-2000 |
Pivot |
1 day |
3 day |
R1 |
3,758.08 |
3,819.13 |
PP |
3,744.72 |
3,803.23 |
S1 |
3,731.35 |
3,787.34 |
|