Trading Metrics calculated at close of trading on 27-Jun-2000 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jun-2000 |
27-Jun-2000 |
Change |
Change % |
Previous Week |
Open |
3,685.30 |
3,771.45 |
86.15 |
2.3% |
3,787.36 |
High |
3,777.40 |
3,804.94 |
27.54 |
0.7% |
3,990.21 |
Low |
3,685.30 |
3,698.50 |
13.20 |
0.4% |
3,669.40 |
Close |
3,771.45 |
3,699.00 |
-72.45 |
-1.9% |
3,685.30 |
Range |
92.10 |
106.44 |
14.34 |
15.6% |
320.81 |
ATR |
152.85 |
149.54 |
-3.32 |
-2.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 27-Jun-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,053.47 |
3,982.67 |
3,757.54 |
|
R3 |
3,947.03 |
3,876.23 |
3,728.27 |
|
R2 |
3,840.59 |
3,840.59 |
3,718.51 |
|
R1 |
3,769.79 |
3,769.79 |
3,708.76 |
3,751.97 |
PP |
3,734.15 |
3,734.15 |
3,734.15 |
3,725.24 |
S1 |
3,663.35 |
3,663.35 |
3,689.24 |
3,645.53 |
S2 |
3,627.71 |
3,627.71 |
3,679.49 |
|
S3 |
3,521.27 |
3,556.91 |
3,669.73 |
|
S4 |
3,414.83 |
3,450.47 |
3,640.46 |
|
|
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 |
3,981.26 |
3,669.40 |
311.86 |
8.4% |
125.86 |
3.4% |
9% |
False |
False |
|
10 |
3,990.21 |
3,639.18 |
351.03 |
9.5% |
125.11 |
3.4% |
17% |
False |
False |
|
20 |
3,990.21 |
3,322.22 |
667.99 |
18.1% |
138.72 |
3.8% |
56% |
False |
False |
|
40 |
3,990.21 |
2,897.27 |
1,092.94 |
29.5% |
161.41 |
4.4% |
73% |
False |
False |
|
60 |
4,355.70 |
2,897.27 |
1,458.43 |
39.4% |
194.64 |
5.3% |
55% |
False |
False |
|
80 |
4,816.35 |
2,897.27 |
1,919.08 |
51.9% |
197.08 |
5.3% |
42% |
False |
False |
|
100 |
4,816.35 |
2,897.27 |
1,919.08 |
51.9% |
184.67 |
5.0% |
42% |
False |
False |
|
120 |
4,816.35 |
2,897.27 |
1,919.08 |
51.9% |
179.23 |
4.8% |
42% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,257.31 |
2.618 |
4,083.60 |
1.618 |
3,977.16 |
1.000 |
3,911.38 |
0.618 |
3,870.72 |
HIGH |
3,804.94 |
0.618 |
3,764.28 |
0.500 |
3,751.72 |
0.382 |
3,739.16 |
LOW |
3,698.50 |
0.618 |
3,632.72 |
1.000 |
3,592.06 |
1.618 |
3,526.28 |
2.618 |
3,419.84 |
4.250 |
3,246.13 |
|
|
Fisher Pivots for day following 27-Jun-2000 |
Pivot |
1 day |
3 day |
R1 |
3,751.72 |
3,745.68 |
PP |
3,734.15 |
3,730.12 |
S1 |
3,716.57 |
3,714.56 |
|