Trading Metrics calculated at close of trading on 28-Jun-2000 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jun-2000 |
28-Jun-2000 |
Change |
Change % |
Previous Week |
Open |
3,771.45 |
3,699.00 |
-72.45 |
-1.9% |
3,787.36 |
High |
3,804.94 |
3,817.50 |
12.56 |
0.3% |
3,990.21 |
Low |
3,698.50 |
3,701.11 |
2.61 |
0.1% |
3,669.40 |
Close |
3,699.00 |
3,771.06 |
72.06 |
1.9% |
3,685.30 |
Range |
106.44 |
116.39 |
9.95 |
9.3% |
320.81 |
ATR |
149.54 |
147.32 |
-2.22 |
-1.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 28-Jun-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,112.39 |
4,058.12 |
3,835.07 |
|
R3 |
3,996.00 |
3,941.73 |
3,803.07 |
|
R2 |
3,879.61 |
3,879.61 |
3,792.40 |
|
R1 |
3,825.34 |
3,825.34 |
3,781.73 |
3,852.48 |
PP |
3,763.22 |
3,763.22 |
3,763.22 |
3,776.79 |
S1 |
3,708.95 |
3,708.95 |
3,760.39 |
3,736.09 |
S2 |
3,646.83 |
3,646.83 |
3,749.72 |
|
S3 |
3,530.44 |
3,592.56 |
3,739.05 |
|
S4 |
3,414.05 |
3,476.17 |
3,707.05 |
|
|
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 |
3,968.85 |
3,669.40 |
299.45 |
7.9% |
126.47 |
3.4% |
34% |
False |
False |
|
10 |
3,990.21 |
3,639.18 |
351.03 |
9.3% |
124.45 |
3.3% |
38% |
False |
False |
|
20 |
3,990.21 |
3,331.80 |
658.41 |
17.5% |
137.73 |
3.7% |
67% |
False |
False |
|
40 |
3,990.21 |
2,897.27 |
1,092.94 |
29.0% |
159.37 |
4.2% |
80% |
False |
False |
|
60 |
4,308.62 |
2,897.27 |
1,411.35 |
37.4% |
191.34 |
5.1% |
62% |
False |
False |
|
80 |
4,816.35 |
2,897.27 |
1,919.08 |
50.9% |
197.13 |
5.2% |
46% |
False |
False |
|
100 |
4,816.35 |
2,897.27 |
1,919.08 |
50.9% |
185.11 |
4.9% |
46% |
False |
False |
|
120 |
4,816.35 |
2,897.27 |
1,919.08 |
50.9% |
178.70 |
4.7% |
46% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,312.16 |
2.618 |
4,122.21 |
1.618 |
4,005.82 |
1.000 |
3,933.89 |
0.618 |
3,889.43 |
HIGH |
3,817.50 |
0.618 |
3,773.04 |
0.500 |
3,759.31 |
0.382 |
3,745.57 |
LOW |
3,701.11 |
0.618 |
3,629.18 |
1.000 |
3,584.72 |
1.618 |
3,512.79 |
2.618 |
3,396.40 |
4.250 |
3,206.45 |
|
|
Fisher Pivots for day following 28-Jun-2000 |
Pivot |
1 day |
3 day |
R1 |
3,767.14 |
3,764.51 |
PP |
3,763.22 |
3,757.95 |
S1 |
3,759.31 |
3,751.40 |
|