Trading Metrics calculated at close of trading on 05-Jul-2000 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jul-2000 |
05-Jul-2000 |
Change |
Change % |
Previous Week |
Open |
3,763.79 |
3,804.78 |
40.99 |
1.1% |
3,685.30 |
High |
3,811.59 |
3,804.96 |
-6.63 |
-0.2% |
3,817.50 |
Low |
3,744.63 |
3,646.46 |
-98.17 |
-2.6% |
3,634.03 |
Close |
3,804.78 |
3,649.80 |
-154.98 |
-4.1% |
3,763.79 |
Range |
66.96 |
158.50 |
91.54 |
136.7% |
183.47 |
ATR |
137.75 |
139.23 |
1.48 |
1.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 05-Jul-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,175.91 |
4,071.35 |
3,736.98 |
|
R3 |
4,017.41 |
3,912.85 |
3,693.39 |
|
R2 |
3,858.91 |
3,858.91 |
3,678.86 |
|
R1 |
3,754.35 |
3,754.35 |
3,664.33 |
3,727.38 |
PP |
3,700.41 |
3,700.41 |
3,700.41 |
3,686.92 |
S1 |
3,595.85 |
3,595.85 |
3,635.27 |
3,568.88 |
S2 |
3,541.91 |
3,541.91 |
3,620.74 |
|
S3 |
3,383.41 |
3,437.35 |
3,606.21 |
|
S4 |
3,224.91 |
3,278.85 |
3,562.63 |
|
|
Weekly Pivots for week ending 30-Jun-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,288.85 |
4,209.79 |
3,864.70 |
|
R3 |
4,105.38 |
4,026.32 |
3,814.24 |
|
R2 |
3,921.91 |
3,921.91 |
3,797.43 |
|
R1 |
3,842.85 |
3,842.85 |
3,780.61 |
3,882.38 |
PP |
3,738.44 |
3,738.44 |
3,738.44 |
3,758.21 |
S1 |
3,659.38 |
3,659.38 |
3,746.97 |
3,698.91 |
S2 |
3,554.97 |
3,554.97 |
3,730.15 |
|
S3 |
3,371.50 |
3,475.91 |
3,713.34 |
|
S4 |
3,188.03 |
3,292.44 |
3,662.88 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,817.50 |
3,634.03 |
183.47 |
5.0% |
114.29 |
3.1% |
9% |
False |
False |
|
10 |
3,981.26 |
3,634.03 |
347.23 |
9.5% |
120.07 |
3.3% |
5% |
False |
False |
|
20 |
3,990.21 |
3,582.52 |
407.69 |
11.2% |
124.11 |
3.4% |
17% |
False |
False |
|
40 |
3,990.21 |
2,897.27 |
1,092.94 |
29.9% |
155.07 |
4.2% |
69% |
False |
False |
|
60 |
4,308.62 |
2,897.27 |
1,411.35 |
38.7% |
178.41 |
4.9% |
53% |
False |
False |
|
80 |
4,816.35 |
2,897.27 |
1,919.08 |
52.6% |
193.73 |
5.3% |
39% |
False |
False |
|
100 |
4,816.35 |
2,897.27 |
1,919.08 |
52.6% |
185.05 |
5.1% |
39% |
False |
False |
|
120 |
4,816.35 |
2,897.27 |
1,919.08 |
52.6% |
176.75 |
4.8% |
39% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,478.59 |
2.618 |
4,219.91 |
1.618 |
4,061.41 |
1.000 |
3,963.46 |
0.618 |
3,902.91 |
HIGH |
3,804.96 |
0.618 |
3,744.41 |
0.500 |
3,725.71 |
0.382 |
3,707.01 |
LOW |
3,646.46 |
0.618 |
3,548.51 |
1.000 |
3,487.96 |
1.618 |
3,390.01 |
2.618 |
3,231.51 |
4.250 |
2,972.84 |
|
|
Fisher Pivots for day following 05-Jul-2000 |
Pivot |
1 day |
3 day |
R1 |
3,725.71 |
3,729.03 |
PP |
3,700.41 |
3,702.62 |
S1 |
3,675.10 |
3,676.21 |
|