Trading Metrics calculated at close of trading on 06-Jul-2000 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jul-2000 |
06-Jul-2000 |
Change |
Change % |
Previous Week |
Open |
3,804.78 |
3,648.13 |
-156.65 |
-4.1% |
3,685.30 |
High |
3,804.96 |
3,793.90 |
-11.06 |
-0.3% |
3,817.50 |
Low |
3,646.46 |
3,610.27 |
-36.19 |
-1.0% |
3,634.03 |
Close |
3,649.80 |
3,793.48 |
143.68 |
3.9% |
3,763.79 |
Range |
158.50 |
183.63 |
25.13 |
15.9% |
183.47 |
ATR |
139.23 |
142.40 |
3.17 |
2.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 06-Jul-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,283.44 |
4,222.09 |
3,894.48 |
|
R3 |
4,099.81 |
4,038.46 |
3,843.98 |
|
R2 |
3,916.18 |
3,916.18 |
3,827.15 |
|
R1 |
3,854.83 |
3,854.83 |
3,810.31 |
3,885.51 |
PP |
3,732.55 |
3,732.55 |
3,732.55 |
3,747.89 |
S1 |
3,671.20 |
3,671.20 |
3,776.65 |
3,701.88 |
S2 |
3,548.92 |
3,548.92 |
3,759.81 |
|
S3 |
3,365.29 |
3,487.57 |
3,742.98 |
|
S4 |
3,181.66 |
3,303.94 |
3,692.48 |
|
|
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 |
3,811.59 |
3,610.27 |
201.32 |
5.3% |
127.73 |
3.4% |
91% |
False |
True |
|
10 |
3,968.85 |
3,610.27 |
358.58 |
9.5% |
127.10 |
3.4% |
51% |
False |
True |
|
20 |
3,990.21 |
3,582.52 |
407.69 |
10.7% |
126.46 |
3.3% |
52% |
False |
False |
|
40 |
3,990.21 |
2,897.27 |
1,092.94 |
28.8% |
155.51 |
4.1% |
82% |
False |
False |
|
60 |
4,049.55 |
2,897.27 |
1,152.28 |
30.4% |
176.30 |
4.6% |
78% |
False |
False |
|
80 |
4,816.35 |
2,897.27 |
1,919.08 |
50.6% |
193.56 |
5.1% |
47% |
False |
False |
|
100 |
4,816.35 |
2,897.27 |
1,919.08 |
50.6% |
185.32 |
4.9% |
47% |
False |
False |
|
120 |
4,816.35 |
2,897.27 |
1,919.08 |
50.6% |
177.29 |
4.7% |
47% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,574.33 |
2.618 |
4,274.64 |
1.618 |
4,091.01 |
1.000 |
3,977.53 |
0.618 |
3,907.38 |
HIGH |
3,793.90 |
0.618 |
3,723.75 |
0.500 |
3,702.09 |
0.382 |
3,680.42 |
LOW |
3,610.27 |
0.618 |
3,496.79 |
1.000 |
3,426.64 |
1.618 |
3,313.16 |
2.618 |
3,129.53 |
4.250 |
2,829.84 |
|
|
Fisher Pivots for day following 06-Jul-2000 |
Pivot |
1 day |
3 day |
R1 |
3,763.02 |
3,765.96 |
PP |
3,732.55 |
3,738.45 |
S1 |
3,702.09 |
3,710.93 |
|