| Trading Metrics calculated at close of trading on 12-Apr-2000 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Apr-2000 |
12-Apr-2000 |
Change |
Change % |
Previous Week |
| Open |
11,186.60 |
11,287.10 |
100.50 |
0.9% |
10,921.90 |
| High |
11,361.20 |
11,425.50 |
64.30 |
0.6% |
11,418.20 |
| Low |
11,102.50 |
11,116.80 |
14.30 |
0.1% |
10,717.80 |
| Close |
11,287.10 |
11,125.10 |
-162.00 |
-1.4% |
11,111.50 |
| Range |
258.70 |
308.70 |
50.00 |
19.3% |
700.40 |
| ATR |
247.03 |
251.44 |
4.40 |
1.8% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 12-Apr-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,148.57 |
11,945.53 |
11,294.89 |
|
| R3 |
11,839.87 |
11,636.83 |
11,209.99 |
|
| R2 |
11,531.17 |
11,531.17 |
11,181.70 |
|
| R1 |
11,328.13 |
11,328.13 |
11,153.40 |
11,275.30 |
| PP |
11,222.47 |
11,222.47 |
11,222.47 |
11,196.05 |
| S1 |
11,019.43 |
11,019.43 |
11,096.80 |
10,966.60 |
| S2 |
10,913.77 |
10,913.77 |
11,068.51 |
|
| S3 |
10,605.07 |
10,710.73 |
11,040.21 |
|
| S4 |
10,296.37 |
10,402.03 |
10,955.32 |
|
|
| Weekly Pivots for week ending 07-Apr-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,183.70 |
12,848.00 |
11,496.72 |
|
| R3 |
12,483.30 |
12,147.60 |
11,304.11 |
|
| R2 |
11,782.90 |
11,782.90 |
11,239.91 |
|
| R1 |
11,447.20 |
11,447.20 |
11,175.70 |
11,615.05 |
| PP |
11,082.50 |
11,082.50 |
11,082.50 |
11,166.43 |
| S1 |
10,746.80 |
10,746.80 |
11,047.30 |
10,914.65 |
| S2 |
10,382.10 |
10,382.10 |
10,983.09 |
|
| S3 |
9,681.70 |
10,046.40 |
10,918.89 |
|
| S4 |
8,981.30 |
9,346.00 |
10,726.28 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,425.50 |
11,029.60 |
395.90 |
3.6% |
211.82 |
1.9% |
24% |
True |
False |
|
| 10 |
11,425.50 |
10,717.80 |
707.70 |
6.4% |
274.96 |
2.5% |
58% |
True |
False |
|
| 20 |
11,425.50 |
10,138.30 |
1,287.20 |
11.6% |
252.40 |
2.3% |
77% |
True |
False |
|
| 40 |
11,425.50 |
9,731.81 |
1,693.69 |
15.2% |
250.60 |
2.3% |
82% |
True |
False |
|
| 60 |
11,574.70 |
9,731.81 |
1,842.89 |
16.6% |
235.55 |
2.1% |
76% |
False |
False |
|
| 80 |
11,750.30 |
9,731.81 |
2,018.49 |
18.1% |
219.21 |
2.0% |
69% |
False |
False |
|
| 100 |
11,750.30 |
9,731.81 |
2,018.49 |
18.1% |
200.56 |
1.8% |
69% |
False |
False |
|
| 120 |
11,750.30 |
9,731.81 |
2,018.49 |
18.1% |
191.76 |
1.7% |
69% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,737.48 |
|
2.618 |
12,233.68 |
|
1.618 |
11,924.98 |
|
1.000 |
11,734.20 |
|
0.618 |
11,616.28 |
|
HIGH |
11,425.50 |
|
0.618 |
11,307.58 |
|
0.500 |
11,271.15 |
|
0.382 |
11,234.72 |
|
LOW |
11,116.80 |
|
0.618 |
10,926.02 |
|
1.000 |
10,808.10 |
|
1.618 |
10,617.32 |
|
2.618 |
10,308.62 |
|
4.250 |
9,804.83 |
|
|
| Fisher Pivots for day following 12-Apr-2000 |
| Pivot |
1 day |
3 day |
| R1 |
11,271.15 |
11,261.35 |
| PP |
11,222.47 |
11,215.93 |
| S1 |
11,173.78 |
11,170.52 |
|