Trading Metrics calculated at close of trading on 20-Apr-2000 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Apr-2000 |
20-Apr-2000 |
Change |
Change % |
Previous Week |
Open |
10,772.10 |
10,675.00 |
-97.10 |
-0.9% |
11,111.50 |
High |
10,789.40 |
10,845.30 |
55.90 |
0.5% |
11,425.50 |
Low |
10,632.20 |
10,665.10 |
32.90 |
0.3% |
10,201.50 |
Close |
10,675.00 |
10,844.00 |
169.00 |
1.6% |
10,307.30 |
Range |
157.20 |
180.20 |
23.00 |
14.6% |
1,224.00 |
ATR |
273.04 |
266.40 |
-6.63 |
-2.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 20-Apr-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,325.40 |
11,264.90 |
10,943.11 |
|
R3 |
11,145.20 |
11,084.70 |
10,893.56 |
|
R2 |
10,965.00 |
10,965.00 |
10,877.04 |
|
R1 |
10,904.50 |
10,904.50 |
10,860.52 |
10,934.75 |
PP |
10,784.80 |
10,784.80 |
10,784.80 |
10,799.93 |
S1 |
10,724.30 |
10,724.30 |
10,827.48 |
10,754.55 |
S2 |
10,604.60 |
10,604.60 |
10,810.96 |
|
S3 |
10,424.40 |
10,544.10 |
10,794.45 |
|
S4 |
10,244.20 |
10,363.90 |
10,744.89 |
|
|
Weekly Pivots for week ending 14-Apr-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,316.77 |
13,536.03 |
10,980.50 |
|
R3 |
13,092.77 |
12,312.03 |
10,643.90 |
|
R2 |
11,868.77 |
11,868.77 |
10,531.70 |
|
R1 |
11,088.03 |
11,088.03 |
10,419.50 |
10,866.40 |
PP |
10,644.77 |
10,644.77 |
10,644.77 |
10,533.95 |
S1 |
9,864.03 |
9,864.03 |
10,195.10 |
9,642.40 |
S2 |
9,420.77 |
9,420.77 |
10,082.90 |
|
S3 |
8,196.77 |
8,640.03 |
9,970.70 |
|
S4 |
6,972.77 |
7,416.03 |
9,634.10 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
10,922.90 |
10,201.50 |
721.40 |
6.7% |
322.54 |
3.0% |
89% |
False |
False |
|
10 |
11,425.50 |
10,201.50 |
1,224.00 |
11.3% |
272.36 |
2.5% |
52% |
False |
False |
|
20 |
11,425.50 |
10,201.50 |
1,224.00 |
11.3% |
265.78 |
2.5% |
52% |
False |
False |
|
40 |
11,425.50 |
9,731.81 |
1,693.69 |
15.6% |
260.82 |
2.4% |
66% |
False |
False |
|
60 |
11,425.50 |
9,731.81 |
1,693.69 |
15.6% |
243.79 |
2.2% |
66% |
False |
False |
|
80 |
11,750.30 |
9,731.81 |
2,018.49 |
18.6% |
231.06 |
2.1% |
55% |
False |
False |
|
100 |
11,750.30 |
9,731.81 |
2,018.49 |
18.6% |
213.03 |
2.0% |
55% |
False |
False |
|
120 |
11,750.30 |
9,731.81 |
2,018.49 |
18.6% |
198.46 |
1.8% |
55% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,611.15 |
2.618 |
11,317.06 |
1.618 |
11,136.86 |
1.000 |
11,025.50 |
0.618 |
10,956.66 |
HIGH |
10,845.30 |
0.618 |
10,776.46 |
0.500 |
10,755.20 |
0.382 |
10,733.94 |
LOW |
10,665.10 |
0.618 |
10,553.74 |
1.000 |
10,484.90 |
1.618 |
10,373.54 |
2.618 |
10,193.34 |
4.250 |
9,899.25 |
|
|
Fisher Pivots for day following 20-Apr-2000 |
Pivot |
1 day |
3 day |
R1 |
10,814.40 |
10,798.77 |
PP |
10,784.80 |
10,753.53 |
S1 |
10,755.20 |
10,708.30 |
|