Trading Metrics calculated at close of trading on 11-May-2000 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-May-2000 |
11-May-2000 |
Change |
Change % |
Previous Week |
Open |
10,533.10 |
10,369.30 |
-163.80 |
-1.6% |
10,733.90 |
High |
10,533.10 |
10,575.10 |
42.00 |
0.4% |
10,926.30 |
Low |
10,292.10 |
10,369.30 |
77.20 |
0.8% |
10,375.80 |
Close |
10,367.80 |
10,546.00 |
178.20 |
1.7% |
10,577.90 |
Range |
241.00 |
205.80 |
-35.20 |
-14.6% |
550.50 |
ATR |
224.80 |
223.55 |
-1.25 |
-0.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 11-May-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,114.20 |
11,035.90 |
10,659.19 |
|
R3 |
10,908.40 |
10,830.10 |
10,602.60 |
|
R2 |
10,702.60 |
10,702.60 |
10,583.73 |
|
R1 |
10,624.30 |
10,624.30 |
10,564.87 |
10,663.45 |
PP |
10,496.80 |
10,496.80 |
10,496.80 |
10,516.38 |
S1 |
10,418.50 |
10,418.50 |
10,527.14 |
10,457.65 |
S2 |
10,291.00 |
10,291.00 |
10,508.27 |
|
S3 |
10,085.20 |
10,212.70 |
10,489.41 |
|
S4 |
9,879.40 |
10,006.90 |
10,432.81 |
|
|
Weekly Pivots for week ending 05-May-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,278.17 |
11,978.53 |
10,880.68 |
|
R3 |
11,727.67 |
11,428.03 |
10,729.29 |
|
R2 |
11,177.17 |
11,177.17 |
10,678.83 |
|
R1 |
10,877.53 |
10,877.53 |
10,628.36 |
10,752.10 |
PP |
10,626.67 |
10,626.67 |
10,626.67 |
10,563.95 |
S1 |
10,327.03 |
10,327.03 |
10,527.44 |
10,201.60 |
S2 |
10,076.17 |
10,076.17 |
10,476.98 |
|
S3 |
9,525.67 |
9,776.53 |
10,426.51 |
|
S4 |
8,975.17 |
9,226.03 |
10,275.13 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
10,684.90 |
10,292.10 |
392.80 |
3.7% |
186.66 |
1.8% |
65% |
False |
False |
|
10 |
10,959.20 |
10,292.10 |
667.10 |
6.3% |
194.15 |
1.8% |
38% |
False |
False |
|
20 |
11,144.10 |
10,201.50 |
942.60 |
8.9% |
234.15 |
2.2% |
37% |
False |
False |
|
40 |
11,425.50 |
10,138.30 |
1,287.20 |
12.2% |
243.27 |
2.3% |
32% |
False |
False |
|
60 |
11,425.50 |
9,731.81 |
1,693.69 |
16.1% |
245.12 |
2.3% |
48% |
False |
False |
|
80 |
11,574.70 |
9,731.81 |
1,842.89 |
17.5% |
235.20 |
2.2% |
44% |
False |
False |
|
100 |
11,750.30 |
9,731.81 |
2,018.49 |
19.1% |
222.20 |
2.1% |
40% |
False |
False |
|
120 |
11,750.30 |
9,731.81 |
2,018.49 |
19.1% |
206.16 |
2.0% |
40% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,449.75 |
2.618 |
11,113.88 |
1.618 |
10,908.08 |
1.000 |
10,780.90 |
0.618 |
10,702.28 |
HIGH |
10,575.10 |
0.618 |
10,496.48 |
0.500 |
10,472.20 |
0.382 |
10,447.92 |
LOW |
10,369.30 |
0.618 |
10,242.12 |
1.000 |
10,163.50 |
1.618 |
10,036.32 |
2.618 |
9,830.52 |
4.250 |
9,494.65 |
|
|
Fisher Pivots for day following 11-May-2000 |
Pivot |
1 day |
3 day |
R1 |
10,521.40 |
10,526.83 |
PP |
10,496.80 |
10,507.67 |
S1 |
10,472.20 |
10,488.50 |
|