Trading Metrics calculated at close of trading on 15-May-2000 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-May-2000 |
15-May-2000 |
Change |
Change % |
Previous Week |
Open |
10,546.00 |
10,609.40 |
63.40 |
0.6% |
10,577.90 |
High |
10,673.80 |
10,811.50 |
137.70 |
1.3% |
10,684.90 |
Low |
10,543.90 |
10,605.30 |
61.40 |
0.6% |
10,292.10 |
Close |
10,609.40 |
10,807.80 |
198.40 |
1.9% |
10,609.40 |
Range |
129.90 |
206.20 |
76.30 |
58.7% |
392.80 |
ATR |
216.86 |
216.10 |
-0.76 |
-0.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 15-May-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,360.13 |
11,290.17 |
10,921.21 |
|
R3 |
11,153.93 |
11,083.97 |
10,864.51 |
|
R2 |
10,947.73 |
10,947.73 |
10,845.60 |
|
R1 |
10,877.77 |
10,877.77 |
10,826.70 |
10,912.75 |
PP |
10,741.53 |
10,741.53 |
10,741.53 |
10,759.03 |
S1 |
10,671.57 |
10,671.57 |
10,788.90 |
10,706.55 |
S2 |
10,535.33 |
10,535.33 |
10,770.00 |
|
S3 |
10,329.13 |
10,465.37 |
10,751.10 |
|
S4 |
10,122.93 |
10,259.17 |
10,694.39 |
|
|
Weekly Pivots for week ending 12-May-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,707.20 |
11,551.10 |
10,825.44 |
|
R3 |
11,314.40 |
11,158.30 |
10,717.42 |
|
R2 |
10,921.60 |
10,921.60 |
10,681.41 |
|
R1 |
10,765.50 |
10,765.50 |
10,645.41 |
10,843.55 |
PP |
10,528.80 |
10,528.80 |
10,528.80 |
10,567.83 |
S1 |
10,372.70 |
10,372.70 |
10,573.39 |
10,450.75 |
S2 |
10,136.00 |
10,136.00 |
10,537.39 |
|
S3 |
9,743.20 |
9,979.90 |
10,501.38 |
|
S4 |
9,350.40 |
9,587.10 |
10,393.36 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
10,811.50 |
10,292.10 |
519.40 |
4.8% |
190.70 |
1.8% |
99% |
True |
False |
|
10 |
10,824.50 |
10,292.10 |
532.40 |
4.9% |
183.16 |
1.7% |
97% |
False |
False |
|
20 |
11,141.90 |
10,232.50 |
909.40 |
8.4% |
203.72 |
1.9% |
63% |
False |
False |
|
40 |
11,425.50 |
10,201.50 |
1,224.00 |
11.3% |
234.42 |
2.2% |
50% |
False |
False |
|
60 |
11,425.50 |
9,731.81 |
1,693.69 |
15.7% |
244.09 |
2.3% |
64% |
False |
False |
|
80 |
11,425.50 |
9,731.81 |
1,693.69 |
15.7% |
234.37 |
2.2% |
64% |
False |
False |
|
100 |
11,750.30 |
9,731.81 |
2,018.49 |
18.7% |
222.17 |
2.1% |
53% |
False |
False |
|
120 |
11,750.30 |
9,731.81 |
2,018.49 |
18.7% |
207.33 |
1.9% |
53% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,687.85 |
2.618 |
11,351.33 |
1.618 |
11,145.13 |
1.000 |
11,017.70 |
0.618 |
10,938.93 |
HIGH |
10,811.50 |
0.618 |
10,732.73 |
0.500 |
10,708.40 |
0.382 |
10,684.07 |
LOW |
10,605.30 |
0.618 |
10,477.87 |
1.000 |
10,399.10 |
1.618 |
10,271.67 |
2.618 |
10,065.47 |
4.250 |
9,728.95 |
|
|
Fisher Pivots for day following 15-May-2000 |
Pivot |
1 day |
3 day |
R1 |
10,774.67 |
10,735.33 |
PP |
10,741.53 |
10,662.87 |
S1 |
10,708.40 |
10,590.40 |
|