Trading Metrics calculated at close of trading on 17-May-2000 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-May-2000 |
17-May-2000 |
Change |
Change % |
Previous Week |
Open |
10,884.20 |
10,808.80 |
-75.40 |
-0.7% |
10,577.90 |
High |
10,971.20 |
10,930.60 |
-40.60 |
-0.4% |
10,684.90 |
Low |
10,816.00 |
10,752.60 |
-63.40 |
-0.6% |
10,292.10 |
Close |
10,934.60 |
10,769.70 |
-164.90 |
-1.5% |
10,609.40 |
Range |
155.20 |
178.00 |
22.80 |
14.7% |
392.80 |
ATR |
212.33 |
210.17 |
-2.17 |
-1.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 17-May-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,351.63 |
11,238.67 |
10,867.60 |
|
R3 |
11,173.63 |
11,060.67 |
10,818.65 |
|
R2 |
10,995.63 |
10,995.63 |
10,802.33 |
|
R1 |
10,882.67 |
10,882.67 |
10,786.02 |
10,850.15 |
PP |
10,817.63 |
10,817.63 |
10,817.63 |
10,801.38 |
S1 |
10,704.67 |
10,704.67 |
10,753.38 |
10,672.15 |
S2 |
10,639.63 |
10,639.63 |
10,737.07 |
|
S3 |
10,461.63 |
10,526.67 |
10,720.75 |
|
S4 |
10,283.63 |
10,348.67 |
10,671.80 |
|
|
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 |
10,971.20 |
10,369.30 |
601.90 |
5.6% |
175.02 |
1.6% |
67% |
False |
False |
|
10 |
10,971.20 |
10,292.10 |
679.10 |
6.3% |
171.82 |
1.6% |
70% |
False |
False |
|
20 |
11,141.90 |
10,292.10 |
849.80 |
7.9% |
192.68 |
1.8% |
56% |
False |
False |
|
40 |
11,425.50 |
10,201.50 |
1,224.00 |
11.4% |
231.64 |
2.2% |
46% |
False |
False |
|
60 |
11,425.50 |
9,731.81 |
1,693.69 |
15.7% |
240.46 |
2.2% |
61% |
False |
False |
|
80 |
11,425.50 |
9,731.81 |
1,693.69 |
15.7% |
230.85 |
2.1% |
61% |
False |
False |
|
100 |
11,750.30 |
9,731.81 |
2,018.49 |
18.7% |
222.31 |
2.1% |
51% |
False |
False |
|
120 |
11,750.30 |
9,731.81 |
2,018.49 |
18.7% |
208.27 |
1.9% |
51% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,687.10 |
2.618 |
11,396.60 |
1.618 |
11,218.60 |
1.000 |
11,108.60 |
0.618 |
11,040.60 |
HIGH |
10,930.60 |
0.618 |
10,862.60 |
0.500 |
10,841.60 |
0.382 |
10,820.60 |
LOW |
10,752.60 |
0.618 |
10,642.60 |
1.000 |
10,574.60 |
1.618 |
10,464.60 |
2.618 |
10,286.60 |
4.250 |
9,996.10 |
|
|
Fisher Pivots for day following 17-May-2000 |
Pivot |
1 day |
3 day |
R1 |
10,841.60 |
10,788.25 |
PP |
10,817.63 |
10,782.07 |
S1 |
10,793.67 |
10,775.88 |
|