Trading Metrics calculated at close of trading on 19-May-2000 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-May-2000 |
19-May-2000 |
Change |
Change % |
Previous Week |
Open |
10,781.40 |
10,764.20 |
-17.20 |
-0.2% |
10,609.40 |
High |
10,864.30 |
10,764.20 |
-100.10 |
-0.9% |
10,971.20 |
Low |
10,764.30 |
10,570.70 |
-193.60 |
-1.8% |
10,570.70 |
Close |
10,777.30 |
10,626.90 |
-150.40 |
-1.4% |
10,626.90 |
Range |
100.00 |
193.50 |
93.50 |
93.5% |
400.50 |
ATR |
202.30 |
202.60 |
0.31 |
0.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 19-May-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,234.43 |
11,124.17 |
10,733.33 |
|
R3 |
11,040.93 |
10,930.67 |
10,680.11 |
|
R2 |
10,847.43 |
10,847.43 |
10,662.38 |
|
R1 |
10,737.17 |
10,737.17 |
10,644.64 |
10,695.55 |
PP |
10,653.93 |
10,653.93 |
10,653.93 |
10,633.13 |
S1 |
10,543.67 |
10,543.67 |
10,609.16 |
10,502.05 |
S2 |
10,460.43 |
10,460.43 |
10,591.43 |
|
S3 |
10,266.93 |
10,350.17 |
10,573.69 |
|
S4 |
10,073.43 |
10,156.67 |
10,520.48 |
|
|
Weekly Pivots for week ending 19-May-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,924.43 |
11,676.17 |
10,847.18 |
|
R3 |
11,523.93 |
11,275.67 |
10,737.04 |
|
R2 |
11,123.43 |
11,123.43 |
10,700.33 |
|
R1 |
10,875.17 |
10,875.17 |
10,663.61 |
10,999.30 |
PP |
10,722.93 |
10,722.93 |
10,722.93 |
10,785.00 |
S1 |
10,474.67 |
10,474.67 |
10,590.19 |
10,598.80 |
S2 |
10,322.43 |
10,322.43 |
10,553.48 |
|
S3 |
9,921.93 |
10,074.17 |
10,516.76 |
|
S4 |
9,521.43 |
9,673.67 |
10,406.63 |
|
|
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 |
10,570.70 |
400.50 |
3.8% |
166.58 |
1.6% |
14% |
False |
True |
|
10 |
10,971.20 |
10,292.10 |
679.10 |
6.4% |
168.60 |
1.6% |
49% |
False |
False |
|
20 |
11,141.90 |
10,292.10 |
849.80 |
8.0% |
190.49 |
1.8% |
39% |
False |
False |
|
40 |
11,425.50 |
10,201.50 |
1,224.00 |
11.5% |
228.13 |
2.1% |
35% |
False |
False |
|
60 |
11,425.50 |
9,731.81 |
1,693.69 |
15.9% |
237.38 |
2.2% |
53% |
False |
False |
|
80 |
11,425.50 |
9,731.81 |
1,693.69 |
15.9% |
230.46 |
2.2% |
53% |
False |
False |
|
100 |
11,750.30 |
9,731.81 |
2,018.49 |
19.0% |
222.95 |
2.1% |
44% |
False |
False |
|
120 |
11,750.30 |
9,731.81 |
2,018.49 |
19.0% |
209.28 |
2.0% |
44% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,586.58 |
2.618 |
11,270.78 |
1.618 |
11,077.28 |
1.000 |
10,957.70 |
0.618 |
10,883.78 |
HIGH |
10,764.20 |
0.618 |
10,690.28 |
0.500 |
10,667.45 |
0.382 |
10,644.62 |
LOW |
10,570.70 |
0.618 |
10,451.12 |
1.000 |
10,377.20 |
1.618 |
10,257.62 |
2.618 |
10,064.12 |
4.250 |
9,748.33 |
|
|
Fisher Pivots for day following 19-May-2000 |
Pivot |
1 day |
3 day |
R1 |
10,667.45 |
10,750.65 |
PP |
10,653.93 |
10,709.40 |
S1 |
10,640.42 |
10,668.15 |
|