Trading Metrics calculated at close of trading on 22-May-2000 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-May-2000 |
22-May-2000 |
Change |
Change % |
Previous Week |
Open |
10,764.20 |
10,626.90 |
-137.30 |
-1.3% |
10,609.40 |
High |
10,764.20 |
10,664.50 |
-99.70 |
-0.9% |
10,971.20 |
Low |
10,570.70 |
10,369.50 |
-201.20 |
-1.9% |
10,570.70 |
Close |
10,626.90 |
10,542.50 |
-84.40 |
-0.8% |
10,626.90 |
Range |
193.50 |
295.00 |
101.50 |
52.5% |
400.50 |
ATR |
202.60 |
209.20 |
6.60 |
3.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 22-May-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,410.50 |
11,271.50 |
10,704.75 |
|
R3 |
11,115.50 |
10,976.50 |
10,623.63 |
|
R2 |
10,820.50 |
10,820.50 |
10,596.58 |
|
R1 |
10,681.50 |
10,681.50 |
10,569.54 |
10,603.50 |
PP |
10,525.50 |
10,525.50 |
10,525.50 |
10,486.50 |
S1 |
10,386.50 |
10,386.50 |
10,515.46 |
10,308.50 |
S2 |
10,230.50 |
10,230.50 |
10,488.42 |
|
S3 |
9,935.50 |
10,091.50 |
10,461.38 |
|
S4 |
9,640.50 |
9,796.50 |
10,380.25 |
|
|
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 |
10,369.50 |
601.70 |
5.7% |
184.34 |
1.7% |
29% |
False |
True |
|
10 |
10,971.20 |
10,292.10 |
679.10 |
6.4% |
187.52 |
1.8% |
37% |
False |
False |
|
20 |
11,141.90 |
10,292.10 |
849.80 |
8.1% |
194.47 |
1.8% |
29% |
False |
False |
|
40 |
11,425.50 |
10,201.50 |
1,224.00 |
11.6% |
230.77 |
2.2% |
28% |
False |
False |
|
60 |
11,425.50 |
9,731.81 |
1,693.69 |
16.1% |
237.35 |
2.3% |
48% |
False |
False |
|
80 |
11,425.50 |
9,731.81 |
1,693.69 |
16.1% |
231.04 |
2.2% |
48% |
False |
False |
|
100 |
11,750.30 |
9,731.81 |
2,018.49 |
19.1% |
224.72 |
2.1% |
40% |
False |
False |
|
120 |
11,750.30 |
9,731.81 |
2,018.49 |
19.1% |
210.30 |
2.0% |
40% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,918.25 |
2.618 |
11,436.81 |
1.618 |
11,141.81 |
1.000 |
10,959.50 |
0.618 |
10,846.81 |
HIGH |
10,664.50 |
0.618 |
10,551.81 |
0.500 |
10,517.00 |
0.382 |
10,482.19 |
LOW |
10,369.50 |
0.618 |
10,187.19 |
1.000 |
10,074.50 |
1.618 |
9,892.19 |
2.618 |
9,597.19 |
4.250 |
9,115.75 |
|
|
Fisher Pivots for day following 22-May-2000 |
Pivot |
1 day |
3 day |
R1 |
10,534.00 |
10,616.90 |
PP |
10,525.50 |
10,592.10 |
S1 |
10,517.00 |
10,567.30 |
|