Trading Metrics calculated at close of trading on 23-May-2000 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-May-2000 |
23-May-2000 |
Change |
Change % |
Previous Week |
Open |
10,626.90 |
10,542.50 |
-84.40 |
-0.8% |
10,609.40 |
High |
10,664.50 |
10,557.50 |
-107.00 |
-1.0% |
10,971.20 |
Low |
10,369.50 |
10,416.80 |
47.30 |
0.5% |
10,570.70 |
Close |
10,542.50 |
10,422.30 |
-120.20 |
-1.1% |
10,626.90 |
Range |
295.00 |
140.70 |
-154.30 |
-52.3% |
400.50 |
ATR |
209.20 |
204.31 |
-4.89 |
-2.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 23-May-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,887.63 |
10,795.67 |
10,499.69 |
|
R3 |
10,746.93 |
10,654.97 |
10,460.99 |
|
R2 |
10,606.23 |
10,606.23 |
10,448.10 |
|
R1 |
10,514.27 |
10,514.27 |
10,435.20 |
10,489.90 |
PP |
10,465.53 |
10,465.53 |
10,465.53 |
10,453.35 |
S1 |
10,373.57 |
10,373.57 |
10,409.40 |
10,349.20 |
S2 |
10,324.83 |
10,324.83 |
10,396.51 |
|
S3 |
10,184.13 |
10,232.87 |
10,383.61 |
|
S4 |
10,043.43 |
10,092.17 |
10,344.92 |
|
|
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 |
10,930.60 |
10,369.50 |
561.10 |
5.4% |
181.44 |
1.7% |
9% |
False |
False |
|
10 |
10,971.20 |
10,292.10 |
679.10 |
6.5% |
184.53 |
1.8% |
19% |
False |
False |
|
20 |
11,141.90 |
10,292.10 |
849.80 |
8.2% |
188.72 |
1.8% |
15% |
False |
False |
|
40 |
11,425.50 |
10,201.50 |
1,224.00 |
11.7% |
229.58 |
2.2% |
18% |
False |
False |
|
60 |
11,425.50 |
9,731.81 |
1,693.69 |
16.3% |
234.47 |
2.2% |
41% |
False |
False |
|
80 |
11,425.50 |
9,731.81 |
1,693.69 |
16.3% |
229.19 |
2.2% |
41% |
False |
False |
|
100 |
11,750.30 |
9,731.81 |
2,018.49 |
19.4% |
224.91 |
2.2% |
34% |
False |
False |
|
120 |
11,750.30 |
9,731.81 |
2,018.49 |
19.4% |
210.30 |
2.0% |
34% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,155.48 |
2.618 |
10,925.85 |
1.618 |
10,785.15 |
1.000 |
10,698.20 |
0.618 |
10,644.45 |
HIGH |
10,557.50 |
0.618 |
10,503.75 |
0.500 |
10,487.15 |
0.382 |
10,470.55 |
LOW |
10,416.80 |
0.618 |
10,329.85 |
1.000 |
10,276.10 |
1.618 |
10,189.15 |
2.618 |
10,048.45 |
4.250 |
9,818.83 |
|
|
Fisher Pivots for day following 23-May-2000 |
Pivot |
1 day |
3 day |
R1 |
10,487.15 |
10,566.85 |
PP |
10,465.53 |
10,518.67 |
S1 |
10,443.92 |
10,470.48 |
|