Trading Metrics calculated at close of trading on 24-May-2000 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-May-2000 |
24-May-2000 |
Change |
Change % |
Previous Week |
Open |
10,542.50 |
10,422.30 |
-120.20 |
-1.1% |
10,609.40 |
High |
10,557.50 |
10,554.90 |
-2.60 |
0.0% |
10,971.20 |
Low |
10,416.80 |
10,364.00 |
-52.80 |
-0.5% |
10,570.70 |
Close |
10,422.30 |
10,535.40 |
113.10 |
1.1% |
10,626.90 |
Range |
140.70 |
190.90 |
50.20 |
35.7% |
400.50 |
ATR |
204.31 |
203.35 |
-0.96 |
-0.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 24-May-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,057.47 |
10,987.33 |
10,640.40 |
|
R3 |
10,866.57 |
10,796.43 |
10,587.90 |
|
R2 |
10,675.67 |
10,675.67 |
10,570.40 |
|
R1 |
10,605.53 |
10,605.53 |
10,552.90 |
10,640.60 |
PP |
10,484.77 |
10,484.77 |
10,484.77 |
10,502.30 |
S1 |
10,414.63 |
10,414.63 |
10,517.90 |
10,449.70 |
S2 |
10,293.87 |
10,293.87 |
10,500.40 |
|
S3 |
10,102.97 |
10,223.73 |
10,482.90 |
|
S4 |
9,912.07 |
10,032.83 |
10,430.41 |
|
|
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 |
10,864.30 |
10,364.00 |
500.30 |
4.7% |
184.02 |
1.7% |
34% |
False |
True |
|
10 |
10,971.20 |
10,364.00 |
607.20 |
5.8% |
179.52 |
1.7% |
28% |
False |
True |
|
20 |
10,971.20 |
10,292.10 |
679.10 |
6.4% |
186.28 |
1.8% |
36% |
False |
False |
|
40 |
11,425.50 |
10,201.50 |
1,224.00 |
11.6% |
230.32 |
2.2% |
27% |
False |
False |
|
60 |
11,425.50 |
9,731.81 |
1,693.69 |
16.1% |
234.73 |
2.2% |
47% |
False |
False |
|
80 |
11,425.50 |
9,731.81 |
1,693.69 |
16.1% |
228.39 |
2.2% |
47% |
False |
False |
|
100 |
11,750.30 |
9,731.81 |
2,018.49 |
19.2% |
225.82 |
2.1% |
40% |
False |
False |
|
120 |
11,750.30 |
9,731.81 |
2,018.49 |
19.2% |
211.20 |
2.0% |
40% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,366.23 |
2.618 |
11,054.68 |
1.618 |
10,863.78 |
1.000 |
10,745.80 |
0.618 |
10,672.88 |
HIGH |
10,554.90 |
0.618 |
10,481.98 |
0.500 |
10,459.45 |
0.382 |
10,436.92 |
LOW |
10,364.00 |
0.618 |
10,246.02 |
1.000 |
10,173.10 |
1.618 |
10,055.12 |
2.618 |
9,864.22 |
4.250 |
9,552.68 |
|
|
Fisher Pivots for day following 24-May-2000 |
Pivot |
1 day |
3 day |
R1 |
10,510.08 |
10,528.35 |
PP |
10,484.77 |
10,521.30 |
S1 |
10,459.45 |
10,514.25 |
|