Trading Metrics calculated at close of trading on 30-May-2000 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-May-2000 |
30-May-2000 |
Change |
Change % |
Previous Week |
Open |
10,317.10 |
10,302.30 |
-14.80 |
-0.1% |
10,626.90 |
High |
10,387.70 |
10,528.20 |
140.50 |
1.4% |
10,664.50 |
Low |
10,258.80 |
10,302.30 |
43.50 |
0.4% |
10,258.80 |
Close |
10,299.20 |
10,527.10 |
227.90 |
2.2% |
10,299.20 |
Range |
128.90 |
225.90 |
97.00 |
75.3% |
405.70 |
ATR |
203.96 |
205.75 |
1.79 |
0.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 30-May-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,130.23 |
11,054.57 |
10,651.35 |
|
R3 |
10,904.33 |
10,828.67 |
10,589.22 |
|
R2 |
10,678.43 |
10,678.43 |
10,568.52 |
|
R1 |
10,602.77 |
10,602.77 |
10,547.81 |
10,640.60 |
PP |
10,452.53 |
10,452.53 |
10,452.53 |
10,471.45 |
S1 |
10,376.87 |
10,376.87 |
10,506.39 |
10,414.70 |
S2 |
10,226.63 |
10,226.63 |
10,485.69 |
|
S3 |
10,000.73 |
10,150.97 |
10,464.98 |
|
S4 |
9,774.83 |
9,925.07 |
10,402.86 |
|
|
Weekly Pivots for week ending 26-May-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,624.60 |
11,367.60 |
10,522.34 |
|
R3 |
11,218.90 |
10,961.90 |
10,410.77 |
|
R2 |
10,813.20 |
10,813.20 |
10,373.58 |
|
R1 |
10,556.20 |
10,556.20 |
10,336.39 |
10,481.85 |
PP |
10,407.50 |
10,407.50 |
10,407.50 |
10,370.33 |
S1 |
10,150.50 |
10,150.50 |
10,262.01 |
10,076.15 |
S2 |
10,001.80 |
10,001.80 |
10,224.82 |
|
S3 |
9,596.10 |
9,744.80 |
10,187.63 |
|
S4 |
9,190.40 |
9,339.10 |
10,076.07 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
10,558.70 |
10,258.80 |
299.90 |
2.8% |
195.82 |
1.9% |
89% |
False |
False |
|
10 |
10,971.20 |
10,258.80 |
712.40 |
6.8% |
190.08 |
1.8% |
38% |
False |
False |
|
20 |
10,971.20 |
10,258.80 |
712.40 |
6.8% |
186.62 |
1.8% |
38% |
False |
False |
|
40 |
11,425.50 |
10,201.50 |
1,224.00 |
11.6% |
231.39 |
2.2% |
27% |
False |
False |
|
60 |
11,425.50 |
9,731.81 |
1,693.69 |
16.1% |
237.47 |
2.3% |
47% |
False |
False |
|
80 |
11,425.50 |
9,731.81 |
1,693.69 |
16.1% |
229.80 |
2.2% |
47% |
False |
False |
|
100 |
11,750.30 |
9,731.81 |
2,018.49 |
19.2% |
223.73 |
2.1% |
39% |
False |
False |
|
120 |
11,750.30 |
9,731.81 |
2,018.49 |
19.2% |
212.05 |
2.0% |
39% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,488.28 |
2.618 |
11,119.61 |
1.618 |
10,893.71 |
1.000 |
10,754.10 |
0.618 |
10,667.81 |
HIGH |
10,528.20 |
0.618 |
10,441.91 |
0.500 |
10,415.25 |
0.382 |
10,388.59 |
LOW |
10,302.30 |
0.618 |
10,162.69 |
1.000 |
10,076.40 |
1.618 |
9,936.79 |
2.618 |
9,710.89 |
4.250 |
9,342.23 |
|
|
Fisher Pivots for day following 30-May-2000 |
Pivot |
1 day |
3 day |
R1 |
10,489.82 |
10,487.65 |
PP |
10,452.53 |
10,448.20 |
S1 |
10,415.25 |
10,408.75 |
|