Trading Metrics calculated at close of trading on 31-May-2000 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-May-2000 |
31-May-2000 |
Change |
Change % |
Previous Week |
Open |
10,302.30 |
10,514.20 |
211.90 |
2.1% |
10,626.90 |
High |
10,528.20 |
10,599.40 |
71.20 |
0.7% |
10,664.50 |
Low |
10,302.30 |
10,490.80 |
188.50 |
1.8% |
10,258.80 |
Close |
10,527.10 |
10,522.30 |
-4.80 |
0.0% |
10,299.20 |
Range |
225.90 |
108.60 |
-117.30 |
-51.9% |
405.70 |
ATR |
205.75 |
198.81 |
-6.94 |
-3.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 31-May-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,863.30 |
10,801.40 |
10,582.03 |
|
R3 |
10,754.70 |
10,692.80 |
10,552.17 |
|
R2 |
10,646.10 |
10,646.10 |
10,542.21 |
|
R1 |
10,584.20 |
10,584.20 |
10,532.26 |
10,615.15 |
PP |
10,537.50 |
10,537.50 |
10,537.50 |
10,552.98 |
S1 |
10,475.60 |
10,475.60 |
10,512.35 |
10,506.55 |
S2 |
10,428.90 |
10,428.90 |
10,502.39 |
|
S3 |
10,320.30 |
10,367.00 |
10,492.44 |
|
S4 |
10,211.70 |
10,258.40 |
10,462.57 |
|
|
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 |
10,599.40 |
10,258.80 |
340.60 |
3.2% |
189.40 |
1.8% |
77% |
True |
False |
|
10 |
10,930.60 |
10,258.80 |
671.80 |
6.4% |
185.42 |
1.8% |
39% |
False |
False |
|
20 |
10,971.20 |
10,258.80 |
712.40 |
6.8% |
186.33 |
1.8% |
37% |
False |
False |
|
40 |
11,425.50 |
10,201.50 |
1,224.00 |
11.6% |
225.09 |
2.1% |
26% |
False |
False |
|
60 |
11,425.50 |
9,731.81 |
1,693.69 |
16.1% |
234.91 |
2.2% |
47% |
False |
False |
|
80 |
11,425.50 |
9,731.81 |
1,693.69 |
16.1% |
229.33 |
2.2% |
47% |
False |
False |
|
100 |
11,750.30 |
9,731.81 |
2,018.49 |
19.2% |
222.67 |
2.1% |
39% |
False |
False |
|
120 |
11,750.30 |
9,731.81 |
2,018.49 |
19.2% |
212.09 |
2.0% |
39% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,060.95 |
2.618 |
10,883.71 |
1.618 |
10,775.11 |
1.000 |
10,708.00 |
0.618 |
10,666.51 |
HIGH |
10,599.40 |
0.618 |
10,557.91 |
0.500 |
10,545.10 |
0.382 |
10,532.29 |
LOW |
10,490.80 |
0.618 |
10,423.69 |
1.000 |
10,382.20 |
1.618 |
10,315.09 |
2.618 |
10,206.49 |
4.250 |
10,029.25 |
|
|
Fisher Pivots for day following 31-May-2000 |
Pivot |
1 day |
3 day |
R1 |
10,545.10 |
10,491.23 |
PP |
10,537.50 |
10,460.17 |
S1 |
10,529.90 |
10,429.10 |
|