Trading Metrics calculated at close of trading on 02-Jun-2000 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jun-2000 |
02-Jun-2000 |
Change |
Change % |
Previous Week |
Open |
10,549.70 |
10,660.10 |
110.40 |
1.0% |
10,302.30 |
High |
10,673.50 |
10,846.10 |
172.60 |
1.6% |
10,846.10 |
Low |
10,513.10 |
10,660.10 |
147.00 |
1.4% |
10,302.30 |
Close |
10,652.20 |
10,794.80 |
142.60 |
1.3% |
10,794.80 |
Range |
160.40 |
186.00 |
25.60 |
16.0% |
543.80 |
ATR |
196.07 |
195.91 |
-0.15 |
-0.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 02-Jun-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,325.00 |
11,245.90 |
10,897.10 |
|
R3 |
11,139.00 |
11,059.90 |
10,845.95 |
|
R2 |
10,953.00 |
10,953.00 |
10,828.90 |
|
R1 |
10,873.90 |
10,873.90 |
10,811.85 |
10,913.45 |
PP |
10,767.00 |
10,767.00 |
10,767.00 |
10,786.78 |
S1 |
10,687.90 |
10,687.90 |
10,777.75 |
10,727.45 |
S2 |
10,581.00 |
10,581.00 |
10,760.70 |
|
S3 |
10,395.00 |
10,501.90 |
10,743.65 |
|
S4 |
10,209.00 |
10,315.90 |
10,692.50 |
|
|
Weekly Pivots for week ending 02-Jun-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,279.13 |
12,080.77 |
11,093.89 |
|
R3 |
11,735.33 |
11,536.97 |
10,944.35 |
|
R2 |
11,191.53 |
11,191.53 |
10,894.50 |
|
R1 |
10,993.17 |
10,993.17 |
10,844.65 |
11,092.35 |
PP |
10,647.73 |
10,647.73 |
10,647.73 |
10,697.33 |
S1 |
10,449.37 |
10,449.37 |
10,744.95 |
10,548.55 |
S2 |
10,103.93 |
10,103.93 |
10,695.10 |
|
S3 |
9,560.13 |
9,905.57 |
10,645.26 |
|
S4 |
9,016.33 |
9,361.77 |
10,495.71 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
10,846.10 |
10,258.80 |
587.30 |
5.4% |
161.96 |
1.5% |
91% |
True |
False |
|
10 |
10,846.10 |
10,258.80 |
587.30 |
5.4% |
192.26 |
1.8% |
91% |
True |
False |
|
20 |
10,971.20 |
10,258.80 |
712.40 |
6.6% |
181.26 |
1.7% |
75% |
False |
False |
|
40 |
11,425.50 |
10,201.50 |
1,224.00 |
11.3% |
210.85 |
2.0% |
48% |
False |
False |
|
60 |
11,425.50 |
9,735.54 |
1,689.96 |
15.7% |
229.62 |
2.1% |
63% |
False |
False |
|
80 |
11,425.50 |
9,731.81 |
1,693.69 |
15.7% |
230.61 |
2.1% |
63% |
False |
False |
|
100 |
11,750.30 |
9,731.81 |
2,018.49 |
18.7% |
222.19 |
2.1% |
53% |
False |
False |
|
120 |
11,750.30 |
9,731.81 |
2,018.49 |
18.7% |
212.43 |
2.0% |
53% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,636.60 |
2.618 |
11,333.05 |
1.618 |
11,147.05 |
1.000 |
11,032.10 |
0.618 |
10,961.05 |
HIGH |
10,846.10 |
0.618 |
10,775.05 |
0.500 |
10,753.10 |
0.382 |
10,731.15 |
LOW |
10,660.10 |
0.618 |
10,545.15 |
1.000 |
10,474.10 |
1.618 |
10,359.15 |
2.618 |
10,173.15 |
4.250 |
9,869.60 |
|
|
Fisher Pivots for day following 02-Jun-2000 |
Pivot |
1 day |
3 day |
R1 |
10,780.90 |
10,752.68 |
PP |
10,767.00 |
10,710.57 |
S1 |
10,753.10 |
10,668.45 |
|