Trading Metrics calculated at close of trading on 05-Jun-2000 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jun-2000 |
05-Jun-2000 |
Change |
Change % |
Previous Week |
Open |
10,660.10 |
10,794.80 |
134.70 |
1.3% |
10,302.30 |
High |
10,846.10 |
10,863.00 |
16.90 |
0.2% |
10,846.10 |
Low |
10,660.10 |
10,752.30 |
92.20 |
0.9% |
10,302.30 |
Close |
10,794.80 |
10,815.30 |
20.50 |
0.2% |
10,794.80 |
Range |
186.00 |
110.70 |
-75.30 |
-40.5% |
543.80 |
ATR |
195.91 |
189.83 |
-6.09 |
-3.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 05-Jun-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,142.30 |
11,089.50 |
10,876.19 |
|
R3 |
11,031.60 |
10,978.80 |
10,845.74 |
|
R2 |
10,920.90 |
10,920.90 |
10,835.60 |
|
R1 |
10,868.10 |
10,868.10 |
10,825.45 |
10,894.50 |
PP |
10,810.20 |
10,810.20 |
10,810.20 |
10,823.40 |
S1 |
10,757.40 |
10,757.40 |
10,805.15 |
10,783.80 |
S2 |
10,699.50 |
10,699.50 |
10,795.01 |
|
S3 |
10,588.80 |
10,646.70 |
10,784.86 |
|
S4 |
10,478.10 |
10,536.00 |
10,754.42 |
|
|
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 |
10,863.00 |
10,302.30 |
560.70 |
5.2% |
158.32 |
1.5% |
91% |
True |
False |
|
10 |
10,863.00 |
10,258.80 |
604.20 |
5.6% |
183.98 |
1.7% |
92% |
True |
False |
|
20 |
10,971.20 |
10,258.80 |
712.40 |
6.6% |
176.29 |
1.6% |
78% |
False |
False |
|
40 |
11,425.50 |
10,201.50 |
1,224.00 |
11.3% |
209.33 |
1.9% |
50% |
False |
False |
|
60 |
11,425.50 |
9,735.54 |
1,689.96 |
15.6% |
226.94 |
2.1% |
64% |
False |
False |
|
80 |
11,425.50 |
9,731.81 |
1,693.69 |
15.7% |
228.87 |
2.1% |
64% |
False |
False |
|
100 |
11,750.30 |
9,731.81 |
2,018.49 |
18.7% |
221.70 |
2.0% |
54% |
False |
False |
|
120 |
11,750.30 |
9,731.81 |
2,018.49 |
18.7% |
212.61 |
2.0% |
54% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,333.48 |
2.618 |
11,152.81 |
1.618 |
11,042.11 |
1.000 |
10,973.70 |
0.618 |
10,931.41 |
HIGH |
10,863.00 |
0.618 |
10,820.71 |
0.500 |
10,807.65 |
0.382 |
10,794.59 |
LOW |
10,752.30 |
0.618 |
10,683.89 |
1.000 |
10,641.60 |
1.618 |
10,573.19 |
2.618 |
10,462.49 |
4.250 |
10,281.83 |
|
|
Fisher Pivots for day following 05-Jun-2000 |
Pivot |
1 day |
3 day |
R1 |
10,812.75 |
10,772.88 |
PP |
10,810.20 |
10,730.47 |
S1 |
10,807.65 |
10,688.05 |
|