Trading Metrics calculated at close of trading on 06-Jun-2000 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jun-2000 |
06-Jun-2000 |
Change |
Change % |
Previous Week |
Open |
10,794.80 |
10,815.30 |
20.50 |
0.2% |
10,302.30 |
High |
10,863.00 |
10,822.60 |
-40.40 |
-0.4% |
10,846.10 |
Low |
10,752.30 |
10,707.70 |
-44.60 |
-0.4% |
10,302.30 |
Close |
10,815.30 |
10,735.60 |
-79.70 |
-0.7% |
10,794.80 |
Range |
110.70 |
114.90 |
4.20 |
3.8% |
543.80 |
ATR |
189.83 |
184.47 |
-5.35 |
-2.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 06-Jun-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,100.00 |
11,032.70 |
10,798.80 |
|
R3 |
10,985.10 |
10,917.80 |
10,767.20 |
|
R2 |
10,870.20 |
10,870.20 |
10,756.67 |
|
R1 |
10,802.90 |
10,802.90 |
10,746.13 |
10,779.10 |
PP |
10,755.30 |
10,755.30 |
10,755.30 |
10,743.40 |
S1 |
10,688.00 |
10,688.00 |
10,725.07 |
10,664.20 |
S2 |
10,640.40 |
10,640.40 |
10,714.54 |
|
S3 |
10,525.50 |
10,573.10 |
10,704.00 |
|
S4 |
10,410.60 |
10,458.20 |
10,672.41 |
|
|
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 |
10,490.80 |
372.20 |
3.5% |
136.12 |
1.3% |
66% |
False |
False |
|
10 |
10,863.00 |
10,258.80 |
604.20 |
5.6% |
165.97 |
1.5% |
79% |
False |
False |
|
20 |
10,971.20 |
10,258.80 |
712.40 |
6.6% |
176.75 |
1.6% |
67% |
False |
False |
|
40 |
11,425.50 |
10,201.50 |
1,224.00 |
11.4% |
208.96 |
1.9% |
44% |
False |
False |
|
60 |
11,425.50 |
9,735.54 |
1,689.96 |
15.7% |
225.79 |
2.1% |
59% |
False |
False |
|
80 |
11,425.50 |
9,731.81 |
1,693.69 |
15.8% |
228.66 |
2.1% |
59% |
False |
False |
|
100 |
11,750.30 |
9,731.81 |
2,018.49 |
18.8% |
221.77 |
2.1% |
50% |
False |
False |
|
120 |
11,750.30 |
9,731.81 |
2,018.49 |
18.8% |
212.80 |
2.0% |
50% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,310.93 |
2.618 |
11,123.41 |
1.618 |
11,008.51 |
1.000 |
10,937.50 |
0.618 |
10,893.61 |
HIGH |
10,822.60 |
0.618 |
10,778.71 |
0.500 |
10,765.15 |
0.382 |
10,751.59 |
LOW |
10,707.70 |
0.618 |
10,636.69 |
1.000 |
10,592.80 |
1.618 |
10,521.79 |
2.618 |
10,406.89 |
4.250 |
10,219.38 |
|
|
Fisher Pivots for day following 06-Jun-2000 |
Pivot |
1 day |
3 day |
R1 |
10,765.15 |
10,761.55 |
PP |
10,755.30 |
10,752.90 |
S1 |
10,745.45 |
10,744.25 |
|