Trading Metrics calculated at close of trading on 07-Jun-2000 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jun-2000 |
07-Jun-2000 |
Change |
Change % |
Previous Week |
Open |
10,815.30 |
10,735.60 |
-79.70 |
-0.7% |
10,302.30 |
High |
10,822.60 |
10,848.40 |
25.80 |
0.2% |
10,846.10 |
Low |
10,707.70 |
10,695.20 |
-12.50 |
-0.1% |
10,302.30 |
Close |
10,735.60 |
10,812.90 |
77.30 |
0.7% |
10,794.80 |
Range |
114.90 |
153.20 |
38.30 |
33.3% |
543.80 |
ATR |
184.47 |
182.24 |
-2.23 |
-1.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 07-Jun-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,245.10 |
11,182.20 |
10,897.16 |
|
R3 |
11,091.90 |
11,029.00 |
10,855.03 |
|
R2 |
10,938.70 |
10,938.70 |
10,840.99 |
|
R1 |
10,875.80 |
10,875.80 |
10,826.94 |
10,907.25 |
PP |
10,785.50 |
10,785.50 |
10,785.50 |
10,801.23 |
S1 |
10,722.60 |
10,722.60 |
10,798.86 |
10,754.05 |
S2 |
10,632.30 |
10,632.30 |
10,784.81 |
|
S3 |
10,479.10 |
10,569.40 |
10,770.77 |
|
S4 |
10,325.90 |
10,416.20 |
10,728.64 |
|
|
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 |
10,513.10 |
349.90 |
3.2% |
145.04 |
1.3% |
86% |
False |
False |
|
10 |
10,863.00 |
10,258.80 |
604.20 |
5.6% |
167.22 |
1.5% |
92% |
False |
False |
|
20 |
10,971.20 |
10,258.80 |
712.40 |
6.6% |
175.88 |
1.6% |
78% |
False |
False |
|
40 |
11,425.50 |
10,201.50 |
1,224.00 |
11.3% |
208.03 |
1.9% |
50% |
False |
False |
|
60 |
11,425.50 |
9,776.49 |
1,649.01 |
15.3% |
223.96 |
2.1% |
63% |
False |
False |
|
80 |
11,425.50 |
9,731.81 |
1,693.69 |
15.7% |
227.06 |
2.1% |
64% |
False |
False |
|
100 |
11,750.30 |
9,731.81 |
2,018.49 |
18.7% |
221.98 |
2.1% |
54% |
False |
False |
|
120 |
11,750.30 |
9,731.81 |
2,018.49 |
18.7% |
212.81 |
2.0% |
54% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,499.50 |
2.618 |
11,249.48 |
1.618 |
11,096.28 |
1.000 |
11,001.60 |
0.618 |
10,943.08 |
HIGH |
10,848.40 |
0.618 |
10,789.88 |
0.500 |
10,771.80 |
0.382 |
10,753.72 |
LOW |
10,695.20 |
0.618 |
10,600.52 |
1.000 |
10,542.00 |
1.618 |
10,447.32 |
2.618 |
10,294.12 |
4.250 |
10,044.10 |
|
|
Fisher Pivots for day following 07-Jun-2000 |
Pivot |
1 day |
3 day |
R1 |
10,799.20 |
10,801.63 |
PP |
10,785.50 |
10,790.37 |
S1 |
10,771.80 |
10,779.10 |
|