Trading Metrics calculated at close of trading on 08-Jun-2000 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jun-2000 |
08-Jun-2000 |
Change |
Change % |
Previous Week |
Open |
10,735.60 |
10,812.90 |
77.30 |
0.7% |
10,302.30 |
High |
10,848.40 |
10,823.70 |
-24.70 |
-0.2% |
10,846.10 |
Low |
10,695.20 |
10,635.70 |
-59.50 |
-0.6% |
10,302.30 |
Close |
10,812.90 |
10,668.70 |
-144.20 |
-1.3% |
10,794.80 |
Range |
153.20 |
188.00 |
34.80 |
22.7% |
543.80 |
ATR |
182.24 |
182.65 |
0.41 |
0.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 08-Jun-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,273.37 |
11,159.03 |
10,772.10 |
|
R3 |
11,085.37 |
10,971.03 |
10,720.40 |
|
R2 |
10,897.37 |
10,897.37 |
10,703.17 |
|
R1 |
10,783.03 |
10,783.03 |
10,685.93 |
10,746.20 |
PP |
10,709.37 |
10,709.37 |
10,709.37 |
10,690.95 |
S1 |
10,595.03 |
10,595.03 |
10,651.47 |
10,558.20 |
S2 |
10,521.37 |
10,521.37 |
10,634.23 |
|
S3 |
10,333.37 |
10,407.03 |
10,617.00 |
|
S4 |
10,145.37 |
10,219.03 |
10,565.30 |
|
|
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 |
10,635.70 |
227.30 |
2.1% |
150.56 |
1.4% |
15% |
False |
True |
|
10 |
10,863.00 |
10,258.80 |
604.20 |
5.7% |
166.93 |
1.6% |
68% |
False |
False |
|
20 |
10,971.20 |
10,258.80 |
712.40 |
6.7% |
173.23 |
1.6% |
58% |
False |
False |
|
40 |
11,425.50 |
10,201.50 |
1,224.00 |
11.5% |
206.26 |
1.9% |
38% |
False |
False |
|
60 |
11,425.50 |
9,776.49 |
1,649.01 |
15.5% |
223.22 |
2.1% |
54% |
False |
False |
|
80 |
11,425.50 |
9,731.81 |
1,693.69 |
15.9% |
227.93 |
2.1% |
55% |
False |
False |
|
100 |
11,720.10 |
9,731.81 |
1,988.29 |
18.6% |
222.48 |
2.1% |
47% |
False |
False |
|
120 |
11,750.30 |
9,731.81 |
2,018.49 |
18.9% |
213.37 |
2.0% |
46% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,622.70 |
2.618 |
11,315.88 |
1.618 |
11,127.88 |
1.000 |
11,011.70 |
0.618 |
10,939.88 |
HIGH |
10,823.70 |
0.618 |
10,751.88 |
0.500 |
10,729.70 |
0.382 |
10,707.52 |
LOW |
10,635.70 |
0.618 |
10,519.52 |
1.000 |
10,447.70 |
1.618 |
10,331.52 |
2.618 |
10,143.52 |
4.250 |
9,836.70 |
|
|
Fisher Pivots for day following 08-Jun-2000 |
Pivot |
1 day |
3 day |
R1 |
10,729.70 |
10,742.05 |
PP |
10,709.37 |
10,717.60 |
S1 |
10,689.03 |
10,693.15 |
|