Trading Metrics calculated at close of trading on 09-Jun-2000 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2000 |
09-Jun-2000 |
Change |
Change % |
Previous Week |
Open |
10,812.90 |
10,668.70 |
-144.20 |
-1.3% |
10,794.80 |
High |
10,823.70 |
10,763.80 |
-59.90 |
-0.6% |
10,863.00 |
Low |
10,635.70 |
10,588.30 |
-47.40 |
-0.4% |
10,588.30 |
Close |
10,668.70 |
10,614.10 |
-54.60 |
-0.5% |
10,614.10 |
Range |
188.00 |
175.50 |
-12.50 |
-6.6% |
274.70 |
ATR |
182.65 |
182.14 |
-0.51 |
-0.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 09-Jun-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,181.90 |
11,073.50 |
10,710.63 |
|
R3 |
11,006.40 |
10,898.00 |
10,662.36 |
|
R2 |
10,830.90 |
10,830.90 |
10,646.28 |
|
R1 |
10,722.50 |
10,722.50 |
10,630.19 |
10,688.95 |
PP |
10,655.40 |
10,655.40 |
10,655.40 |
10,638.63 |
S1 |
10,547.00 |
10,547.00 |
10,598.01 |
10,513.45 |
S2 |
10,479.90 |
10,479.90 |
10,581.93 |
|
S3 |
10,304.40 |
10,371.50 |
10,565.84 |
|
S4 |
10,128.90 |
10,196.00 |
10,517.58 |
|
|
Weekly Pivots for week ending 09-Jun-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,512.57 |
11,338.03 |
10,765.19 |
|
R3 |
11,237.87 |
11,063.33 |
10,689.64 |
|
R2 |
10,963.17 |
10,963.17 |
10,664.46 |
|
R1 |
10,788.63 |
10,788.63 |
10,639.28 |
10,738.55 |
PP |
10,688.47 |
10,688.47 |
10,688.47 |
10,663.43 |
S1 |
10,513.93 |
10,513.93 |
10,588.92 |
10,463.85 |
S2 |
10,413.77 |
10,413.77 |
10,563.74 |
|
S3 |
10,139.07 |
10,239.23 |
10,538.56 |
|
S4 |
9,864.37 |
9,964.53 |
10,463.02 |
|
|
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 |
10,588.30 |
274.70 |
2.6% |
148.46 |
1.4% |
9% |
False |
True |
|
10 |
10,863.00 |
10,258.80 |
604.20 |
5.7% |
155.21 |
1.5% |
59% |
False |
False |
|
20 |
10,971.20 |
10,258.80 |
712.40 |
6.7% |
171.71 |
1.6% |
50% |
False |
False |
|
40 |
11,144.10 |
10,201.50 |
942.60 |
8.9% |
202.93 |
1.9% |
44% |
False |
False |
|
60 |
11,425.50 |
10,138.30 |
1,287.20 |
12.1% |
219.42 |
2.1% |
37% |
False |
False |
|
80 |
11,425.50 |
9,731.81 |
1,693.69 |
16.0% |
226.76 |
2.1% |
52% |
False |
False |
|
100 |
11,574.70 |
9,731.81 |
1,842.89 |
17.4% |
222.50 |
2.1% |
48% |
False |
False |
|
120 |
11,750.30 |
9,731.81 |
2,018.49 |
19.0% |
213.78 |
2.0% |
44% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,509.68 |
2.618 |
11,223.26 |
1.618 |
11,047.76 |
1.000 |
10,939.30 |
0.618 |
10,872.26 |
HIGH |
10,763.80 |
0.618 |
10,696.76 |
0.500 |
10,676.05 |
0.382 |
10,655.34 |
LOW |
10,588.30 |
0.618 |
10,479.84 |
1.000 |
10,412.80 |
1.618 |
10,304.34 |
2.618 |
10,128.84 |
4.250 |
9,842.43 |
|
|
Fisher Pivots for day following 09-Jun-2000 |
Pivot |
1 day |
3 day |
R1 |
10,676.05 |
10,718.35 |
PP |
10,655.40 |
10,683.60 |
S1 |
10,634.75 |
10,648.85 |
|