Trading Metrics calculated at close of trading on 12-Jun-2000 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2000 |
12-Jun-2000 |
Change |
Change % |
Previous Week |
Open |
10,668.70 |
10,614.10 |
-54.60 |
-0.5% |
10,794.80 |
High |
10,763.80 |
10,652.60 |
-111.20 |
-1.0% |
10,863.00 |
Low |
10,588.30 |
10,564.20 |
-24.10 |
-0.2% |
10,588.30 |
Close |
10,614.10 |
10,564.20 |
-49.90 |
-0.5% |
10,614.10 |
Range |
175.50 |
88.40 |
-87.10 |
-49.6% |
274.70 |
ATR |
182.14 |
175.44 |
-6.70 |
-3.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 12-Jun-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,858.87 |
10,799.93 |
10,612.82 |
|
R3 |
10,770.47 |
10,711.53 |
10,588.51 |
|
R2 |
10,682.07 |
10,682.07 |
10,580.41 |
|
R1 |
10,623.13 |
10,623.13 |
10,572.30 |
10,608.40 |
PP |
10,593.67 |
10,593.67 |
10,593.67 |
10,586.30 |
S1 |
10,534.73 |
10,534.73 |
10,556.10 |
10,520.00 |
S2 |
10,505.27 |
10,505.27 |
10,547.99 |
|
S3 |
10,416.87 |
10,446.33 |
10,539.89 |
|
S4 |
10,328.47 |
10,357.93 |
10,515.58 |
|
|
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 |
10,848.40 |
10,564.20 |
284.20 |
2.7% |
144.00 |
1.4% |
0% |
False |
True |
|
10 |
10,863.00 |
10,302.30 |
560.70 |
5.3% |
151.16 |
1.4% |
47% |
False |
False |
|
20 |
10,971.20 |
10,258.80 |
712.40 |
6.7% |
169.64 |
1.6% |
43% |
False |
False |
|
40 |
11,141.90 |
10,201.50 |
940.40 |
8.9% |
199.56 |
1.9% |
39% |
False |
False |
|
60 |
11,425.50 |
10,201.50 |
1,224.00 |
11.6% |
212.66 |
2.0% |
30% |
False |
False |
|
80 |
11,425.50 |
9,731.81 |
1,693.69 |
16.0% |
225.62 |
2.1% |
49% |
False |
False |
|
100 |
11,558.70 |
9,731.81 |
1,826.89 |
17.3% |
222.20 |
2.1% |
46% |
False |
False |
|
120 |
11,750.30 |
9,731.81 |
2,018.49 |
19.1% |
212.86 |
2.0% |
41% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,028.30 |
2.618 |
10,884.03 |
1.618 |
10,795.63 |
1.000 |
10,741.00 |
0.618 |
10,707.23 |
HIGH |
10,652.60 |
0.618 |
10,618.83 |
0.500 |
10,608.40 |
0.382 |
10,597.97 |
LOW |
10,564.20 |
0.618 |
10,509.57 |
1.000 |
10,475.80 |
1.618 |
10,421.17 |
2.618 |
10,332.77 |
4.250 |
10,188.50 |
|
|
Fisher Pivots for day following 12-Jun-2000 |
Pivot |
1 day |
3 day |
R1 |
10,608.40 |
10,693.95 |
PP |
10,593.67 |
10,650.70 |
S1 |
10,578.93 |
10,607.45 |
|