Trading Metrics calculated at close of trading on 13-Jun-2000 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2000 |
13-Jun-2000 |
Change |
Change % |
Previous Week |
Open |
10,614.10 |
10,564.20 |
-49.90 |
-0.5% |
10,794.80 |
High |
10,652.60 |
10,654.70 |
2.10 |
0.0% |
10,863.00 |
Low |
10,564.20 |
10,492.80 |
-71.40 |
-0.7% |
10,588.30 |
Close |
10,564.20 |
10,621.80 |
57.60 |
0.5% |
10,614.10 |
Range |
88.40 |
161.90 |
73.50 |
83.1% |
274.70 |
ATR |
175.44 |
174.48 |
-0.97 |
-0.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 13-Jun-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,075.47 |
11,010.53 |
10,710.85 |
|
R3 |
10,913.57 |
10,848.63 |
10,666.32 |
|
R2 |
10,751.67 |
10,751.67 |
10,651.48 |
|
R1 |
10,686.73 |
10,686.73 |
10,636.64 |
10,719.20 |
PP |
10,589.77 |
10,589.77 |
10,589.77 |
10,606.00 |
S1 |
10,524.83 |
10,524.83 |
10,606.96 |
10,557.30 |
S2 |
10,427.87 |
10,427.87 |
10,592.12 |
|
S3 |
10,265.97 |
10,362.93 |
10,577.28 |
|
S4 |
10,104.07 |
10,201.03 |
10,532.76 |
|
|
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 |
10,492.80 |
355.60 |
3.3% |
153.40 |
1.4% |
36% |
False |
True |
|
10 |
10,863.00 |
10,490.80 |
372.20 |
3.5% |
144.76 |
1.4% |
35% |
False |
False |
|
20 |
10,971.20 |
10,258.80 |
712.40 |
6.7% |
167.42 |
1.6% |
51% |
False |
False |
|
40 |
11,141.90 |
10,232.50 |
909.40 |
8.6% |
185.57 |
1.7% |
43% |
False |
False |
|
60 |
11,425.50 |
10,201.50 |
1,224.00 |
11.5% |
212.09 |
2.0% |
34% |
False |
False |
|
80 |
11,425.50 |
9,731.81 |
1,693.69 |
15.9% |
224.92 |
2.1% |
53% |
False |
False |
|
100 |
11,425.50 |
9,731.81 |
1,693.69 |
15.9% |
220.98 |
2.1% |
53% |
False |
False |
|
120 |
11,750.30 |
9,731.81 |
2,018.49 |
19.0% |
213.05 |
2.0% |
44% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,342.78 |
2.618 |
11,078.55 |
1.618 |
10,916.65 |
1.000 |
10,816.60 |
0.618 |
10,754.75 |
HIGH |
10,654.70 |
0.618 |
10,592.85 |
0.500 |
10,573.75 |
0.382 |
10,554.65 |
LOW |
10,492.80 |
0.618 |
10,392.75 |
1.000 |
10,330.90 |
1.618 |
10,230.85 |
2.618 |
10,068.95 |
4.250 |
9,804.73 |
|
|
Fisher Pivots for day following 13-Jun-2000 |
Pivot |
1 day |
3 day |
R1 |
10,605.78 |
10,628.30 |
PP |
10,589.77 |
10,626.13 |
S1 |
10,573.75 |
10,623.97 |
|