Trading Metrics calculated at close of trading on 14-Jun-2000 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2000 |
14-Jun-2000 |
Change |
Change % |
Previous Week |
Open |
10,564.20 |
10,624.70 |
60.50 |
0.6% |
10,794.80 |
High |
10,654.70 |
10,737.70 |
83.00 |
0.8% |
10,863.00 |
Low |
10,492.80 |
10,624.70 |
131.90 |
1.3% |
10,588.30 |
Close |
10,621.80 |
10,688.00 |
66.20 |
0.6% |
10,614.10 |
Range |
161.90 |
113.00 |
-48.90 |
-30.2% |
274.70 |
ATR |
174.48 |
170.29 |
-4.18 |
-2.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 14-Jun-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,022.47 |
10,968.23 |
10,750.15 |
|
R3 |
10,909.47 |
10,855.23 |
10,719.08 |
|
R2 |
10,796.47 |
10,796.47 |
10,708.72 |
|
R1 |
10,742.23 |
10,742.23 |
10,698.36 |
10,769.35 |
PP |
10,683.47 |
10,683.47 |
10,683.47 |
10,697.03 |
S1 |
10,629.23 |
10,629.23 |
10,677.64 |
10,656.35 |
S2 |
10,570.47 |
10,570.47 |
10,667.28 |
|
S3 |
10,457.47 |
10,516.23 |
10,656.93 |
|
S4 |
10,344.47 |
10,403.23 |
10,625.85 |
|
|
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 |
10,823.70 |
10,492.80 |
330.90 |
3.1% |
145.36 |
1.4% |
59% |
False |
False |
|
10 |
10,863.00 |
10,492.80 |
370.20 |
3.5% |
145.20 |
1.4% |
53% |
False |
False |
|
20 |
10,930.60 |
10,258.80 |
671.80 |
6.3% |
165.31 |
1.5% |
64% |
False |
False |
|
40 |
11,141.90 |
10,258.80 |
883.10 |
8.3% |
179.61 |
1.7% |
49% |
False |
False |
|
60 |
11,425.50 |
10,201.50 |
1,224.00 |
11.5% |
211.62 |
2.0% |
40% |
False |
False |
|
80 |
11,425.50 |
9,731.81 |
1,693.69 |
15.8% |
222.36 |
2.1% |
56% |
False |
False |
|
100 |
11,425.50 |
9,731.81 |
1,693.69 |
15.8% |
220.45 |
2.1% |
56% |
False |
False |
|
120 |
11,750.30 |
9,731.81 |
2,018.49 |
18.9% |
213.33 |
2.0% |
47% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,217.95 |
2.618 |
11,033.53 |
1.618 |
10,920.53 |
1.000 |
10,850.70 |
0.618 |
10,807.53 |
HIGH |
10,737.70 |
0.618 |
10,694.53 |
0.500 |
10,681.20 |
0.382 |
10,667.87 |
LOW |
10,624.70 |
0.618 |
10,554.87 |
1.000 |
10,511.70 |
1.618 |
10,441.87 |
2.618 |
10,328.87 |
4.250 |
10,144.45 |
|
|
Fisher Pivots for day following 14-Jun-2000 |
Pivot |
1 day |
3 day |
R1 |
10,685.73 |
10,663.75 |
PP |
10,683.47 |
10,639.50 |
S1 |
10,681.20 |
10,615.25 |
|