Trading Metrics calculated at close of trading on 15-Jun-2000 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2000 |
15-Jun-2000 |
Change |
Change % |
Previous Week |
Open |
10,624.70 |
10,688.00 |
63.30 |
0.6% |
10,794.80 |
High |
10,737.70 |
10,763.70 |
26.00 |
0.2% |
10,863.00 |
Low |
10,624.70 |
10,669.20 |
44.50 |
0.4% |
10,588.30 |
Close |
10,688.00 |
10,714.80 |
26.80 |
0.3% |
10,614.10 |
Range |
113.00 |
94.50 |
-18.50 |
-16.4% |
274.70 |
ATR |
170.29 |
164.88 |
-5.41 |
-3.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 15-Jun-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,999.40 |
10,951.60 |
10,766.78 |
|
R3 |
10,904.90 |
10,857.10 |
10,740.79 |
|
R2 |
10,810.40 |
10,810.40 |
10,732.13 |
|
R1 |
10,762.60 |
10,762.60 |
10,723.46 |
10,786.50 |
PP |
10,715.90 |
10,715.90 |
10,715.90 |
10,727.85 |
S1 |
10,668.10 |
10,668.10 |
10,706.14 |
10,692.00 |
S2 |
10,621.40 |
10,621.40 |
10,697.48 |
|
S3 |
10,526.90 |
10,573.60 |
10,688.81 |
|
S4 |
10,432.40 |
10,479.10 |
10,662.83 |
|
|
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 |
10,763.80 |
10,492.80 |
271.00 |
2.5% |
126.66 |
1.2% |
82% |
False |
False |
|
10 |
10,863.00 |
10,492.80 |
370.20 |
3.5% |
138.61 |
1.3% |
60% |
False |
False |
|
20 |
10,864.30 |
10,258.80 |
605.50 |
5.7% |
161.14 |
1.5% |
75% |
False |
False |
|
40 |
11,141.90 |
10,258.80 |
883.10 |
8.2% |
176.91 |
1.7% |
52% |
False |
False |
|
60 |
11,425.50 |
10,201.50 |
1,224.00 |
11.4% |
208.14 |
1.9% |
42% |
False |
False |
|
80 |
11,425.50 |
9,731.81 |
1,693.69 |
15.8% |
220.63 |
2.1% |
58% |
False |
False |
|
100 |
11,425.50 |
9,731.81 |
1,693.69 |
15.8% |
216.91 |
2.0% |
58% |
False |
False |
|
120 |
11,750.30 |
9,731.81 |
2,018.49 |
18.8% |
212.11 |
2.0% |
49% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,165.33 |
2.618 |
11,011.10 |
1.618 |
10,916.60 |
1.000 |
10,858.20 |
0.618 |
10,822.10 |
HIGH |
10,763.70 |
0.618 |
10,727.60 |
0.500 |
10,716.45 |
0.382 |
10,705.30 |
LOW |
10,669.20 |
0.618 |
10,610.80 |
1.000 |
10,574.70 |
1.618 |
10,516.30 |
2.618 |
10,421.80 |
4.250 |
10,267.58 |
|
|
Fisher Pivots for day following 15-Jun-2000 |
Pivot |
1 day |
3 day |
R1 |
10,716.45 |
10,685.95 |
PP |
10,715.90 |
10,657.10 |
S1 |
10,715.35 |
10,628.25 |
|