Trading Metrics calculated at close of trading on 16-Jun-2000 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2000 |
16-Jun-2000 |
Change |
Change % |
Previous Week |
Open |
10,688.00 |
10,714.80 |
26.80 |
0.3% |
10,614.10 |
High |
10,763.70 |
10,724.80 |
-38.90 |
-0.4% |
10,763.70 |
Low |
10,669.20 |
10,449.30 |
-219.90 |
-2.1% |
10,449.30 |
Close |
10,714.80 |
10,449.30 |
-265.50 |
-2.5% |
10,449.30 |
Range |
94.50 |
275.50 |
181.00 |
191.5% |
314.40 |
ATR |
164.88 |
172.78 |
7.90 |
4.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 16-Jun-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,367.63 |
11,183.97 |
10,600.83 |
|
R3 |
11,092.13 |
10,908.47 |
10,525.06 |
|
R2 |
10,816.63 |
10,816.63 |
10,499.81 |
|
R1 |
10,632.97 |
10,632.97 |
10,474.55 |
10,587.05 |
PP |
10,541.13 |
10,541.13 |
10,541.13 |
10,518.18 |
S1 |
10,357.47 |
10,357.47 |
10,424.05 |
10,311.55 |
S2 |
10,265.63 |
10,265.63 |
10,398.79 |
|
S3 |
9,990.13 |
10,081.97 |
10,373.54 |
|
S4 |
9,714.63 |
9,806.47 |
10,297.78 |
|
|
Weekly Pivots for week ending 16-Jun-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,497.30 |
11,287.70 |
10,622.22 |
|
R3 |
11,182.90 |
10,973.30 |
10,535.76 |
|
R2 |
10,868.50 |
10,868.50 |
10,506.94 |
|
R1 |
10,658.90 |
10,658.90 |
10,478.12 |
10,606.50 |
PP |
10,554.10 |
10,554.10 |
10,554.10 |
10,527.90 |
S1 |
10,344.50 |
10,344.50 |
10,420.48 |
10,292.10 |
S2 |
10,239.70 |
10,239.70 |
10,391.66 |
|
S3 |
9,925.30 |
10,030.10 |
10,362.84 |
|
S4 |
9,610.90 |
9,715.70 |
10,276.38 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
10,763.70 |
10,449.30 |
314.40 |
3.0% |
146.66 |
1.4% |
0% |
False |
True |
|
10 |
10,863.00 |
10,449.30 |
413.70 |
4.0% |
147.56 |
1.4% |
0% |
False |
True |
|
20 |
10,863.00 |
10,258.80 |
604.20 |
5.8% |
169.91 |
1.6% |
32% |
False |
False |
|
40 |
11,141.90 |
10,258.80 |
883.10 |
8.5% |
179.87 |
1.7% |
22% |
False |
False |
|
60 |
11,425.50 |
10,201.50 |
1,224.00 |
11.7% |
210.59 |
2.0% |
20% |
False |
False |
|
80 |
11,425.50 |
9,731.81 |
1,693.69 |
16.2% |
221.91 |
2.1% |
42% |
False |
False |
|
100 |
11,425.50 |
9,731.81 |
1,693.69 |
16.2% |
217.70 |
2.1% |
42% |
False |
False |
|
120 |
11,750.30 |
9,731.81 |
2,018.49 |
19.3% |
213.62 |
2.0% |
36% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,895.68 |
2.618 |
11,446.06 |
1.618 |
11,170.56 |
1.000 |
11,000.30 |
0.618 |
10,895.06 |
HIGH |
10,724.80 |
0.618 |
10,619.56 |
0.500 |
10,587.05 |
0.382 |
10,554.54 |
LOW |
10,449.30 |
0.618 |
10,279.04 |
1.000 |
10,173.80 |
1.618 |
10,003.54 |
2.618 |
9,728.04 |
4.250 |
9,278.43 |
|
|
Fisher Pivots for day following 16-Jun-2000 |
Pivot |
1 day |
3 day |
R1 |
10,587.05 |
10,606.50 |
PP |
10,541.13 |
10,554.10 |
S1 |
10,495.22 |
10,501.70 |
|