Trading Metrics calculated at close of trading on 19-Jun-2000 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jun-2000 |
19-Jun-2000 |
Change |
Change % |
Previous Week |
Open |
10,714.80 |
10,449.30 |
-265.50 |
-2.5% |
10,614.10 |
High |
10,724.80 |
10,597.40 |
-127.40 |
-1.2% |
10,763.70 |
Low |
10,449.30 |
10,440.10 |
-9.20 |
-0.1% |
10,449.30 |
Close |
10,449.30 |
10,557.80 |
108.50 |
1.0% |
10,449.30 |
Range |
275.50 |
157.30 |
-118.20 |
-42.9% |
314.40 |
ATR |
172.78 |
171.67 |
-1.11 |
-0.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 19-Jun-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,003.67 |
10,938.03 |
10,644.32 |
|
R3 |
10,846.37 |
10,780.73 |
10,601.06 |
|
R2 |
10,689.07 |
10,689.07 |
10,586.64 |
|
R1 |
10,623.43 |
10,623.43 |
10,572.22 |
10,656.25 |
PP |
10,531.77 |
10,531.77 |
10,531.77 |
10,548.18 |
S1 |
10,466.13 |
10,466.13 |
10,543.38 |
10,498.95 |
S2 |
10,374.47 |
10,374.47 |
10,528.96 |
|
S3 |
10,217.17 |
10,308.83 |
10,514.54 |
|
S4 |
10,059.87 |
10,151.53 |
10,471.29 |
|
|
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 |
10,440.10 |
323.60 |
3.1% |
160.44 |
1.5% |
36% |
False |
True |
|
10 |
10,848.40 |
10,440.10 |
408.30 |
3.9% |
152.22 |
1.4% |
29% |
False |
True |
|
20 |
10,863.00 |
10,258.80 |
604.20 |
5.7% |
168.10 |
1.6% |
49% |
False |
False |
|
40 |
11,141.90 |
10,258.80 |
883.10 |
8.4% |
179.29 |
1.7% |
34% |
False |
False |
|
60 |
11,425.50 |
10,201.50 |
1,224.00 |
11.6% |
208.12 |
2.0% |
29% |
False |
False |
|
80 |
11,425.50 |
9,731.81 |
1,693.69 |
16.0% |
220.06 |
2.1% |
49% |
False |
False |
|
100 |
11,425.50 |
9,731.81 |
1,693.69 |
16.0% |
217.99 |
2.1% |
49% |
False |
False |
|
120 |
11,750.30 |
9,731.81 |
2,018.49 |
19.1% |
213.81 |
2.0% |
41% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,265.93 |
2.618 |
11,009.21 |
1.618 |
10,851.91 |
1.000 |
10,754.70 |
0.618 |
10,694.61 |
HIGH |
10,597.40 |
0.618 |
10,537.31 |
0.500 |
10,518.75 |
0.382 |
10,500.19 |
LOW |
10,440.10 |
0.618 |
10,342.89 |
1.000 |
10,282.80 |
1.618 |
10,185.59 |
2.618 |
10,028.29 |
4.250 |
9,771.58 |
|
|
Fisher Pivots for day following 19-Jun-2000 |
Pivot |
1 day |
3 day |
R1 |
10,544.78 |
10,601.90 |
PP |
10,531.77 |
10,587.20 |
S1 |
10,518.75 |
10,572.50 |
|