Trading Metrics calculated at close of trading on 20-Jun-2000 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jun-2000 |
20-Jun-2000 |
Change |
Change % |
Previous Week |
Open |
10,449.30 |
10,557.80 |
108.50 |
1.0% |
10,614.10 |
High |
10,597.40 |
10,561.40 |
-36.00 |
-0.3% |
10,763.70 |
Low |
10,440.10 |
10,407.90 |
-32.20 |
-0.3% |
10,449.30 |
Close |
10,557.80 |
10,435.20 |
-122.60 |
-1.2% |
10,449.30 |
Range |
157.30 |
153.50 |
-3.80 |
-2.4% |
314.40 |
ATR |
171.67 |
170.38 |
-1.30 |
-0.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 20-Jun-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,928.67 |
10,835.43 |
10,519.63 |
|
R3 |
10,775.17 |
10,681.93 |
10,477.41 |
|
R2 |
10,621.67 |
10,621.67 |
10,463.34 |
|
R1 |
10,528.43 |
10,528.43 |
10,449.27 |
10,498.30 |
PP |
10,468.17 |
10,468.17 |
10,468.17 |
10,453.10 |
S1 |
10,374.93 |
10,374.93 |
10,421.13 |
10,344.80 |
S2 |
10,314.67 |
10,314.67 |
10,407.06 |
|
S3 |
10,161.17 |
10,221.43 |
10,392.99 |
|
S4 |
10,007.67 |
10,067.93 |
10,350.78 |
|
|
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 |
10,407.90 |
355.80 |
3.4% |
158.76 |
1.5% |
8% |
False |
True |
|
10 |
10,848.40 |
10,407.90 |
440.50 |
4.2% |
156.08 |
1.5% |
6% |
False |
True |
|
20 |
10,863.00 |
10,258.80 |
604.20 |
5.8% |
161.03 |
1.5% |
29% |
False |
False |
|
40 |
11,141.90 |
10,258.80 |
883.10 |
8.5% |
177.75 |
1.7% |
20% |
False |
False |
|
60 |
11,425.50 |
10,201.50 |
1,224.00 |
11.7% |
207.52 |
2.0% |
19% |
False |
False |
|
80 |
11,425.50 |
9,731.81 |
1,693.69 |
16.2% |
218.27 |
2.1% |
42% |
False |
False |
|
100 |
11,425.50 |
9,731.81 |
1,693.69 |
16.2% |
217.04 |
2.1% |
42% |
False |
False |
|
120 |
11,750.30 |
9,731.81 |
2,018.49 |
19.3% |
214.11 |
2.1% |
35% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,213.78 |
2.618 |
10,963.26 |
1.618 |
10,809.76 |
1.000 |
10,714.90 |
0.618 |
10,656.26 |
HIGH |
10,561.40 |
0.618 |
10,502.76 |
0.500 |
10,484.65 |
0.382 |
10,466.54 |
LOW |
10,407.90 |
0.618 |
10,313.04 |
1.000 |
10,254.40 |
1.618 |
10,159.54 |
2.618 |
10,006.04 |
4.250 |
9,755.53 |
|
|
Fisher Pivots for day following 20-Jun-2000 |
Pivot |
1 day |
3 day |
R1 |
10,484.65 |
10,566.35 |
PP |
10,468.17 |
10,522.63 |
S1 |
10,451.68 |
10,478.92 |
|