Trading Metrics calculated at close of trading on 21-Jun-2000 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jun-2000 |
21-Jun-2000 |
Change |
Change % |
Previous Week |
Open |
10,557.80 |
10,435.20 |
-122.60 |
-1.2% |
10,614.10 |
High |
10,561.40 |
10,521.10 |
-40.30 |
-0.4% |
10,763.70 |
Low |
10,407.90 |
10,410.10 |
2.20 |
0.0% |
10,449.30 |
Close |
10,435.20 |
10,497.70 |
62.50 |
0.6% |
10,449.30 |
Range |
153.50 |
111.00 |
-42.50 |
-27.7% |
314.40 |
ATR |
170.38 |
166.14 |
-4.24 |
-2.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 21-Jun-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,809.30 |
10,764.50 |
10,558.75 |
|
R3 |
10,698.30 |
10,653.50 |
10,528.23 |
|
R2 |
10,587.30 |
10,587.30 |
10,518.05 |
|
R1 |
10,542.50 |
10,542.50 |
10,507.88 |
10,564.90 |
PP |
10,476.30 |
10,476.30 |
10,476.30 |
10,487.50 |
S1 |
10,431.50 |
10,431.50 |
10,487.53 |
10,453.90 |
S2 |
10,365.30 |
10,365.30 |
10,477.35 |
|
S3 |
10,254.30 |
10,320.50 |
10,467.18 |
|
S4 |
10,143.30 |
10,209.50 |
10,436.65 |
|
|
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% |
158.36 |
1.5% |
25% |
False |
False |
|
10 |
10,823.70 |
10,407.90 |
415.80 |
4.0% |
151.86 |
1.4% |
22% |
False |
False |
|
20 |
10,863.00 |
10,258.80 |
604.20 |
5.8% |
159.54 |
1.5% |
40% |
False |
False |
|
40 |
11,141.90 |
10,258.80 |
883.10 |
8.4% |
174.13 |
1.7% |
27% |
False |
False |
|
60 |
11,425.50 |
10,201.50 |
1,224.00 |
11.7% |
206.23 |
2.0% |
24% |
False |
False |
|
80 |
11,425.50 |
9,731.81 |
1,693.69 |
16.1% |
215.73 |
2.1% |
45% |
False |
False |
|
100 |
11,425.50 |
9,731.81 |
1,693.69 |
16.1% |
215.26 |
2.1% |
45% |
False |
False |
|
120 |
11,750.30 |
9,731.81 |
2,018.49 |
19.2% |
214.01 |
2.0% |
38% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,992.85 |
2.618 |
10,811.70 |
1.618 |
10,700.70 |
1.000 |
10,632.10 |
0.618 |
10,589.70 |
HIGH |
10,521.10 |
0.618 |
10,478.70 |
0.500 |
10,465.60 |
0.382 |
10,452.50 |
LOW |
10,410.10 |
0.618 |
10,341.50 |
1.000 |
10,299.10 |
1.618 |
10,230.50 |
2.618 |
10,119.50 |
4.250 |
9,938.35 |
|
|
Fisher Pivots for day following 21-Jun-2000 |
Pivot |
1 day |
3 day |
R1 |
10,487.00 |
10,502.65 |
PP |
10,476.30 |
10,501.00 |
S1 |
10,465.60 |
10,499.35 |
|