Trading Metrics calculated at close of trading on 22-Jun-2000 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jun-2000 |
22-Jun-2000 |
Change |
Change % |
Previous Week |
Open |
10,435.20 |
10,496.00 |
60.80 |
0.6% |
10,614.10 |
High |
10,521.10 |
10,496.00 |
-25.10 |
-0.2% |
10,763.70 |
Low |
10,410.10 |
10,335.50 |
-74.60 |
-0.7% |
10,449.30 |
Close |
10,497.70 |
10,376.10 |
-121.60 |
-1.2% |
10,449.30 |
Range |
111.00 |
160.50 |
49.50 |
44.6% |
314.40 |
ATR |
166.14 |
165.85 |
-0.28 |
-0.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 22-Jun-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,884.03 |
10,790.57 |
10,464.38 |
|
R3 |
10,723.53 |
10,630.07 |
10,420.24 |
|
R2 |
10,563.03 |
10,563.03 |
10,405.53 |
|
R1 |
10,469.57 |
10,469.57 |
10,390.81 |
10,436.05 |
PP |
10,402.53 |
10,402.53 |
10,402.53 |
10,385.78 |
S1 |
10,309.07 |
10,309.07 |
10,361.39 |
10,275.55 |
S2 |
10,242.03 |
10,242.03 |
10,346.68 |
|
S3 |
10,081.53 |
10,148.57 |
10,331.96 |
|
S4 |
9,921.03 |
9,988.07 |
10,287.83 |
|
|
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 |
10,724.80 |
10,335.50 |
389.30 |
3.8% |
171.56 |
1.7% |
10% |
False |
True |
|
10 |
10,763.80 |
10,335.50 |
428.30 |
4.1% |
149.11 |
1.4% |
9% |
False |
True |
|
20 |
10,863.00 |
10,258.80 |
604.20 |
5.8% |
158.02 |
1.5% |
19% |
False |
False |
|
40 |
10,971.20 |
10,258.80 |
712.40 |
6.9% |
172.15 |
1.7% |
16% |
False |
False |
|
60 |
11,425.50 |
10,201.50 |
1,224.00 |
11.8% |
206.22 |
2.0% |
14% |
False |
False |
|
80 |
11,425.50 |
9,731.81 |
1,693.69 |
16.3% |
215.55 |
2.1% |
38% |
False |
False |
|
100 |
11,425.50 |
9,731.81 |
1,693.69 |
16.3% |
214.31 |
2.1% |
38% |
False |
False |
|
120 |
11,750.30 |
9,731.81 |
2,018.49 |
19.5% |
214.52 |
2.1% |
32% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,178.13 |
2.618 |
10,916.19 |
1.618 |
10,755.69 |
1.000 |
10,656.50 |
0.618 |
10,595.19 |
HIGH |
10,496.00 |
0.618 |
10,434.69 |
0.500 |
10,415.75 |
0.382 |
10,396.81 |
LOW |
10,335.50 |
0.618 |
10,236.31 |
1.000 |
10,175.00 |
1.618 |
10,075.81 |
2.618 |
9,915.31 |
4.250 |
9,653.38 |
|
|
Fisher Pivots for day following 22-Jun-2000 |
Pivot |
1 day |
3 day |
R1 |
10,415.75 |
10,448.45 |
PP |
10,402.53 |
10,424.33 |
S1 |
10,389.32 |
10,400.22 |
|