Trading Metrics calculated at close of trading on 23-Jun-2000 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jun-2000 |
23-Jun-2000 |
Change |
Change % |
Previous Week |
Open |
10,496.00 |
10,431.30 |
-64.70 |
-0.6% |
10,449.30 |
High |
10,496.00 |
10,478.70 |
-17.30 |
-0.2% |
10,597.40 |
Low |
10,335.50 |
10,376.50 |
41.00 |
0.4% |
10,335.50 |
Close |
10,376.10 |
10,404.80 |
28.70 |
0.3% |
10,404.80 |
Range |
160.50 |
102.20 |
-58.30 |
-36.3% |
261.90 |
ATR |
165.85 |
161.34 |
-4.52 |
-2.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 23-Jun-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,726.60 |
10,667.90 |
10,461.01 |
|
R3 |
10,624.40 |
10,565.70 |
10,432.91 |
|
R2 |
10,522.20 |
10,522.20 |
10,423.54 |
|
R1 |
10,463.50 |
10,463.50 |
10,414.17 |
10,441.75 |
PP |
10,420.00 |
10,420.00 |
10,420.00 |
10,409.13 |
S1 |
10,361.30 |
10,361.30 |
10,395.43 |
10,339.55 |
S2 |
10,317.80 |
10,317.80 |
10,386.06 |
|
S3 |
10,215.60 |
10,259.10 |
10,376.70 |
|
S4 |
10,113.40 |
10,156.90 |
10,348.59 |
|
|
Weekly Pivots for week ending 23-Jun-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,231.60 |
11,080.10 |
10,548.85 |
|
R3 |
10,969.70 |
10,818.20 |
10,476.82 |
|
R2 |
10,707.80 |
10,707.80 |
10,452.82 |
|
R1 |
10,556.30 |
10,556.30 |
10,428.81 |
10,501.10 |
PP |
10,445.90 |
10,445.90 |
10,445.90 |
10,418.30 |
S1 |
10,294.40 |
10,294.40 |
10,380.79 |
10,239.20 |
S2 |
10,184.00 |
10,184.00 |
10,356.79 |
|
S3 |
9,922.10 |
10,032.50 |
10,332.78 |
|
S4 |
9,660.20 |
9,770.60 |
10,260.76 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
10,597.40 |
10,335.50 |
261.90 |
2.5% |
136.90 |
1.3% |
26% |
False |
False |
|
10 |
10,763.70 |
10,335.50 |
428.20 |
4.1% |
141.78 |
1.4% |
16% |
False |
False |
|
20 |
10,863.00 |
10,258.80 |
604.20 |
5.8% |
148.50 |
1.4% |
24% |
False |
False |
|
40 |
10,971.20 |
10,258.80 |
712.40 |
6.8% |
169.84 |
1.6% |
20% |
False |
False |
|
60 |
11,425.50 |
10,201.50 |
1,224.00 |
11.8% |
204.74 |
2.0% |
17% |
False |
False |
|
80 |
11,425.50 |
9,731.81 |
1,693.69 |
16.3% |
215.56 |
2.1% |
40% |
False |
False |
|
100 |
11,425.50 |
9,731.81 |
1,693.69 |
16.3% |
213.68 |
2.1% |
40% |
False |
False |
|
120 |
11,750.30 |
9,731.81 |
2,018.49 |
19.4% |
213.57 |
2.1% |
33% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,913.05 |
2.618 |
10,746.26 |
1.618 |
10,644.06 |
1.000 |
10,580.90 |
0.618 |
10,541.86 |
HIGH |
10,478.70 |
0.618 |
10,439.66 |
0.500 |
10,427.60 |
0.382 |
10,415.54 |
LOW |
10,376.50 |
0.618 |
10,313.34 |
1.000 |
10,274.30 |
1.618 |
10,211.14 |
2.618 |
10,108.94 |
4.250 |
9,942.15 |
|
|
Fisher Pivots for day following 23-Jun-2000 |
Pivot |
1 day |
3 day |
R1 |
10,427.60 |
10,428.30 |
PP |
10,420.00 |
10,420.47 |
S1 |
10,412.40 |
10,412.63 |
|