Trading Metrics calculated at close of trading on 26-Jun-2000 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jun-2000 |
26-Jun-2000 |
Change |
Change % |
Previous Week |
Open |
10,431.30 |
10,476.50 |
45.20 |
0.4% |
10,449.30 |
High |
10,478.70 |
10,566.70 |
88.00 |
0.8% |
10,597.40 |
Low |
10,376.50 |
10,403.70 |
27.20 |
0.3% |
10,335.50 |
Close |
10,404.80 |
10,543.00 |
138.20 |
1.3% |
10,404.80 |
Range |
102.20 |
163.00 |
60.80 |
59.5% |
261.90 |
ATR |
161.34 |
161.46 |
0.12 |
0.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 26-Jun-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,993.47 |
10,931.23 |
10,632.65 |
|
R3 |
10,830.47 |
10,768.23 |
10,587.83 |
|
R2 |
10,667.47 |
10,667.47 |
10,572.88 |
|
R1 |
10,605.23 |
10,605.23 |
10,557.94 |
10,636.35 |
PP |
10,504.47 |
10,504.47 |
10,504.47 |
10,520.03 |
S1 |
10,442.23 |
10,442.23 |
10,528.06 |
10,473.35 |
S2 |
10,341.47 |
10,341.47 |
10,513.12 |
|
S3 |
10,178.47 |
10,279.23 |
10,498.18 |
|
S4 |
10,015.47 |
10,116.23 |
10,453.35 |
|
|
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 |
10,566.70 |
10,335.50 |
231.20 |
2.2% |
138.04 |
1.3% |
90% |
True |
False |
|
10 |
10,763.70 |
10,335.50 |
428.20 |
4.1% |
149.24 |
1.4% |
48% |
False |
False |
|
20 |
10,863.00 |
10,302.30 |
560.70 |
5.3% |
150.20 |
1.4% |
43% |
False |
False |
|
40 |
10,971.20 |
10,258.80 |
712.40 |
6.8% |
167.82 |
1.6% |
40% |
False |
False |
|
60 |
11,425.50 |
10,201.50 |
1,224.00 |
11.6% |
203.66 |
1.9% |
28% |
False |
False |
|
80 |
11,425.50 |
9,731.81 |
1,693.69 |
16.1% |
216.24 |
2.1% |
48% |
False |
False |
|
100 |
11,425.50 |
9,731.81 |
1,693.69 |
16.1% |
213.99 |
2.0% |
48% |
False |
False |
|
120 |
11,750.30 |
9,731.81 |
2,018.49 |
19.1% |
211.90 |
2.0% |
40% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,259.45 |
2.618 |
10,993.43 |
1.618 |
10,830.43 |
1.000 |
10,729.70 |
0.618 |
10,667.43 |
HIGH |
10,566.70 |
0.618 |
10,504.43 |
0.500 |
10,485.20 |
0.382 |
10,465.97 |
LOW |
10,403.70 |
0.618 |
10,302.97 |
1.000 |
10,240.70 |
1.618 |
10,139.97 |
2.618 |
9,976.97 |
4.250 |
9,710.95 |
|
|
Fisher Pivots for day following 26-Jun-2000 |
Pivot |
1 day |
3 day |
R1 |
10,523.73 |
10,512.37 |
PP |
10,504.47 |
10,481.73 |
S1 |
10,485.20 |
10,451.10 |
|