Trading Metrics calculated at close of trading on 27-Jun-2000 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jun-2000 |
27-Jun-2000 |
Change |
Change % |
Previous Week |
Open |
10,476.50 |
10,523.20 |
46.70 |
0.4% |
10,449.30 |
High |
10,566.70 |
10,615.80 |
49.10 |
0.5% |
10,597.40 |
Low |
10,403.70 |
10,504.50 |
100.80 |
1.0% |
10,335.50 |
Close |
10,543.00 |
10,504.50 |
-38.50 |
-0.4% |
10,404.80 |
Range |
163.00 |
111.30 |
-51.70 |
-31.7% |
261.90 |
ATR |
161.46 |
157.87 |
-3.58 |
-2.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 27-Jun-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,875.50 |
10,801.30 |
10,565.72 |
|
R3 |
10,764.20 |
10,690.00 |
10,535.11 |
|
R2 |
10,652.90 |
10,652.90 |
10,524.91 |
|
R1 |
10,578.70 |
10,578.70 |
10,514.70 |
10,560.15 |
PP |
10,541.60 |
10,541.60 |
10,541.60 |
10,532.33 |
S1 |
10,467.40 |
10,467.40 |
10,494.30 |
10,448.85 |
S2 |
10,430.30 |
10,430.30 |
10,484.10 |
|
S3 |
10,319.00 |
10,356.10 |
10,473.89 |
|
S4 |
10,207.70 |
10,244.80 |
10,443.29 |
|
|
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 |
10,615.80 |
10,335.50 |
280.30 |
2.7% |
129.60 |
1.2% |
60% |
True |
False |
|
10 |
10,763.70 |
10,335.50 |
428.20 |
4.1% |
144.18 |
1.4% |
39% |
False |
False |
|
20 |
10,863.00 |
10,335.50 |
527.50 |
5.0% |
144.47 |
1.4% |
32% |
False |
False |
|
40 |
10,971.20 |
10,258.80 |
712.40 |
6.8% |
165.55 |
1.6% |
34% |
False |
False |
|
60 |
11,425.50 |
10,201.50 |
1,224.00 |
11.7% |
202.42 |
1.9% |
25% |
False |
False |
|
80 |
11,425.50 |
9,731.81 |
1,693.69 |
16.1% |
214.22 |
2.0% |
46% |
False |
False |
|
100 |
11,425.50 |
9,731.81 |
1,693.69 |
16.1% |
212.73 |
2.0% |
46% |
False |
False |
|
120 |
11,750.30 |
9,731.81 |
2,018.49 |
19.2% |
210.52 |
2.0% |
38% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,088.83 |
2.618 |
10,907.18 |
1.618 |
10,795.88 |
1.000 |
10,727.10 |
0.618 |
10,684.58 |
HIGH |
10,615.80 |
0.618 |
10,573.28 |
0.500 |
10,560.15 |
0.382 |
10,547.02 |
LOW |
10,504.50 |
0.618 |
10,435.72 |
1.000 |
10,393.20 |
1.618 |
10,324.42 |
2.618 |
10,213.12 |
4.250 |
10,031.48 |
|
|
Fisher Pivots for day following 27-Jun-2000 |
Pivot |
1 day |
3 day |
R1 |
10,560.15 |
10,501.72 |
PP |
10,541.60 |
10,498.93 |
S1 |
10,523.05 |
10,496.15 |
|