Trading Metrics calculated at close of trading on 28-Jun-2000 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jun-2000 |
28-Jun-2000 |
Change |
Change % |
Previous Week |
Open |
10,523.20 |
10,536.60 |
13.40 |
0.1% |
10,449.30 |
High |
10,615.80 |
10,620.40 |
4.60 |
0.0% |
10,597.40 |
Low |
10,504.50 |
10,506.40 |
1.90 |
0.0% |
10,335.50 |
Close |
10,504.50 |
10,527.80 |
23.30 |
0.2% |
10,404.80 |
Range |
111.30 |
114.00 |
2.70 |
2.4% |
261.90 |
ATR |
157.87 |
154.87 |
-3.00 |
-1.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 28-Jun-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,893.53 |
10,824.67 |
10,590.50 |
|
R3 |
10,779.53 |
10,710.67 |
10,559.15 |
|
R2 |
10,665.53 |
10,665.53 |
10,548.70 |
|
R1 |
10,596.67 |
10,596.67 |
10,538.25 |
10,574.10 |
PP |
10,551.53 |
10,551.53 |
10,551.53 |
10,540.25 |
S1 |
10,482.67 |
10,482.67 |
10,517.35 |
10,460.10 |
S2 |
10,437.53 |
10,437.53 |
10,506.90 |
|
S3 |
10,323.53 |
10,368.67 |
10,496.45 |
|
S4 |
10,209.53 |
10,254.67 |
10,465.10 |
|
|
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 |
10,620.40 |
10,335.50 |
284.90 |
2.7% |
130.20 |
1.2% |
67% |
True |
False |
|
10 |
10,763.70 |
10,335.50 |
428.20 |
4.1% |
144.28 |
1.4% |
45% |
False |
False |
|
20 |
10,863.00 |
10,335.50 |
527.50 |
5.0% |
144.74 |
1.4% |
36% |
False |
False |
|
40 |
10,971.20 |
10,258.80 |
712.40 |
6.8% |
165.53 |
1.6% |
38% |
False |
False |
|
60 |
11,425.50 |
10,201.50 |
1,224.00 |
11.6% |
198.31 |
1.9% |
27% |
False |
False |
|
80 |
11,425.50 |
9,731.81 |
1,693.69 |
16.1% |
212.37 |
2.0% |
47% |
False |
False |
|
100 |
11,425.50 |
9,731.81 |
1,693.69 |
16.1% |
212.41 |
2.0% |
47% |
False |
False |
|
120 |
11,750.30 |
9,731.81 |
2,018.49 |
19.2% |
209.68 |
2.0% |
39% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,104.90 |
2.618 |
10,918.85 |
1.618 |
10,804.85 |
1.000 |
10,734.40 |
0.618 |
10,690.85 |
HIGH |
10,620.40 |
0.618 |
10,576.85 |
0.500 |
10,563.40 |
0.382 |
10,549.95 |
LOW |
10,506.40 |
0.618 |
10,435.95 |
1.000 |
10,392.40 |
1.618 |
10,321.95 |
2.618 |
10,207.95 |
4.250 |
10,021.90 |
|
|
Fisher Pivots for day following 28-Jun-2000 |
Pivot |
1 day |
3 day |
R1 |
10,563.40 |
10,522.55 |
PP |
10,551.53 |
10,517.30 |
S1 |
10,539.67 |
10,512.05 |
|