Trading Metrics calculated at close of trading on 29-Jun-2000 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jun-2000 |
29-Jun-2000 |
Change |
Change % |
Previous Week |
Open |
10,536.60 |
10,434.80 |
-101.80 |
-1.0% |
10,449.30 |
High |
10,620.40 |
10,523.90 |
-96.50 |
-0.9% |
10,597.40 |
Low |
10,506.40 |
10,359.50 |
-146.90 |
-1.4% |
10,335.50 |
Close |
10,527.80 |
10,398.00 |
-129.80 |
-1.2% |
10,404.80 |
Range |
114.00 |
164.40 |
50.40 |
44.2% |
261.90 |
ATR |
154.87 |
155.83 |
0.96 |
0.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 29-Jun-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,920.33 |
10,823.57 |
10,488.42 |
|
R3 |
10,755.93 |
10,659.17 |
10,443.21 |
|
R2 |
10,591.53 |
10,591.53 |
10,428.14 |
|
R1 |
10,494.77 |
10,494.77 |
10,413.07 |
10,460.95 |
PP |
10,427.13 |
10,427.13 |
10,427.13 |
10,410.23 |
S1 |
10,330.37 |
10,330.37 |
10,382.93 |
10,296.55 |
S2 |
10,262.73 |
10,262.73 |
10,367.86 |
|
S3 |
10,098.33 |
10,165.97 |
10,352.79 |
|
S4 |
9,933.93 |
10,001.57 |
10,307.58 |
|
|
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 |
10,359.50 |
260.90 |
2.5% |
130.98 |
1.3% |
15% |
False |
True |
|
10 |
10,724.80 |
10,335.50 |
389.30 |
3.7% |
151.27 |
1.5% |
16% |
False |
False |
|
20 |
10,863.00 |
10,335.50 |
527.50 |
5.1% |
144.94 |
1.4% |
12% |
False |
False |
|
40 |
10,971.20 |
10,258.80 |
712.40 |
6.9% |
161.34 |
1.6% |
20% |
False |
False |
|
60 |
11,425.50 |
10,201.50 |
1,224.00 |
11.8% |
189.37 |
1.8% |
16% |
False |
False |
|
80 |
11,425.50 |
9,731.81 |
1,693.69 |
16.3% |
208.47 |
2.0% |
39% |
False |
False |
|
100 |
11,425.50 |
9,731.81 |
1,693.69 |
16.3% |
212.81 |
2.0% |
39% |
False |
False |
|
120 |
11,750.30 |
9,731.81 |
2,018.49 |
19.4% |
208.65 |
2.0% |
33% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,222.60 |
2.618 |
10,954.30 |
1.618 |
10,789.90 |
1.000 |
10,688.30 |
0.618 |
10,625.50 |
HIGH |
10,523.90 |
0.618 |
10,461.10 |
0.500 |
10,441.70 |
0.382 |
10,422.30 |
LOW |
10,359.50 |
0.618 |
10,257.90 |
1.000 |
10,195.10 |
1.618 |
10,093.50 |
2.618 |
9,929.10 |
4.250 |
9,660.80 |
|
|
Fisher Pivots for day following 29-Jun-2000 |
Pivot |
1 day |
3 day |
R1 |
10,441.70 |
10,489.95 |
PP |
10,427.13 |
10,459.30 |
S1 |
10,412.57 |
10,428.65 |
|