Trading Metrics calculated at close of trading on 30-Jun-2000 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jun-2000 |
30-Jun-2000 |
Change |
Change % |
Previous Week |
Open |
10,434.80 |
10,398.00 |
-36.80 |
-0.4% |
10,476.50 |
High |
10,523.90 |
10,448.20 |
-75.70 |
-0.7% |
10,620.40 |
Low |
10,359.50 |
10,336.20 |
-23.30 |
-0.2% |
10,336.20 |
Close |
10,398.00 |
10,447.90 |
49.90 |
0.5% |
10,447.90 |
Range |
164.40 |
112.00 |
-52.40 |
-31.9% |
284.20 |
ATR |
155.83 |
152.70 |
-3.13 |
-2.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 30-Jun-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,746.77 |
10,709.33 |
10,509.50 |
|
R3 |
10,634.77 |
10,597.33 |
10,478.70 |
|
R2 |
10,522.77 |
10,522.77 |
10,468.43 |
|
R1 |
10,485.33 |
10,485.33 |
10,458.17 |
10,504.05 |
PP |
10,410.77 |
10,410.77 |
10,410.77 |
10,420.13 |
S1 |
10,373.33 |
10,373.33 |
10,437.63 |
10,392.05 |
S2 |
10,298.77 |
10,298.77 |
10,427.37 |
|
S3 |
10,186.77 |
10,261.33 |
10,417.10 |
|
S4 |
10,074.77 |
10,149.33 |
10,386.30 |
|
|
Weekly Pivots for week ending 30-Jun-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,320.77 |
11,168.53 |
10,604.21 |
|
R3 |
11,036.57 |
10,884.33 |
10,526.06 |
|
R2 |
10,752.37 |
10,752.37 |
10,500.00 |
|
R1 |
10,600.13 |
10,600.13 |
10,473.95 |
10,534.15 |
PP |
10,468.17 |
10,468.17 |
10,468.17 |
10,435.18 |
S1 |
10,315.93 |
10,315.93 |
10,421.85 |
10,249.95 |
S2 |
10,183.97 |
10,183.97 |
10,395.80 |
|
S3 |
9,899.77 |
10,031.73 |
10,369.75 |
|
S4 |
9,615.57 |
9,747.53 |
10,291.59 |
|
|
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 |
10,336.20 |
284.20 |
2.7% |
132.94 |
1.3% |
39% |
False |
True |
|
10 |
10,620.40 |
10,335.50 |
284.90 |
2.7% |
134.92 |
1.3% |
39% |
False |
False |
|
20 |
10,863.00 |
10,335.50 |
527.50 |
5.0% |
141.24 |
1.4% |
21% |
False |
False |
|
40 |
10,971.20 |
10,258.80 |
712.40 |
6.8% |
161.25 |
1.5% |
27% |
False |
False |
|
60 |
11,425.50 |
10,201.50 |
1,224.00 |
11.7% |
187.65 |
1.8% |
20% |
False |
False |
|
80 |
11,425.50 |
9,735.54 |
1,689.96 |
16.2% |
207.53 |
2.0% |
42% |
False |
False |
|
100 |
11,425.50 |
9,731.81 |
1,693.69 |
16.2% |
212.74 |
2.0% |
42% |
False |
False |
|
120 |
11,750.30 |
9,731.81 |
2,018.49 |
19.3% |
208.70 |
2.0% |
35% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,924.20 |
2.618 |
10,741.42 |
1.618 |
10,629.42 |
1.000 |
10,560.20 |
0.618 |
10,517.42 |
HIGH |
10,448.20 |
0.618 |
10,405.42 |
0.500 |
10,392.20 |
0.382 |
10,378.98 |
LOW |
10,336.20 |
0.618 |
10,266.98 |
1.000 |
10,224.20 |
1.618 |
10,154.98 |
2.618 |
10,042.98 |
4.250 |
9,860.20 |
|
|
Fisher Pivots for day following 30-Jun-2000 |
Pivot |
1 day |
3 day |
R1 |
10,429.33 |
10,478.30 |
PP |
10,410.77 |
10,468.17 |
S1 |
10,392.20 |
10,458.03 |
|