Trading Metrics calculated at close of trading on 03-Jul-2000 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jun-2000 |
03-Jul-2000 |
Change |
Change % |
Previous Week |
Open |
10,398.00 |
10,434.80 |
36.80 |
0.4% |
10,476.50 |
High |
10,448.20 |
10,565.60 |
117.40 |
1.1% |
10,620.40 |
Low |
10,336.20 |
10,422.10 |
85.90 |
0.8% |
10,336.20 |
Close |
10,447.90 |
10,560.70 |
112.80 |
1.1% |
10,447.90 |
Range |
112.00 |
143.50 |
31.50 |
28.1% |
284.20 |
ATR |
152.70 |
152.05 |
-0.66 |
-0.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 03-Jul-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,946.63 |
10,897.17 |
10,639.63 |
|
R3 |
10,803.13 |
10,753.67 |
10,600.16 |
|
R2 |
10,659.63 |
10,659.63 |
10,587.01 |
|
R1 |
10,610.17 |
10,610.17 |
10,573.85 |
10,634.90 |
PP |
10,516.13 |
10,516.13 |
10,516.13 |
10,528.50 |
S1 |
10,466.67 |
10,466.67 |
10,547.55 |
10,491.40 |
S2 |
10,372.63 |
10,372.63 |
10,534.39 |
|
S3 |
10,229.13 |
10,323.17 |
10,521.24 |
|
S4 |
10,085.63 |
10,179.67 |
10,481.78 |
|
|
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% |
129.04 |
1.2% |
79% |
False |
False |
|
10 |
10,620.40 |
10,335.50 |
284.90 |
2.7% |
133.54 |
1.3% |
79% |
False |
False |
|
20 |
10,848.40 |
10,335.50 |
512.90 |
4.9% |
142.88 |
1.4% |
44% |
False |
False |
|
40 |
10,971.20 |
10,258.80 |
712.40 |
6.7% |
159.59 |
1.5% |
42% |
False |
False |
|
60 |
11,425.50 |
10,201.50 |
1,224.00 |
11.6% |
187.18 |
1.8% |
29% |
False |
False |
|
80 |
11,425.50 |
9,735.54 |
1,689.96 |
16.0% |
205.93 |
1.9% |
49% |
False |
False |
|
100 |
11,425.50 |
9,731.81 |
1,693.69 |
16.0% |
211.67 |
2.0% |
49% |
False |
False |
|
120 |
11,750.30 |
9,731.81 |
2,018.49 |
19.1% |
208.56 |
2.0% |
41% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,175.48 |
2.618 |
10,941.28 |
1.618 |
10,797.78 |
1.000 |
10,709.10 |
0.618 |
10,654.28 |
HIGH |
10,565.60 |
0.618 |
10,510.78 |
0.500 |
10,493.85 |
0.382 |
10,476.92 |
LOW |
10,422.10 |
0.618 |
10,333.42 |
1.000 |
10,278.60 |
1.618 |
10,189.92 |
2.618 |
10,046.42 |
4.250 |
9,812.23 |
|
|
Fisher Pivots for day following 03-Jul-2000 |
Pivot |
1 day |
3 day |
R1 |
10,538.42 |
10,524.10 |
PP |
10,516.13 |
10,487.50 |
S1 |
10,493.85 |
10,450.90 |
|