Trading Metrics calculated at close of trading on 05-Jul-2000 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jul-2000 |
05-Jul-2000 |
Change |
Change % |
Previous Week |
Open |
10,434.80 |
10,557.80 |
123.00 |
1.2% |
10,476.50 |
High |
10,565.60 |
10,572.70 |
7.10 |
0.1% |
10,620.40 |
Low |
10,422.10 |
10,463.20 |
41.10 |
0.4% |
10,336.20 |
Close |
10,560.70 |
10,483.60 |
-77.10 |
-0.7% |
10,447.90 |
Range |
143.50 |
109.50 |
-34.00 |
-23.7% |
284.20 |
ATR |
152.05 |
149.01 |
-3.04 |
-2.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 05-Jul-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,835.00 |
10,768.80 |
10,543.83 |
|
R3 |
10,725.50 |
10,659.30 |
10,513.71 |
|
R2 |
10,616.00 |
10,616.00 |
10,503.68 |
|
R1 |
10,549.80 |
10,549.80 |
10,493.64 |
10,528.15 |
PP |
10,506.50 |
10,506.50 |
10,506.50 |
10,495.68 |
S1 |
10,440.30 |
10,440.30 |
10,473.56 |
10,418.65 |
S2 |
10,397.00 |
10,397.00 |
10,463.53 |
|
S3 |
10,287.50 |
10,330.80 |
10,453.49 |
|
S4 |
10,178.00 |
10,221.30 |
10,423.38 |
|
|
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% |
128.68 |
1.2% |
52% |
False |
False |
|
10 |
10,620.40 |
10,335.50 |
284.90 |
2.7% |
129.14 |
1.2% |
52% |
False |
False |
|
20 |
10,848.40 |
10,335.50 |
512.90 |
4.9% |
142.61 |
1.4% |
29% |
False |
False |
|
40 |
10,971.20 |
10,258.80 |
712.40 |
6.8% |
159.68 |
1.5% |
32% |
False |
False |
|
60 |
11,425.50 |
10,201.50 |
1,224.00 |
11.7% |
186.84 |
1.8% |
23% |
False |
False |
|
80 |
11,425.50 |
9,735.54 |
1,689.96 |
16.1% |
204.99 |
2.0% |
44% |
False |
False |
|
100 |
11,425.50 |
9,731.81 |
1,693.69 |
16.2% |
211.45 |
2.0% |
44% |
False |
False |
|
120 |
11,750.30 |
9,731.81 |
2,018.49 |
19.3% |
208.58 |
2.0% |
37% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,038.08 |
2.618 |
10,859.37 |
1.618 |
10,749.87 |
1.000 |
10,682.20 |
0.618 |
10,640.37 |
HIGH |
10,572.70 |
0.618 |
10,530.87 |
0.500 |
10,517.95 |
0.382 |
10,505.03 |
LOW |
10,463.20 |
0.618 |
10,395.53 |
1.000 |
10,353.70 |
1.618 |
10,286.03 |
2.618 |
10,176.53 |
4.250 |
9,997.83 |
|
|
Fisher Pivots for day following 05-Jul-2000 |
Pivot |
1 day |
3 day |
R1 |
10,517.95 |
10,473.88 |
PP |
10,506.50 |
10,464.17 |
S1 |
10,495.05 |
10,454.45 |
|