Trading Metrics calculated at close of trading on 06-Jul-2000 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jul-2000 |
06-Jul-2000 |
Change |
Change % |
Previous Week |
Open |
10,557.80 |
10,499.20 |
-58.60 |
-0.6% |
10,476.50 |
High |
10,572.70 |
10,527.80 |
-44.90 |
-0.4% |
10,620.40 |
Low |
10,463.20 |
10,393.10 |
-70.10 |
-0.7% |
10,336.20 |
Close |
10,483.60 |
10,481.50 |
-2.10 |
0.0% |
10,447.90 |
Range |
109.50 |
134.70 |
25.20 |
23.0% |
284.20 |
ATR |
149.01 |
147.98 |
-1.02 |
-0.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 06-Jul-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,871.57 |
10,811.23 |
10,555.59 |
|
R3 |
10,736.87 |
10,676.53 |
10,518.54 |
|
R2 |
10,602.17 |
10,602.17 |
10,506.20 |
|
R1 |
10,541.83 |
10,541.83 |
10,493.85 |
10,504.65 |
PP |
10,467.47 |
10,467.47 |
10,467.47 |
10,448.88 |
S1 |
10,407.13 |
10,407.13 |
10,469.15 |
10,369.95 |
S2 |
10,332.77 |
10,332.77 |
10,456.81 |
|
S3 |
10,198.07 |
10,272.43 |
10,444.46 |
|
S4 |
10,063.37 |
10,137.73 |
10,407.42 |
|
|
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 |
10,572.70 |
10,336.20 |
236.50 |
2.3% |
132.82 |
1.3% |
61% |
False |
False |
|
10 |
10,620.40 |
10,335.50 |
284.90 |
2.7% |
131.51 |
1.3% |
51% |
False |
False |
|
20 |
10,823.70 |
10,335.50 |
488.20 |
4.7% |
141.69 |
1.4% |
30% |
False |
False |
|
40 |
10,971.20 |
10,258.80 |
712.40 |
6.8% |
158.78 |
1.5% |
31% |
False |
False |
|
60 |
11,425.50 |
10,201.50 |
1,224.00 |
11.7% |
185.91 |
1.8% |
23% |
False |
False |
|
80 |
11,425.50 |
9,776.49 |
1,649.01 |
15.7% |
203.39 |
1.9% |
43% |
False |
False |
|
100 |
11,425.50 |
9,731.81 |
1,693.69 |
16.2% |
209.98 |
2.0% |
44% |
False |
False |
|
120 |
11,750.30 |
9,731.81 |
2,018.49 |
19.3% |
208.60 |
2.0% |
37% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,100.28 |
2.618 |
10,880.44 |
1.618 |
10,745.74 |
1.000 |
10,662.50 |
0.618 |
10,611.04 |
HIGH |
10,527.80 |
0.618 |
10,476.34 |
0.500 |
10,460.45 |
0.382 |
10,444.56 |
LOW |
10,393.10 |
0.618 |
10,309.86 |
1.000 |
10,258.40 |
1.618 |
10,175.16 |
2.618 |
10,040.46 |
4.250 |
9,820.63 |
|
|
Fisher Pivots for day following 06-Jul-2000 |
Pivot |
1 day |
3 day |
R1 |
10,474.48 |
10,482.90 |
PP |
10,467.47 |
10,482.43 |
S1 |
10,460.45 |
10,481.97 |
|