| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jun-2000 |
30-Jun-2000 |
Change |
Change % |
Previous Week |
| Open |
1,454.82 |
1,442.39 |
-12.43 |
-0.9% |
1,441.48 |
| High |
1,455.14 |
1,454.68 |
-0.46 |
0.0% |
1,467.60 |
| Low |
1,434.63 |
1,438.71 |
4.08 |
0.3% |
1,434.63 |
| Close |
1,442.39 |
1,454.60 |
12.21 |
0.8% |
1,454.60 |
| Range |
20.51 |
15.97 |
-4.54 |
-22.1% |
32.97 |
| ATR |
22.35 |
21.89 |
-0.46 |
-2.0% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 30-Jun-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,497.24 |
1,491.89 |
1,463.38 |
|
| R3 |
1,481.27 |
1,475.92 |
1,458.99 |
|
| R2 |
1,465.30 |
1,465.30 |
1,457.53 |
|
| R1 |
1,459.95 |
1,459.95 |
1,456.06 |
1,462.63 |
| PP |
1,449.33 |
1,449.33 |
1,449.33 |
1,450.67 |
| S1 |
1,443.98 |
1,443.98 |
1,453.14 |
1,446.66 |
| S2 |
1,433.36 |
1,433.36 |
1,451.67 |
|
| S3 |
1,417.39 |
1,428.01 |
1,450.21 |
|
| S4 |
1,401.42 |
1,412.04 |
1,445.82 |
|
|
| Weekly Pivots for week ending 30-Jun-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,551.19 |
1,535.86 |
1,472.73 |
|
| R3 |
1,518.22 |
1,502.89 |
1,463.67 |
|
| R2 |
1,485.25 |
1,485.25 |
1,460.64 |
|
| R1 |
1,469.92 |
1,469.92 |
1,457.62 |
1,477.59 |
| PP |
1,452.28 |
1,452.28 |
1,452.28 |
1,456.11 |
| S1 |
1,436.95 |
1,436.95 |
1,451.58 |
1,444.62 |
| S2 |
1,419.31 |
1,419.31 |
1,448.56 |
|
| S3 |
1,386.34 |
1,403.98 |
1,445.53 |
|
| S4 |
1,353.37 |
1,371.01 |
1,436.47 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,467.60 |
1,434.63 |
32.97 |
2.3% |
16.92 |
1.2% |
61% |
False |
False |
|
| 10 |
1,488.93 |
1,434.63 |
54.30 |
3.7% |
19.85 |
1.4% |
37% |
False |
False |
|
| 20 |
1,488.93 |
1,434.63 |
54.30 |
3.7% |
19.14 |
1.3% |
37% |
False |
False |
|
| 40 |
1,488.93 |
1,361.09 |
127.84 |
8.8% |
24.49 |
1.7% |
73% |
False |
False |
|
| 60 |
1,527.19 |
1,339.40 |
187.79 |
12.9% |
27.77 |
1.9% |
61% |
False |
False |
|
| 80 |
1,552.87 |
1,339.40 |
213.47 |
14.7% |
29.92 |
2.1% |
54% |
False |
False |
|
| 100 |
1,552.87 |
1,325.02 |
227.85 |
15.7% |
29.51 |
2.0% |
57% |
False |
False |
|
| 120 |
1,552.87 |
1,325.02 |
227.85 |
15.7% |
28.70 |
2.0% |
57% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,522.55 |
|
2.618 |
1,496.49 |
|
1.618 |
1,480.52 |
|
1.000 |
1,470.65 |
|
0.618 |
1,464.55 |
|
HIGH |
1,454.68 |
|
0.618 |
1,448.58 |
|
0.500 |
1,446.70 |
|
0.382 |
1,444.81 |
|
LOW |
1,438.71 |
|
0.618 |
1,428.84 |
|
1.000 |
1,422.74 |
|
1.618 |
1,412.87 |
|
2.618 |
1,396.90 |
|
4.250 |
1,370.84 |
|
|