| Trading Metrics calculated at close of trading on 20-Apr-2000 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Apr-2000 |
20-Apr-2000 |
Change |
Change % |
Previous Week |
| Open |
3,715.81 |
3,583.07 |
-132.74 |
-3.6% |
4,291.53 |
| High |
3,753.45 |
3,632.24 |
-121.21 |
-3.2% |
4,308.62 |
| Low |
3,578.90 |
3,453.30 |
-125.60 |
-3.5% |
3,138.42 |
| Close |
3,583.07 |
3,505.29 |
-77.78 |
-2.2% |
3,207.96 |
| Range |
174.55 |
178.94 |
4.39 |
2.5% |
1,170.20 |
| ATR |
256.85 |
251.28 |
-5.56 |
-2.2% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 20-Apr-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,067.10 |
3,965.13 |
3,603.71 |
|
| R3 |
3,888.16 |
3,786.19 |
3,554.50 |
|
| R2 |
3,709.22 |
3,709.22 |
3,538.10 |
|
| R1 |
3,607.25 |
3,607.25 |
3,521.69 |
3,568.77 |
| PP |
3,530.28 |
3,530.28 |
3,530.28 |
3,511.03 |
| S1 |
3,428.31 |
3,428.31 |
3,488.89 |
3,389.83 |
| S2 |
3,351.34 |
3,351.34 |
3,472.48 |
|
| S3 |
3,172.40 |
3,249.37 |
3,456.08 |
|
| S4 |
2,993.46 |
3,070.43 |
3,406.87 |
|
|
| Weekly Pivots for week ending 14-Apr-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,062.27 |
6,305.31 |
3,851.57 |
|
| R3 |
5,892.07 |
5,135.11 |
3,529.77 |
|
| R2 |
4,721.87 |
4,721.87 |
3,422.50 |
|
| R1 |
3,964.91 |
3,964.91 |
3,315.23 |
3,758.29 |
| PP |
3,551.67 |
3,551.67 |
3,551.67 |
3,448.36 |
| S1 |
2,794.71 |
2,794.71 |
3,100.69 |
2,588.09 |
| S2 |
2,381.47 |
2,381.47 |
2,993.42 |
|
| S3 |
1,211.27 |
1,624.51 |
2,886.16 |
|
| S4 |
41.07 |
454.31 |
2,564.35 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,753.45 |
3,107.42 |
646.03 |
18.4% |
276.12 |
7.9% |
62% |
False |
False |
|
| 10 |
4,308.62 |
3,107.42 |
1,201.20 |
34.3% |
268.34 |
7.7% |
33% |
False |
False |
|
| 20 |
4,816.35 |
3,107.42 |
1,708.93 |
48.8% |
263.99 |
7.5% |
23% |
False |
False |
|
| 40 |
4,816.35 |
3,107.42 |
1,708.93 |
48.8% |
224.01 |
6.4% |
23% |
False |
False |
|
| 60 |
4,816.35 |
3,107.42 |
1,708.93 |
48.8% |
197.63 |
5.6% |
23% |
False |
False |
|
| 80 |
4,816.35 |
3,107.42 |
1,708.93 |
48.8% |
183.96 |
5.2% |
23% |
False |
False |
|
| 100 |
4,816.35 |
2,956.79 |
1,859.56 |
53.1% |
164.12 |
4.7% |
29% |
False |
False |
|
| 120 |
4,816.35 |
2,612.39 |
2,203.96 |
62.9% |
147.53 |
4.2% |
41% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,392.74 |
|
2.618 |
4,100.70 |
|
1.618 |
3,921.76 |
|
1.000 |
3,811.18 |
|
0.618 |
3,742.82 |
|
HIGH |
3,632.24 |
|
0.618 |
3,563.88 |
|
0.500 |
3,542.77 |
|
0.382 |
3,521.66 |
|
LOW |
3,453.30 |
|
0.618 |
3,342.72 |
|
1.000 |
3,274.36 |
|
1.618 |
3,163.78 |
|
2.618 |
2,984.84 |
|
4.250 |
2,692.81 |
|
|
| Fisher Pivots for day following 20-Apr-2000 |
| Pivot |
1 day |
3 day |
| R1 |
3,542.77 |
3,603.38 |
| PP |
3,530.28 |
3,570.68 |
| S1 |
3,517.78 |
3,537.99 |
|