| Trading Metrics calculated at close of trading on 11-May-2000 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-May-2000 |
11-May-2000 |
Change |
Change % |
Previous Week |
| Open |
3,444.64 |
3,244.73 |
-199.91 |
-5.8% |
3,773.18 |
| High |
3,436.68 |
3,381.70 |
-54.98 |
-1.6% |
3,871.93 |
| Low |
3,234.96 |
3,237.86 |
2.90 |
0.1% |
3,435.30 |
| Close |
3,244.73 |
3,381.57 |
136.84 |
4.2% |
3,688.36 |
| Range |
201.72 |
143.84 |
-57.88 |
-28.7% |
436.63 |
| ATR |
208.71 |
204.08 |
-4.63 |
-2.2% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 11-May-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,765.23 |
3,717.24 |
3,460.68 |
|
| R3 |
3,621.39 |
3,573.40 |
3,421.13 |
|
| R2 |
3,477.55 |
3,477.55 |
3,407.94 |
|
| R1 |
3,429.56 |
3,429.56 |
3,394.76 |
3,453.56 |
| PP |
3,333.71 |
3,333.71 |
3,333.71 |
3,345.71 |
| S1 |
3,285.72 |
3,285.72 |
3,368.38 |
3,309.72 |
| S2 |
3,189.87 |
3,189.87 |
3,355.20 |
|
| S3 |
3,046.03 |
3,141.88 |
3,342.01 |
|
| S4 |
2,902.19 |
2,998.04 |
3,302.46 |
|
|
| Weekly Pivots for week ending 05-May-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,975.09 |
4,768.35 |
3,928.51 |
|
| R3 |
4,538.46 |
4,331.72 |
3,808.43 |
|
| R2 |
4,101.83 |
4,101.83 |
3,768.41 |
|
| R1 |
3,895.09 |
3,895.09 |
3,728.38 |
3,780.15 |
| PP |
3,665.20 |
3,665.20 |
3,665.20 |
3,607.72 |
| S1 |
3,458.46 |
3,458.46 |
3,648.34 |
3,343.52 |
| S2 |
3,228.57 |
3,228.57 |
3,608.31 |
|
| S3 |
2,791.94 |
3,021.83 |
3,568.29 |
|
| S4 |
2,355.31 |
2,585.20 |
3,448.21 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,692.40 |
3,234.96 |
457.44 |
13.5% |
167.47 |
5.0% |
32% |
False |
False |
|
| 10 |
3,871.93 |
3,234.96 |
636.97 |
18.8% |
152.58 |
4.5% |
23% |
False |
False |
|
| 20 |
3,871.93 |
3,107.42 |
764.51 |
22.6% |
208.57 |
6.2% |
36% |
False |
False |
|
| 40 |
4,816.35 |
3,107.42 |
1,708.93 |
50.5% |
226.28 |
6.7% |
16% |
False |
False |
|
| 60 |
4,816.35 |
3,107.42 |
1,708.93 |
50.5% |
206.57 |
6.1% |
16% |
False |
False |
|
| 80 |
4,816.35 |
3,107.42 |
1,708.93 |
50.5% |
189.94 |
5.6% |
16% |
False |
False |
|
| 100 |
4,816.35 |
3,107.42 |
1,708.93 |
50.5% |
177.16 |
5.2% |
16% |
False |
False |
|
| 120 |
4,816.35 |
2,956.79 |
1,859.56 |
55.0% |
161.21 |
4.8% |
23% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,993.02 |
|
2.618 |
3,758.27 |
|
1.618 |
3,614.43 |
|
1.000 |
3,525.54 |
|
0.618 |
3,470.59 |
|
HIGH |
3,381.70 |
|
0.618 |
3,326.75 |
|
0.500 |
3,309.78 |
|
0.382 |
3,292.81 |
|
LOW |
3,237.86 |
|
0.618 |
3,148.97 |
|
1.000 |
3,094.02 |
|
1.618 |
3,005.13 |
|
2.618 |
2,861.29 |
|
4.250 |
2,626.54 |
|
|
| Fisher Pivots for day following 11-May-2000 |
| Pivot |
1 day |
3 day |
| R1 |
3,357.64 |
3,401.46 |
| PP |
3,333.71 |
3,394.83 |
| S1 |
3,309.78 |
3,388.20 |
|