| Trading Metrics calculated at close of trading on 15-May-2000 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-May-2000 |
15-May-2000 |
Change |
Change % |
Previous Week |
| Open |
3,381.57 |
3,406.25 |
24.68 |
0.7% |
3,688.36 |
| High |
3,504.81 |
3,512.21 |
7.40 |
0.2% |
3,688.36 |
| Low |
3,381.57 |
3,314.44 |
-67.13 |
-2.0% |
3,234.96 |
| Close |
3,406.25 |
3,512.11 |
105.86 |
3.1% |
3,406.25 |
| Range |
123.24 |
197.77 |
74.53 |
60.5% |
453.40 |
| ATR |
198.31 |
198.27 |
-0.04 |
0.0% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 15-May-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,039.56 |
3,973.61 |
3,620.88 |
|
| R3 |
3,841.79 |
3,775.84 |
3,566.50 |
|
| R2 |
3,644.02 |
3,644.02 |
3,548.37 |
|
| R1 |
3,578.07 |
3,578.07 |
3,530.24 |
3,611.05 |
| PP |
3,446.25 |
3,446.25 |
3,446.25 |
3,462.74 |
| S1 |
3,380.30 |
3,380.30 |
3,493.98 |
3,413.28 |
| S2 |
3,248.48 |
3,248.48 |
3,475.85 |
|
| S3 |
3,050.71 |
3,182.53 |
3,457.72 |
|
| S4 |
2,852.94 |
2,984.76 |
3,403.34 |
|
|
| Weekly Pivots for week ending 12-May-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,803.39 |
4,558.22 |
3,655.62 |
|
| R3 |
4,349.99 |
4,104.82 |
3,530.94 |
|
| R2 |
3,896.59 |
3,896.59 |
3,489.37 |
|
| R1 |
3,651.42 |
3,651.42 |
3,447.81 |
3,547.31 |
| PP |
3,443.19 |
3,443.19 |
3,443.19 |
3,391.13 |
| S1 |
3,198.02 |
3,198.02 |
3,364.69 |
3,093.91 |
| S2 |
2,989.79 |
2,989.79 |
3,323.13 |
|
| S3 |
2,536.39 |
2,744.62 |
3,281.57 |
|
| S4 |
2,082.99 |
2,291.22 |
3,156.88 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,567.96 |
3,234.96 |
333.00 |
9.5% |
166.54 |
4.7% |
83% |
False |
False |
|
| 10 |
3,824.47 |
3,234.96 |
589.51 |
16.8% |
165.75 |
4.7% |
47% |
False |
False |
|
| 20 |
3,871.93 |
3,107.42 |
764.51 |
21.8% |
190.76 |
5.4% |
53% |
False |
False |
|
| 40 |
4,816.35 |
3,107.42 |
1,708.93 |
48.7% |
223.85 |
6.4% |
24% |
False |
False |
|
| 60 |
4,816.35 |
3,107.42 |
1,708.93 |
48.7% |
208.34 |
5.9% |
24% |
False |
False |
|
| 80 |
4,816.35 |
3,107.42 |
1,708.93 |
48.7% |
191.62 |
5.5% |
24% |
False |
False |
|
| 100 |
4,816.35 |
3,107.42 |
1,708.93 |
48.7% |
178.46 |
5.1% |
24% |
False |
False |
|
| 120 |
4,816.35 |
2,956.79 |
1,859.56 |
52.9% |
163.08 |
4.6% |
30% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,352.73 |
|
2.618 |
4,029.97 |
|
1.618 |
3,832.20 |
|
1.000 |
3,709.98 |
|
0.618 |
3,634.43 |
|
HIGH |
3,512.21 |
|
0.618 |
3,436.66 |
|
0.500 |
3,413.33 |
|
0.382 |
3,389.99 |
|
LOW |
3,314.44 |
|
0.618 |
3,192.22 |
|
1.000 |
3,116.67 |
|
1.618 |
2,994.45 |
|
2.618 |
2,796.68 |
|
4.250 |
2,473.92 |
|
|
| Fisher Pivots for day following 15-May-2000 |
| Pivot |
1 day |
3 day |
| R1 |
3,479.18 |
3,466.42 |
| PP |
3,446.25 |
3,420.73 |
| S1 |
3,413.33 |
3,375.04 |
|