| Trading Metrics calculated at close of trading on 16-May-2000 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-May-2000 |
16-May-2000 |
Change |
Change % |
Previous Week |
| Open |
3,406.25 |
3,520.98 |
114.73 |
3.4% |
3,688.36 |
| High |
3,512.21 |
3,653.76 |
141.55 |
4.0% |
3,688.36 |
| Low |
3,314.44 |
3,520.98 |
206.54 |
6.2% |
3,234.96 |
| Close |
3,512.11 |
3,646.89 |
134.78 |
3.8% |
3,406.25 |
| Range |
197.77 |
132.78 |
-64.99 |
-32.9% |
453.40 |
| ATR |
198.27 |
194.22 |
-4.04 |
-2.0% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 16-May-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,005.55 |
3,959.00 |
3,719.92 |
|
| R3 |
3,872.77 |
3,826.22 |
3,683.40 |
|
| R2 |
3,739.99 |
3,739.99 |
3,671.23 |
|
| R1 |
3,693.44 |
3,693.44 |
3,659.06 |
3,716.72 |
| PP |
3,607.21 |
3,607.21 |
3,607.21 |
3,618.85 |
| S1 |
3,560.66 |
3,560.66 |
3,634.72 |
3,583.94 |
| S2 |
3,474.43 |
3,474.43 |
3,622.55 |
|
| S3 |
3,341.65 |
3,427.88 |
3,610.38 |
|
| S4 |
3,208.87 |
3,295.10 |
3,573.86 |
|
|
| 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 |
3,653.76 |
3,234.96 |
418.80 |
11.5% |
159.87 |
4.4% |
98% |
True |
False |
|
| 10 |
3,692.40 |
3,234.96 |
457.44 |
12.5% |
159.24 |
4.4% |
90% |
False |
False |
|
| 20 |
3,871.93 |
3,200.90 |
671.03 |
18.4% |
176.24 |
4.8% |
66% |
False |
False |
|
| 40 |
4,816.35 |
3,107.42 |
1,708.93 |
46.9% |
222.19 |
6.1% |
32% |
False |
False |
|
| 60 |
4,816.35 |
3,107.42 |
1,708.93 |
46.9% |
207.63 |
5.7% |
32% |
False |
False |
|
| 80 |
4,816.35 |
3,107.42 |
1,708.93 |
46.9% |
192.21 |
5.3% |
32% |
False |
False |
|
| 100 |
4,816.35 |
3,107.42 |
1,708.93 |
46.9% |
179.12 |
4.9% |
32% |
False |
False |
|
| 120 |
4,816.35 |
2,956.79 |
1,859.56 |
51.0% |
163.43 |
4.5% |
37% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,218.08 |
|
2.618 |
4,001.38 |
|
1.618 |
3,868.60 |
|
1.000 |
3,786.54 |
|
0.618 |
3,735.82 |
|
HIGH |
3,653.76 |
|
0.618 |
3,603.04 |
|
0.500 |
3,587.37 |
|
0.382 |
3,571.70 |
|
LOW |
3,520.98 |
|
0.618 |
3,438.92 |
|
1.000 |
3,388.20 |
|
1.618 |
3,306.14 |
|
2.618 |
3,173.36 |
|
4.250 |
2,956.67 |
|
|
| Fisher Pivots for day following 16-May-2000 |
| Pivot |
1 day |
3 day |
| R1 |
3,627.05 |
3,592.63 |
| PP |
3,607.21 |
3,538.36 |
| S1 |
3,587.37 |
3,484.10 |
|