| Trading Metrics calculated at close of trading on 22-May-2000 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-May-2000 |
22-May-2000 |
Change |
Change % |
Previous Week |
| Open |
3,426.35 |
3,260.64 |
-165.71 |
-4.8% |
3,406.25 |
| High |
3,425.38 |
3,269.54 |
-155.84 |
-4.5% |
3,653.76 |
| Low |
3,259.18 |
3,029.14 |
-230.04 |
-7.1% |
3,259.18 |
| Close |
3,260.64 |
3,264.71 |
4.07 |
0.1% |
3,260.64 |
| Range |
166.20 |
240.40 |
74.20 |
44.6% |
394.58 |
| ATR |
184.70 |
188.68 |
3.98 |
2.2% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 22-May-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,909.00 |
3,827.25 |
3,396.93 |
|
| R3 |
3,668.60 |
3,586.85 |
3,330.82 |
|
| R2 |
3,428.20 |
3,428.20 |
3,308.78 |
|
| R1 |
3,346.45 |
3,346.45 |
3,286.75 |
3,387.33 |
| PP |
3,187.80 |
3,187.80 |
3,187.80 |
3,208.23 |
| S1 |
3,106.05 |
3,106.05 |
3,242.67 |
3,146.93 |
| S2 |
2,947.40 |
2,947.40 |
3,220.64 |
|
| S3 |
2,707.00 |
2,865.65 |
3,198.60 |
|
| S4 |
2,466.60 |
2,625.25 |
3,132.49 |
|
|
| Weekly Pivots for week ending 19-May-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,574.93 |
4,312.37 |
3,477.66 |
|
| R3 |
4,180.35 |
3,917.79 |
3,369.15 |
|
| R2 |
3,785.77 |
3,785.77 |
3,332.98 |
|
| R1 |
3,523.21 |
3,523.21 |
3,296.81 |
3,457.20 |
| PP |
3,391.19 |
3,391.19 |
3,391.19 |
3,358.19 |
| S1 |
3,128.63 |
3,128.63 |
3,224.47 |
3,062.62 |
| S2 |
2,996.61 |
2,996.61 |
3,188.30 |
|
| S3 |
2,602.03 |
2,734.05 |
3,152.13 |
|
| S4 |
2,207.45 |
2,339.47 |
3,043.62 |
|
|
| 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 |
3,029.14 |
624.62 |
19.1% |
159.23 |
4.9% |
38% |
False |
True |
|
| 10 |
3,653.76 |
3,029.14 |
624.62 |
19.1% |
162.89 |
5.0% |
38% |
False |
True |
|
| 20 |
3,871.93 |
3,029.14 |
842.79 |
25.8% |
169.08 |
5.2% |
28% |
False |
True |
|
| 40 |
4,781.19 |
3,029.14 |
1,752.05 |
53.7% |
217.53 |
6.7% |
13% |
False |
True |
|
| 60 |
4,816.35 |
3,029.14 |
1,787.21 |
54.7% |
207.69 |
6.4% |
13% |
False |
True |
|
| 80 |
4,816.35 |
3,029.14 |
1,787.21 |
54.7% |
191.22 |
5.9% |
13% |
False |
True |
|
| 100 |
4,816.35 |
3,029.14 |
1,787.21 |
54.7% |
182.39 |
5.6% |
13% |
False |
True |
|
| 120 |
4,816.35 |
2,956.79 |
1,859.56 |
57.0% |
166.15 |
5.1% |
17% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,291.24 |
|
2.618 |
3,898.91 |
|
1.618 |
3,658.51 |
|
1.000 |
3,509.94 |
|
0.618 |
3,418.11 |
|
HIGH |
3,269.54 |
|
0.618 |
3,177.71 |
|
0.500 |
3,149.34 |
|
0.382 |
3,120.97 |
|
LOW |
3,029.14 |
|
0.618 |
2,880.57 |
|
1.000 |
2,788.74 |
|
1.618 |
2,640.17 |
|
2.618 |
2,399.77 |
|
4.250 |
2,007.44 |
|
|
| Fisher Pivots for day following 22-May-2000 |
| Pivot |
1 day |
3 day |
| R1 |
3,226.25 |
3,302.46 |
| PP |
3,187.80 |
3,289.88 |
| S1 |
3,149.34 |
3,277.29 |
|