| Trading Metrics calculated at close of trading on 06-Jun-2000 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jun-2000 |
06-Jun-2000 |
Change |
Change % |
Previous Week |
| Open |
3,755.67 |
3,730.31 |
-25.36 |
-0.7% |
3,101.43 |
| High |
3,817.25 |
3,801.31 |
-15.94 |
-0.4% |
3,759.81 |
| Low |
3,688.89 |
3,637.80 |
-51.09 |
-1.4% |
3,101.43 |
| Close |
3,730.31 |
3,646.32 |
-83.99 |
-2.3% |
3,755.67 |
| Range |
128.36 |
163.51 |
35.15 |
27.4% |
658.38 |
| ATR |
198.58 |
196.07 |
-2.50 |
-1.3% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 06-Jun-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,185.67 |
4,079.51 |
3,736.25 |
|
| R3 |
4,022.16 |
3,916.00 |
3,691.29 |
|
| R2 |
3,858.65 |
3,858.65 |
3,676.30 |
|
| R1 |
3,752.49 |
3,752.49 |
3,661.31 |
3,723.82 |
| PP |
3,695.14 |
3,695.14 |
3,695.14 |
3,680.81 |
| S1 |
3,588.98 |
3,588.98 |
3,631.33 |
3,560.31 |
| S2 |
3,531.63 |
3,531.63 |
3,616.34 |
|
| S3 |
3,368.12 |
3,425.47 |
3,601.35 |
|
| S4 |
3,204.61 |
3,261.96 |
3,556.39 |
|
|
| Weekly Pivots for week ending 02-Jun-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,514.11 |
5,293.27 |
4,117.78 |
|
| R3 |
4,855.73 |
4,634.89 |
3,936.72 |
|
| R2 |
4,197.35 |
4,197.35 |
3,876.37 |
|
| R1 |
3,976.51 |
3,976.51 |
3,816.02 |
4,086.93 |
| PP |
3,538.97 |
3,538.97 |
3,538.97 |
3,594.18 |
| S1 |
3,318.13 |
3,318.13 |
3,695.32 |
3,428.55 |
| S2 |
2,880.59 |
2,880.59 |
3,634.97 |
|
| S3 |
2,222.21 |
2,659.75 |
3,574.62 |
|
| S4 |
1,563.83 |
2,001.37 |
3,393.56 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,817.25 |
3,322.22 |
495.03 |
13.6% |
172.71 |
4.7% |
65% |
False |
False |
|
| 10 |
3,817.25 |
2,897.27 |
919.98 |
25.2% |
209.18 |
5.7% |
81% |
False |
False |
|
| 20 |
3,817.25 |
2,897.27 |
919.98 |
25.2% |
186.03 |
5.1% |
81% |
False |
False |
|
| 40 |
4,308.62 |
2,897.27 |
1,411.35 |
38.7% |
205.56 |
5.6% |
53% |
False |
False |
|
| 60 |
4,816.35 |
2,897.27 |
1,919.08 |
52.6% |
216.94 |
5.9% |
39% |
False |
False |
|
| 80 |
4,816.35 |
2,897.27 |
1,919.08 |
52.6% |
200.28 |
5.5% |
39% |
False |
False |
|
| 100 |
4,816.35 |
2,897.27 |
1,919.08 |
52.6% |
187.27 |
5.1% |
39% |
False |
False |
|
| 120 |
4,816.35 |
2,897.27 |
1,919.08 |
52.6% |
176.78 |
4.8% |
39% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,496.23 |
|
2.618 |
4,229.38 |
|
1.618 |
4,065.87 |
|
1.000 |
3,964.82 |
|
0.618 |
3,902.36 |
|
HIGH |
3,801.31 |
|
0.618 |
3,738.85 |
|
0.500 |
3,719.56 |
|
0.382 |
3,700.26 |
|
LOW |
3,637.80 |
|
0.618 |
3,536.75 |
|
1.000 |
3,474.29 |
|
1.618 |
3,373.24 |
|
2.618 |
3,209.73 |
|
4.250 |
2,942.88 |
|
|
| Fisher Pivots for day following 06-Jun-2000 |
| Pivot |
1 day |
3 day |
| R1 |
3,719.56 |
3,668.12 |
| PP |
3,695.14 |
3,660.85 |
| S1 |
3,670.73 |
3,653.59 |
|