| Trading Metrics calculated at close of trading on 08-Jun-2000 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jun-2000 |
08-Jun-2000 |
Change |
Change % |
Previous Week |
| Open |
3,646.32 |
3,736.01 |
89.69 |
2.5% |
3,101.43 |
| High |
3,736.15 |
3,791.42 |
55.27 |
1.5% |
3,759.81 |
| Low |
3,599.53 |
3,671.44 |
71.91 |
2.0% |
3,101.43 |
| Close |
3,736.01 |
3,707.31 |
-28.70 |
-0.8% |
3,755.67 |
| Range |
136.62 |
119.98 |
-16.64 |
-12.2% |
658.38 |
| ATR |
191.83 |
186.69 |
-5.13 |
-2.7% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 08-Jun-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,083.33 |
4,015.30 |
3,773.30 |
|
| R3 |
3,963.35 |
3,895.32 |
3,740.30 |
|
| R2 |
3,843.37 |
3,843.37 |
3,729.31 |
|
| R1 |
3,775.34 |
3,775.34 |
3,718.31 |
3,749.37 |
| PP |
3,723.39 |
3,723.39 |
3,723.39 |
3,710.40 |
| S1 |
3,655.36 |
3,655.36 |
3,696.31 |
3,629.39 |
| S2 |
3,603.41 |
3,603.41 |
3,685.31 |
|
| S3 |
3,483.43 |
3,535.38 |
3,674.32 |
|
| S4 |
3,363.45 |
3,415.40 |
3,641.32 |
|
|
| 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 |
3,518.98 |
298.27 |
8.0% |
157.86 |
4.3% |
63% |
False |
False |
|
| 10 |
3,817.25 |
3,033.50 |
783.75 |
21.1% |
178.40 |
4.8% |
86% |
False |
False |
|
| 20 |
3,817.25 |
2,897.27 |
919.98 |
24.8% |
180.47 |
4.9% |
88% |
False |
False |
|
| 40 |
3,943.68 |
2,897.27 |
1,046.41 |
28.2% |
198.71 |
5.4% |
77% |
False |
False |
|
| 60 |
4,816.35 |
2,897.27 |
1,919.08 |
51.8% |
212.74 |
5.7% |
42% |
False |
False |
|
| 80 |
4,816.35 |
2,897.27 |
1,919.08 |
51.8% |
200.45 |
5.4% |
42% |
False |
False |
|
| 100 |
4,816.35 |
2,897.27 |
1,919.08 |
51.8% |
187.74 |
5.1% |
42% |
False |
False |
|
| 120 |
4,816.35 |
2,897.27 |
1,919.08 |
51.8% |
177.28 |
4.8% |
42% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,301.34 |
|
2.618 |
4,105.53 |
|
1.618 |
3,985.55 |
|
1.000 |
3,911.40 |
|
0.618 |
3,865.57 |
|
HIGH |
3,791.42 |
|
0.618 |
3,745.59 |
|
0.500 |
3,731.43 |
|
0.382 |
3,717.27 |
|
LOW |
3,671.44 |
|
0.618 |
3,597.29 |
|
1.000 |
3,551.46 |
|
1.618 |
3,477.31 |
|
2.618 |
3,357.33 |
|
4.250 |
3,161.53 |
|
|
| Fisher Pivots for day following 08-Jun-2000 |
| Pivot |
1 day |
3 day |
| R1 |
3,731.43 |
3,705.01 |
| PP |
3,723.39 |
3,702.72 |
| S1 |
3,715.35 |
3,700.42 |
|