| Trading Metrics calculated at close of trading on 09-Jun-2000 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2000 |
09-Jun-2000 |
Change |
Change % |
Previous Week |
| Open |
3,736.01 |
3,707.31 |
-28.70 |
-0.8% |
3,755.67 |
| High |
3,791.42 |
3,785.02 |
-6.40 |
-0.2% |
3,817.25 |
| Low |
3,671.44 |
3,707.31 |
35.87 |
1.0% |
3,599.53 |
| Close |
3,707.31 |
3,760.26 |
52.95 |
1.4% |
3,760.26 |
| Range |
119.98 |
77.71 |
-42.27 |
-35.2% |
217.72 |
| ATR |
186.69 |
178.91 |
-7.78 |
-4.2% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 09-Jun-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,983.99 |
3,949.84 |
3,803.00 |
|
| R3 |
3,906.28 |
3,872.13 |
3,781.63 |
|
| R2 |
3,828.57 |
3,828.57 |
3,774.51 |
|
| R1 |
3,794.42 |
3,794.42 |
3,767.38 |
3,811.50 |
| PP |
3,750.86 |
3,750.86 |
3,750.86 |
3,759.40 |
| S1 |
3,716.71 |
3,716.71 |
3,753.14 |
3,733.79 |
| S2 |
3,673.15 |
3,673.15 |
3,746.01 |
|
| S3 |
3,595.44 |
3,639.00 |
3,738.89 |
|
| S4 |
3,517.73 |
3,561.29 |
3,717.52 |
|
|
| Weekly Pivots for week ending 09-Jun-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,378.84 |
4,287.27 |
3,880.01 |
|
| R3 |
4,161.12 |
4,069.55 |
3,820.13 |
|
| R2 |
3,943.40 |
3,943.40 |
3,800.18 |
|
| R1 |
3,851.83 |
3,851.83 |
3,780.22 |
3,897.62 |
| PP |
3,725.68 |
3,725.68 |
3,725.68 |
3,748.57 |
| S1 |
3,634.11 |
3,634.11 |
3,740.30 |
3,679.90 |
| S2 |
3,507.96 |
3,507.96 |
3,720.34 |
|
| S3 |
3,290.24 |
3,416.39 |
3,700.39 |
|
| S4 |
3,072.52 |
3,198.67 |
3,640.51 |
|
|
| 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 |
3,599.53 |
217.72 |
5.8% |
125.24 |
3.3% |
74% |
False |
False |
|
| 10 |
3,817.25 |
3,033.50 |
783.75 |
20.8% |
164.94 |
4.4% |
93% |
False |
False |
|
| 20 |
3,817.25 |
2,897.27 |
919.98 |
24.5% |
177.17 |
4.7% |
94% |
False |
False |
|
| 40 |
3,871.93 |
2,897.27 |
974.66 |
25.9% |
192.87 |
5.1% |
89% |
False |
False |
|
| 60 |
4,816.35 |
2,897.27 |
1,919.08 |
51.0% |
209.91 |
5.6% |
45% |
False |
False |
|
| 80 |
4,816.35 |
2,897.27 |
1,919.08 |
51.0% |
199.22 |
5.3% |
45% |
False |
False |
|
| 100 |
4,816.35 |
2,897.27 |
1,919.08 |
51.0% |
187.38 |
5.0% |
45% |
False |
False |
|
| 120 |
4,816.35 |
2,897.27 |
1,919.08 |
51.0% |
177.16 |
4.7% |
45% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,115.29 |
|
2.618 |
3,988.46 |
|
1.618 |
3,910.75 |
|
1.000 |
3,862.73 |
|
0.618 |
3,833.04 |
|
HIGH |
3,785.02 |
|
0.618 |
3,755.33 |
|
0.500 |
3,746.17 |
|
0.382 |
3,737.00 |
|
LOW |
3,707.31 |
|
0.618 |
3,659.29 |
|
1.000 |
3,629.60 |
|
1.618 |
3,581.58 |
|
2.618 |
3,503.87 |
|
4.250 |
3,377.04 |
|
|
| Fisher Pivots for day following 09-Jun-2000 |
| Pivot |
1 day |
3 day |
| R1 |
3,755.56 |
3,738.67 |
| PP |
3,750.86 |
3,717.07 |
| S1 |
3,746.17 |
3,695.48 |
|