| Trading Metrics calculated at close of trading on 13-Jun-2000 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2000 |
13-Jun-2000 |
Change |
Change % |
Previous Week |
| Open |
3,760.26 |
3,638.42 |
-121.84 |
-3.2% |
3,755.67 |
| High |
3,779.74 |
3,766.52 |
-13.22 |
-0.3% |
3,817.25 |
| Low |
3,638.31 |
3,582.52 |
-55.79 |
-1.5% |
3,599.53 |
| Close |
3,638.42 |
3,765.81 |
127.39 |
3.5% |
3,760.26 |
| Range |
141.43 |
184.00 |
42.57 |
30.1% |
217.72 |
| ATR |
176.23 |
176.79 |
0.55 |
0.3% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 13-Jun-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,256.95 |
4,195.38 |
3,867.01 |
|
| R3 |
4,072.95 |
4,011.38 |
3,816.41 |
|
| R2 |
3,888.95 |
3,888.95 |
3,799.54 |
|
| R1 |
3,827.38 |
3,827.38 |
3,782.68 |
3,858.17 |
| PP |
3,704.95 |
3,704.95 |
3,704.95 |
3,720.34 |
| S1 |
3,643.38 |
3,643.38 |
3,748.94 |
3,674.17 |
| S2 |
3,520.95 |
3,520.95 |
3,732.08 |
|
| S3 |
3,336.95 |
3,459.38 |
3,715.21 |
|
| S4 |
3,152.95 |
3,275.38 |
3,664.61 |
|
|
| 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 |
3,791.42 |
3,582.52 |
208.90 |
5.5% |
131.95 |
3.5% |
88% |
False |
True |
|
| 10 |
3,817.25 |
3,322.22 |
495.03 |
13.1% |
152.33 |
4.0% |
90% |
False |
False |
|
| 20 |
3,817.25 |
2,897.27 |
919.98 |
24.4% |
177.39 |
4.7% |
94% |
False |
False |
|
| 40 |
3,871.93 |
2,897.27 |
974.66 |
25.9% |
184.07 |
4.9% |
89% |
False |
False |
|
| 60 |
4,816.35 |
2,897.27 |
1,919.08 |
51.0% |
208.36 |
5.5% |
45% |
False |
False |
|
| 80 |
4,816.35 |
2,897.27 |
1,919.08 |
51.0% |
200.60 |
5.3% |
45% |
False |
False |
|
| 100 |
4,816.35 |
2,897.27 |
1,919.08 |
51.0% |
188.77 |
5.0% |
45% |
False |
False |
|
| 120 |
4,816.35 |
2,897.27 |
1,919.08 |
51.0% |
178.28 |
4.7% |
45% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,548.52 |
|
2.618 |
4,248.23 |
|
1.618 |
4,064.23 |
|
1.000 |
3,950.52 |
|
0.618 |
3,880.23 |
|
HIGH |
3,766.52 |
|
0.618 |
3,696.23 |
|
0.500 |
3,674.52 |
|
0.382 |
3,652.81 |
|
LOW |
3,582.52 |
|
0.618 |
3,468.81 |
|
1.000 |
3,398.52 |
|
1.618 |
3,284.81 |
|
2.618 |
3,100.81 |
|
4.250 |
2,800.52 |
|
|
| Fisher Pivots for day following 13-Jun-2000 |
| Pivot |
1 day |
3 day |
| R1 |
3,735.38 |
3,738.46 |
| PP |
3,704.95 |
3,711.12 |
| S1 |
3,674.52 |
3,683.77 |
|