| Trading Metrics calculated at close of trading on 29-Jun-2000 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jun-2000 |
29-Jun-2000 |
Change |
Change % |
Previous Week |
| Open |
3,699.00 |
3,764.83 |
65.83 |
1.8% |
3,787.36 |
| High |
3,817.50 |
3,764.83 |
-52.67 |
-1.4% |
3,990.21 |
| Low |
3,701.11 |
3,634.03 |
-67.08 |
-1.8% |
3,669.40 |
| Close |
3,771.06 |
3,665.83 |
-105.23 |
-2.8% |
3,685.30 |
| Range |
116.39 |
130.80 |
14.41 |
12.4% |
320.81 |
| ATR |
147.32 |
146.58 |
-0.73 |
-0.5% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 29-Jun-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,080.63 |
4,004.03 |
3,737.77 |
|
| R3 |
3,949.83 |
3,873.23 |
3,701.80 |
|
| R2 |
3,819.03 |
3,819.03 |
3,689.81 |
|
| R1 |
3,742.43 |
3,742.43 |
3,677.82 |
3,715.33 |
| PP |
3,688.23 |
3,688.23 |
3,688.23 |
3,674.68 |
| S1 |
3,611.63 |
3,611.63 |
3,653.84 |
3,584.53 |
| S2 |
3,557.43 |
3,557.43 |
3,641.85 |
|
| S3 |
3,426.63 |
3,480.83 |
3,629.86 |
|
| S4 |
3,295.83 |
3,350.03 |
3,593.89 |
|
|
| Weekly Pivots for week ending 23-Jun-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,744.07 |
4,535.49 |
3,861.75 |
|
| R3 |
4,423.26 |
4,214.68 |
3,773.52 |
|
| R2 |
4,102.45 |
4,102.45 |
3,744.12 |
|
| R1 |
3,893.87 |
3,893.87 |
3,714.71 |
3,837.76 |
| PP |
3,781.64 |
3,781.64 |
3,781.64 |
3,753.58 |
| S1 |
3,573.06 |
3,573.06 |
3,655.89 |
3,516.95 |
| S2 |
3,460.83 |
3,460.83 |
3,626.48 |
|
| S3 |
3,140.02 |
3,252.25 |
3,597.08 |
|
| S4 |
2,819.21 |
2,931.44 |
3,508.85 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,821.95 |
3,634.03 |
187.92 |
5.1% |
119.66 |
3.3% |
17% |
False |
True |
|
| 10 |
3,990.21 |
3,634.03 |
356.18 |
9.7% |
125.88 |
3.4% |
9% |
False |
True |
|
| 20 |
3,990.21 |
3,518.98 |
471.23 |
12.9% |
134.54 |
3.7% |
31% |
False |
False |
|
| 40 |
3,990.21 |
2,897.27 |
1,092.94 |
29.8% |
157.84 |
4.3% |
70% |
False |
False |
|
| 60 |
4,308.62 |
2,897.27 |
1,411.35 |
38.5% |
183.17 |
5.0% |
54% |
False |
False |
|
| 80 |
4,816.35 |
2,897.27 |
1,919.08 |
52.4% |
196.20 |
5.4% |
40% |
False |
False |
|
| 100 |
4,816.35 |
2,897.27 |
1,919.08 |
52.4% |
185.67 |
5.1% |
40% |
False |
False |
|
| 120 |
4,816.35 |
2,897.27 |
1,919.08 |
52.4% |
178.00 |
4.9% |
40% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,320.73 |
|
2.618 |
4,107.26 |
|
1.618 |
3,976.46 |
|
1.000 |
3,895.63 |
|
0.618 |
3,845.66 |
|
HIGH |
3,764.83 |
|
0.618 |
3,714.86 |
|
0.500 |
3,699.43 |
|
0.382 |
3,684.00 |
|
LOW |
3,634.03 |
|
0.618 |
3,553.20 |
|
1.000 |
3,503.23 |
|
1.618 |
3,422.40 |
|
2.618 |
3,291.60 |
|
4.250 |
3,078.13 |
|
|
| Fisher Pivots for day following 29-Jun-2000 |
| Pivot |
1 day |
3 day |
| R1 |
3,699.43 |
3,725.77 |
| PP |
3,688.23 |
3,705.79 |
| S1 |
3,677.03 |
3,685.81 |
|