| Trading Metrics calculated at close of trading on 03-Jul-2000 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jun-2000 |
03-Jul-2000 |
Change |
Change % |
Previous Week |
| Open |
3,665.83 |
3,763.79 |
97.96 |
2.7% |
3,685.30 |
| High |
3,764.96 |
3,811.59 |
46.63 |
1.2% |
3,817.50 |
| Low |
3,666.18 |
3,744.63 |
78.45 |
2.1% |
3,634.03 |
| Close |
3,763.79 |
3,804.78 |
40.99 |
1.1% |
3,763.79 |
| Range |
98.78 |
66.96 |
-31.82 |
-32.2% |
183.47 |
| ATR |
143.20 |
137.75 |
-5.45 |
-3.8% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 03-Jul-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,987.88 |
3,963.29 |
3,841.61 |
|
| R3 |
3,920.92 |
3,896.33 |
3,823.19 |
|
| R2 |
3,853.96 |
3,853.96 |
3,817.06 |
|
| R1 |
3,829.37 |
3,829.37 |
3,810.92 |
3,841.67 |
| PP |
3,787.00 |
3,787.00 |
3,787.00 |
3,793.15 |
| S1 |
3,762.41 |
3,762.41 |
3,798.64 |
3,774.71 |
| S2 |
3,720.04 |
3,720.04 |
3,792.50 |
|
| S3 |
3,653.08 |
3,695.45 |
3,786.37 |
|
| S4 |
3,586.12 |
3,628.49 |
3,767.95 |
|
|
| Weekly Pivots for week ending 30-Jun-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,288.85 |
4,209.79 |
3,864.70 |
|
| R3 |
4,105.38 |
4,026.32 |
3,814.24 |
|
| R2 |
3,921.91 |
3,921.91 |
3,797.43 |
|
| R1 |
3,842.85 |
3,842.85 |
3,780.61 |
3,882.38 |
| PP |
3,738.44 |
3,738.44 |
3,738.44 |
3,758.21 |
| S1 |
3,659.38 |
3,659.38 |
3,746.97 |
3,698.91 |
| S2 |
3,554.97 |
3,554.97 |
3,730.15 |
|
| S3 |
3,371.50 |
3,475.91 |
3,713.34 |
|
| S4 |
3,188.03 |
3,292.44 |
3,662.88 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,817.50 |
3,634.03 |
183.47 |
4.8% |
103.87 |
2.7% |
93% |
False |
False |
|
| 10 |
3,990.21 |
3,634.03 |
356.18 |
9.4% |
113.41 |
3.0% |
48% |
False |
False |
|
| 20 |
3,990.21 |
3,582.52 |
407.69 |
10.7% |
124.36 |
3.3% |
55% |
False |
False |
|
| 40 |
3,990.21 |
2,897.27 |
1,092.94 |
28.7% |
155.29 |
4.1% |
83% |
False |
False |
|
| 60 |
4,308.62 |
2,897.27 |
1,411.35 |
37.1% |
178.80 |
4.7% |
64% |
False |
False |
|
| 80 |
4,816.35 |
2,897.27 |
1,919.08 |
50.4% |
193.13 |
5.1% |
47% |
False |
False |
|
| 100 |
4,816.35 |
2,897.27 |
1,919.08 |
50.4% |
184.79 |
4.9% |
47% |
False |
False |
|
| 120 |
4,816.35 |
2,897.27 |
1,919.08 |
50.4% |
176.47 |
4.6% |
47% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,096.17 |
|
2.618 |
3,986.89 |
|
1.618 |
3,919.93 |
|
1.000 |
3,878.55 |
|
0.618 |
3,852.97 |
|
HIGH |
3,811.59 |
|
0.618 |
3,786.01 |
|
0.500 |
3,778.11 |
|
0.382 |
3,770.21 |
|
LOW |
3,744.63 |
|
0.618 |
3,703.25 |
|
1.000 |
3,677.67 |
|
1.618 |
3,636.29 |
|
2.618 |
3,569.33 |
|
4.250 |
3,460.05 |
|
|
| Fisher Pivots for day following 03-Jul-2000 |
| Pivot |
1 day |
3 day |
| R1 |
3,795.89 |
3,777.46 |
| PP |
3,787.00 |
3,750.13 |
| S1 |
3,778.11 |
3,722.81 |
|