| Trading Metrics calculated at close of trading on 03-May-2000 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-May-2000 |
03-May-2000 |
Change |
Change % |
Previous Week |
| Open |
10,811.80 |
10,731.10 |
-80.70 |
-0.7% |
10,844.00 |
| High |
10,824.50 |
10,732.20 |
-92.30 |
-0.9% |
11,141.90 |
| Low |
10,710.00 |
10,400.10 |
-309.90 |
-2.9% |
10,695.40 |
| Close |
10,731.10 |
10,480.10 |
-251.00 |
-2.3% |
10,733.90 |
| Range |
114.50 |
332.10 |
217.60 |
190.0% |
446.50 |
| ATR |
241.72 |
248.18 |
6.46 |
2.7% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 03-May-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,533.77 |
11,339.03 |
10,662.76 |
|
| R3 |
11,201.67 |
11,006.93 |
10,571.43 |
|
| R2 |
10,869.57 |
10,869.57 |
10,540.99 |
|
| R1 |
10,674.83 |
10,674.83 |
10,510.54 |
10,606.15 |
| PP |
10,537.47 |
10,537.47 |
10,537.47 |
10,503.13 |
| S1 |
10,342.73 |
10,342.73 |
10,449.66 |
10,274.05 |
| S2 |
10,205.37 |
10,205.37 |
10,419.22 |
|
| S3 |
9,873.27 |
10,010.63 |
10,388.77 |
|
| S4 |
9,541.17 |
9,678.53 |
10,297.45 |
|
|
| Weekly Pivots for week ending 28-Apr-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,196.57 |
11,911.73 |
10,979.48 |
|
| R3 |
11,750.07 |
11,465.23 |
10,856.69 |
|
| R2 |
11,303.57 |
11,303.57 |
10,815.76 |
|
| R1 |
11,018.73 |
11,018.73 |
10,774.83 |
10,937.90 |
| PP |
10,857.07 |
10,857.07 |
10,857.07 |
10,816.65 |
| S1 |
10,572.23 |
10,572.23 |
10,692.97 |
10,491.40 |
| S2 |
10,410.57 |
10,410.57 |
10,652.04 |
|
| S3 |
9,964.07 |
10,125.73 |
10,611.11 |
|
| S4 |
9,517.57 |
9,679.23 |
10,488.33 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
10,959.20 |
10,400.10 |
559.10 |
5.3% |
217.44 |
2.1% |
14% |
False |
True |
|
| 10 |
11,141.90 |
10,400.10 |
741.80 |
7.1% |
213.54 |
2.0% |
11% |
False |
True |
|
| 20 |
11,425.50 |
10,201.50 |
1,224.00 |
11.7% |
245.44 |
2.3% |
23% |
False |
False |
|
| 40 |
11,425.50 |
9,731.81 |
1,693.69 |
16.2% |
255.59 |
2.4% |
44% |
False |
False |
|
| 60 |
11,425.50 |
9,731.81 |
1,693.69 |
16.2% |
247.12 |
2.4% |
44% |
False |
False |
|
| 80 |
11,750.30 |
9,731.81 |
2,018.49 |
19.3% |
232.30 |
2.2% |
37% |
False |
False |
|
| 100 |
11,750.30 |
9,731.81 |
2,018.49 |
19.3% |
219.07 |
2.1% |
37% |
False |
False |
|
| 120 |
11,750.30 |
9,731.81 |
2,018.49 |
19.3% |
204.27 |
1.9% |
37% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,143.63 |
|
2.618 |
11,601.64 |
|
1.618 |
11,269.54 |
|
1.000 |
11,064.30 |
|
0.618 |
10,937.44 |
|
HIGH |
10,732.20 |
|
0.618 |
10,605.34 |
|
0.500 |
10,566.15 |
|
0.382 |
10,526.96 |
|
LOW |
10,400.10 |
|
0.618 |
10,194.86 |
|
1.000 |
10,068.00 |
|
1.618 |
9,862.76 |
|
2.618 |
9,530.66 |
|
4.250 |
8,988.68 |
|
|
| Fisher Pivots for day following 03-May-2000 |
| Pivot |
1 day |
3 day |
| R1 |
10,566.15 |
10,663.20 |
| PP |
10,537.47 |
10,602.17 |
| S1 |
10,508.78 |
10,541.13 |
|