| Trading Metrics calculated at close of trading on 12-May-2000 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-May-2000 |
12-May-2000 |
Change |
Change % |
Previous Week |
| Open |
10,369.30 |
10,546.00 |
176.70 |
1.7% |
10,577.90 |
| High |
10,575.10 |
10,673.80 |
98.70 |
0.9% |
10,684.90 |
| Low |
10,369.30 |
10,543.90 |
174.60 |
1.7% |
10,292.10 |
| Close |
10,546.00 |
10,609.40 |
63.40 |
0.6% |
10,609.40 |
| Range |
205.80 |
129.90 |
-75.90 |
-36.9% |
392.80 |
| ATR |
223.55 |
216.86 |
-6.69 |
-3.0% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 12-May-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,998.73 |
10,933.97 |
10,680.85 |
|
| R3 |
10,868.83 |
10,804.07 |
10,645.12 |
|
| R2 |
10,738.93 |
10,738.93 |
10,633.22 |
|
| R1 |
10,674.17 |
10,674.17 |
10,621.31 |
10,706.55 |
| PP |
10,609.03 |
10,609.03 |
10,609.03 |
10,625.23 |
| S1 |
10,544.27 |
10,544.27 |
10,597.49 |
10,576.65 |
| S2 |
10,479.13 |
10,479.13 |
10,585.59 |
|
| S3 |
10,349.23 |
10,414.37 |
10,573.68 |
|
| S4 |
10,219.33 |
10,284.47 |
10,537.96 |
|
|
| Weekly Pivots for week ending 12-May-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,707.20 |
11,551.10 |
10,825.44 |
|
| R3 |
11,314.40 |
11,158.30 |
10,717.42 |
|
| R2 |
10,921.60 |
10,921.60 |
10,681.41 |
|
| R1 |
10,765.50 |
10,765.50 |
10,645.41 |
10,843.55 |
| PP |
10,528.80 |
10,528.80 |
10,528.80 |
10,567.83 |
| S1 |
10,372.70 |
10,372.70 |
10,573.39 |
10,450.75 |
| S2 |
10,136.00 |
10,136.00 |
10,537.39 |
|
| S3 |
9,743.20 |
9,979.90 |
10,501.38 |
|
| S4 |
9,350.40 |
9,587.10 |
10,393.36 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
10,684.90 |
10,292.10 |
392.80 |
3.7% |
170.62 |
1.6% |
81% |
False |
False |
|
| 10 |
10,926.30 |
10,292.10 |
634.20 |
6.0% |
182.75 |
1.7% |
50% |
False |
False |
|
| 20 |
11,141.90 |
10,201.50 |
940.40 |
8.9% |
229.48 |
2.2% |
43% |
False |
False |
|
| 40 |
11,425.50 |
10,201.50 |
1,224.00 |
11.5% |
234.17 |
2.2% |
33% |
False |
False |
|
| 60 |
11,425.50 |
9,731.81 |
1,693.69 |
16.0% |
244.28 |
2.3% |
52% |
False |
False |
|
| 80 |
11,558.70 |
9,731.81 |
1,826.89 |
17.2% |
235.34 |
2.2% |
48% |
False |
False |
|
| 100 |
11,750.30 |
9,731.81 |
2,018.49 |
19.0% |
221.51 |
2.1% |
43% |
False |
False |
|
| 120 |
11,750.30 |
9,731.81 |
2,018.49 |
19.0% |
206.73 |
1.9% |
43% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,225.88 |
|
2.618 |
11,013.88 |
|
1.618 |
10,883.98 |
|
1.000 |
10,803.70 |
|
0.618 |
10,754.08 |
|
HIGH |
10,673.80 |
|
0.618 |
10,624.18 |
|
0.500 |
10,608.85 |
|
0.382 |
10,593.52 |
|
LOW |
10,543.90 |
|
0.618 |
10,463.62 |
|
1.000 |
10,414.00 |
|
1.618 |
10,333.72 |
|
2.618 |
10,203.82 |
|
4.250 |
9,991.83 |
|
|
| Fisher Pivots for day following 12-May-2000 |
| Pivot |
1 day |
3 day |
| R1 |
10,609.22 |
10,567.25 |
| PP |
10,609.03 |
10,525.10 |
| S1 |
10,608.85 |
10,482.95 |
|