| Trading Metrics calculated at close of trading on 16-May-2000 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-May-2000 |
16-May-2000 |
Change |
Change % |
Previous Week |
| Open |
10,609.40 |
10,884.20 |
274.80 |
2.6% |
10,577.90 |
| High |
10,811.50 |
10,971.20 |
159.70 |
1.5% |
10,684.90 |
| Low |
10,605.30 |
10,816.00 |
210.70 |
2.0% |
10,292.10 |
| Close |
10,807.80 |
10,934.60 |
126.80 |
1.2% |
10,609.40 |
| Range |
206.20 |
155.20 |
-51.00 |
-24.7% |
392.80 |
| ATR |
216.10 |
212.33 |
-3.76 |
-1.7% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 16-May-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,372.87 |
11,308.93 |
11,019.96 |
|
| R3 |
11,217.67 |
11,153.73 |
10,977.28 |
|
| R2 |
11,062.47 |
11,062.47 |
10,963.05 |
|
| R1 |
10,998.53 |
10,998.53 |
10,948.83 |
11,030.50 |
| PP |
10,907.27 |
10,907.27 |
10,907.27 |
10,923.25 |
| S1 |
10,843.33 |
10,843.33 |
10,920.37 |
10,875.30 |
| S2 |
10,752.07 |
10,752.07 |
10,906.15 |
|
| S3 |
10,596.87 |
10,688.13 |
10,891.92 |
|
| S4 |
10,441.67 |
10,532.93 |
10,849.24 |
|
|
| 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 |
10,971.20 |
10,292.10 |
679.10 |
6.2% |
187.62 |
1.7% |
95% |
True |
False |
|
| 10 |
10,971.20 |
10,292.10 |
679.10 |
6.2% |
187.23 |
1.7% |
95% |
True |
False |
|
| 20 |
11,141.90 |
10,292.10 |
849.80 |
7.8% |
193.91 |
1.8% |
76% |
False |
False |
|
| 40 |
11,425.50 |
10,201.50 |
1,224.00 |
11.2% |
234.78 |
2.1% |
60% |
False |
False |
|
| 60 |
11,425.50 |
9,731.81 |
1,693.69 |
15.5% |
241.38 |
2.2% |
71% |
False |
False |
|
| 80 |
11,425.50 |
9,731.81 |
1,693.69 |
15.5% |
234.24 |
2.1% |
71% |
False |
False |
|
| 100 |
11,750.30 |
9,731.81 |
2,018.49 |
18.5% |
222.94 |
2.0% |
60% |
False |
False |
|
| 120 |
11,750.30 |
9,731.81 |
2,018.49 |
18.5% |
207.58 |
1.9% |
60% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,630.80 |
|
2.618 |
11,377.51 |
|
1.618 |
11,222.31 |
|
1.000 |
11,126.40 |
|
0.618 |
11,067.11 |
|
HIGH |
10,971.20 |
|
0.618 |
10,911.91 |
|
0.500 |
10,893.60 |
|
0.382 |
10,875.29 |
|
LOW |
10,816.00 |
|
0.618 |
10,720.09 |
|
1.000 |
10,660.80 |
|
1.618 |
10,564.89 |
|
2.618 |
10,409.69 |
|
4.250 |
10,156.40 |
|
|
| Fisher Pivots for day following 16-May-2000 |
| Pivot |
1 day |
3 day |
| R1 |
10,920.93 |
10,875.58 |
| PP |
10,907.27 |
10,816.57 |
| S1 |
10,893.60 |
10,757.55 |
|