| Trading Metrics calculated at close of trading on 01-Jun-2000 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-May-2000 |
01-Jun-2000 |
Change |
Change % |
Previous Week |
| Open |
10,514.20 |
10,549.70 |
35.50 |
0.3% |
10,626.90 |
| High |
10,599.40 |
10,673.50 |
74.10 |
0.7% |
10,664.50 |
| Low |
10,490.80 |
10,513.10 |
22.30 |
0.2% |
10,258.80 |
| Close |
10,522.30 |
10,652.20 |
129.90 |
1.2% |
10,299.20 |
| Range |
108.60 |
160.40 |
51.80 |
47.7% |
405.70 |
| ATR |
198.81 |
196.07 |
-2.74 |
-1.4% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 01-Jun-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,094.13 |
11,033.57 |
10,740.42 |
|
| R3 |
10,933.73 |
10,873.17 |
10,696.31 |
|
| R2 |
10,773.33 |
10,773.33 |
10,681.61 |
|
| R1 |
10,712.77 |
10,712.77 |
10,666.90 |
10,743.05 |
| PP |
10,612.93 |
10,612.93 |
10,612.93 |
10,628.08 |
| S1 |
10,552.37 |
10,552.37 |
10,637.50 |
10,582.65 |
| S2 |
10,452.53 |
10,452.53 |
10,622.79 |
|
| S3 |
10,292.13 |
10,391.97 |
10,608.09 |
|
| S4 |
10,131.73 |
10,231.57 |
10,563.98 |
|
|
| Weekly Pivots for week ending 26-May-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,624.60 |
11,367.60 |
10,522.34 |
|
| R3 |
11,218.90 |
10,961.90 |
10,410.77 |
|
| R2 |
10,813.20 |
10,813.20 |
10,373.58 |
|
| R1 |
10,556.20 |
10,556.20 |
10,336.39 |
10,481.85 |
| PP |
10,407.50 |
10,407.50 |
10,407.50 |
10,370.33 |
| S1 |
10,150.50 |
10,150.50 |
10,262.01 |
10,076.15 |
| S2 |
10,001.80 |
10,001.80 |
10,224.82 |
|
| S3 |
9,596.10 |
9,744.80 |
10,187.63 |
|
| S4 |
9,190.40 |
9,339.10 |
10,076.07 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
10,673.50 |
10,258.80 |
414.70 |
3.9% |
183.30 |
1.7% |
95% |
True |
False |
|
| 10 |
10,864.30 |
10,258.80 |
605.50 |
5.7% |
183.66 |
1.7% |
65% |
False |
False |
|
| 20 |
10,971.20 |
10,258.80 |
712.40 |
6.7% |
177.74 |
1.7% |
55% |
False |
False |
|
| 40 |
11,425.50 |
10,201.50 |
1,224.00 |
11.5% |
211.59 |
2.0% |
37% |
False |
False |
|
| 60 |
11,425.50 |
9,731.81 |
1,693.69 |
15.9% |
229.64 |
2.2% |
54% |
False |
False |
|
| 80 |
11,425.50 |
9,731.81 |
1,693.69 |
15.9% |
229.77 |
2.2% |
54% |
False |
False |
|
| 100 |
11,750.30 |
9,731.81 |
2,018.49 |
18.9% |
221.39 |
2.1% |
46% |
False |
False |
|
| 120 |
11,750.30 |
9,731.81 |
2,018.49 |
18.9% |
212.18 |
2.0% |
46% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,355.20 |
|
2.618 |
11,093.43 |
|
1.618 |
10,933.03 |
|
1.000 |
10,833.90 |
|
0.618 |
10,772.63 |
|
HIGH |
10,673.50 |
|
0.618 |
10,612.23 |
|
0.500 |
10,593.30 |
|
0.382 |
10,574.37 |
|
LOW |
10,513.10 |
|
0.618 |
10,413.97 |
|
1.000 |
10,352.70 |
|
1.618 |
10,253.57 |
|
2.618 |
10,093.17 |
|
4.250 |
9,831.40 |
|
|
| Fisher Pivots for day following 01-Jun-2000 |
| Pivot |
1 day |
3 day |
| R1 |
10,632.57 |
10,597.43 |
| PP |
10,612.93 |
10,542.67 |
| S1 |
10,593.30 |
10,487.90 |
|