Trading Metrics calculated at close of trading on 01-Sep-2000 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Aug-2000 |
01-Sep-2000 |
Change |
Change % |
Previous Week |
Open |
3,971.32 |
4,084.11 |
112.79 |
2.8% |
3,955.54 |
High |
4,080.48 |
4,147.19 |
66.71 |
1.6% |
4,147.19 |
Low |
3,971.32 |
4,057.44 |
86.12 |
2.2% |
3,921.49 |
Close |
4,077.59 |
4,099.30 |
21.71 |
0.5% |
4,099.30 |
Range |
109.16 |
89.75 |
-19.41 |
-17.8% |
225.70 |
ATR |
99.93 |
99.21 |
-0.73 |
-0.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 01-Sep-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,370.56 |
4,324.68 |
4,148.66 |
|
R3 |
4,280.81 |
4,234.93 |
4,123.98 |
|
R2 |
4,191.06 |
4,191.06 |
4,115.75 |
|
R1 |
4,145.18 |
4,145.18 |
4,107.53 |
4,168.12 |
PP |
4,101.31 |
4,101.31 |
4,101.31 |
4,112.78 |
S1 |
4,055.43 |
4,055.43 |
4,091.07 |
4,078.37 |
S2 |
4,011.56 |
4,011.56 |
4,082.85 |
|
S3 |
3,921.81 |
3,965.68 |
4,074.62 |
|
S4 |
3,832.06 |
3,875.93 |
4,049.94 |
|
|
Weekly Pivots for week ending 01-Sep-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,733.09 |
4,641.90 |
4,223.44 |
|
R3 |
4,507.39 |
4,416.20 |
4,161.37 |
|
R2 |
4,281.69 |
4,281.69 |
4,140.68 |
|
R1 |
4,190.50 |
4,190.50 |
4,119.99 |
4,236.10 |
PP |
4,055.99 |
4,055.99 |
4,055.99 |
4,078.79 |
S1 |
3,964.80 |
3,964.80 |
4,078.61 |
4,010.40 |
S2 |
3,830.29 |
3,830.29 |
4,057.92 |
|
S3 |
3,604.59 |
3,739.10 |
4,037.23 |
|
S4 |
3,378.89 |
3,513.40 |
3,975.17 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,147.19 |
3,921.49 |
225.70 |
5.5% |
73.60 |
1.8% |
79% |
True |
False |
|
10 |
4,147.19 |
3,760.12 |
387.07 |
9.4% |
81.31 |
2.0% |
88% |
True |
False |
|
20 |
4,147.19 |
3,521.53 |
625.66 |
15.3% |
87.64 |
2.1% |
92% |
True |
False |
|
40 |
4,147.19 |
3,341.83 |
805.36 |
19.6% |
111.05 |
2.7% |
94% |
True |
False |
|
60 |
4,147.19 |
3,341.83 |
805.36 |
19.6% |
115.91 |
2.8% |
94% |
True |
False |
|
80 |
4,147.19 |
2,897.27 |
1,249.92 |
30.5% |
132.05 |
3.2% |
96% |
True |
False |
|
100 |
4,147.19 |
2,897.27 |
1,249.92 |
30.5% |
149.03 |
3.6% |
96% |
True |
False |
|
120 |
4,816.35 |
2,897.27 |
1,919.08 |
46.8% |
164.32 |
4.0% |
63% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,528.63 |
2.618 |
4,382.16 |
1.618 |
4,292.41 |
1.000 |
4,236.94 |
0.618 |
4,202.66 |
HIGH |
4,147.19 |
0.618 |
4,112.91 |
0.500 |
4,102.32 |
0.382 |
4,091.72 |
LOW |
4,057.44 |
0.618 |
4,001.97 |
1.000 |
3,967.69 |
1.618 |
3,912.22 |
2.618 |
3,822.47 |
4.250 |
3,676.00 |
|
|
Fisher Pivots for day following 01-Sep-2000 |
Pivot |
1 day |
3 day |
R1 |
4,102.32 |
4,077.65 |
PP |
4,101.31 |
4,055.99 |
S1 |
4,100.31 |
4,034.34 |
|