Trading Metrics calculated at close of trading on 11-Sep-2000 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-2000 |
11-Sep-2000 |
Change |
Change % |
Previous Week |
Open |
3,949.15 |
3,813.44 |
-135.71 |
-3.4% |
4,085.89 |
High |
3,949.15 |
3,852.45 |
-96.70 |
-2.4% |
4,085.89 |
Low |
3,811.60 |
3,690.47 |
-121.13 |
-3.2% |
3,811.60 |
Close |
3,813.44 |
3,706.74 |
-106.70 |
-2.8% |
3,813.44 |
Range |
137.55 |
161.98 |
24.43 |
17.8% |
274.29 |
ATR |
107.94 |
111.80 |
3.86 |
3.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 11-Sep-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,235.83 |
4,133.26 |
3,795.83 |
|
R3 |
4,073.85 |
3,971.28 |
3,751.28 |
|
R2 |
3,911.87 |
3,911.87 |
3,736.44 |
|
R1 |
3,809.30 |
3,809.30 |
3,721.59 |
3,779.60 |
PP |
3,749.89 |
3,749.89 |
3,749.89 |
3,735.03 |
S1 |
3,647.32 |
3,647.32 |
3,691.89 |
3,617.62 |
S2 |
3,587.91 |
3,587.91 |
3,677.04 |
|
S3 |
3,425.93 |
3,485.34 |
3,662.20 |
|
S4 |
3,263.95 |
3,323.36 |
3,617.65 |
|
|
Weekly Pivots for week ending 08-Sep-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,726.51 |
4,544.27 |
3,964.30 |
|
R3 |
4,452.22 |
4,269.98 |
3,888.87 |
|
R2 |
4,177.93 |
4,177.93 |
3,863.73 |
|
R1 |
3,995.69 |
3,995.69 |
3,838.58 |
3,949.67 |
PP |
3,903.64 |
3,903.64 |
3,903.64 |
3,880.63 |
S1 |
3,721.40 |
3,721.40 |
3,788.30 |
3,675.38 |
S2 |
3,629.35 |
3,629.35 |
3,763.15 |
|
S3 |
3,355.06 |
3,447.11 |
3,738.01 |
|
S4 |
3,080.77 |
3,172.82 |
3,662.58 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,085.89 |
3,690.47 |
395.42 |
10.7% |
132.34 |
3.6% |
4% |
False |
True |
|
10 |
4,147.19 |
3,690.47 |
456.72 |
12.3% |
102.97 |
2.8% |
4% |
False |
True |
|
20 |
4,147.19 |
3,616.71 |
530.48 |
14.3% |
96.39 |
2.6% |
17% |
False |
False |
|
40 |
4,147.19 |
3,341.83 |
805.36 |
21.7% |
115.44 |
3.1% |
45% |
False |
False |
|
60 |
4,147.19 |
3,341.83 |
805.36 |
21.7% |
116.23 |
3.1% |
45% |
False |
False |
|
80 |
4,147.19 |
2,897.27 |
1,249.92 |
33.7% |
131.51 |
3.5% |
65% |
False |
False |
|
100 |
4,147.19 |
2,897.27 |
1,249.92 |
33.7% |
139.47 |
3.8% |
65% |
False |
False |
|
120 |
4,816.35 |
2,897.27 |
1,919.08 |
51.8% |
160.17 |
4.3% |
42% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,540.87 |
2.618 |
4,276.51 |
1.618 |
4,114.53 |
1.000 |
4,014.43 |
0.618 |
3,952.55 |
HIGH |
3,852.45 |
0.618 |
3,790.57 |
0.500 |
3,771.46 |
0.382 |
3,752.35 |
LOW |
3,690.47 |
0.618 |
3,590.37 |
1.000 |
3,528.49 |
1.618 |
3,428.39 |
2.618 |
3,266.41 |
4.250 |
3,002.06 |
|
|
Fisher Pivots for day following 11-Sep-2000 |
Pivot |
1 day |
3 day |
R1 |
3,771.46 |
3,827.21 |
PP |
3,749.89 |
3,787.05 |
S1 |
3,728.31 |
3,746.90 |
|