Trading Metrics calculated at close of trading on 12-Sep-2000 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2000 |
12-Sep-2000 |
Change |
Change % |
Previous Week |
Open |
3,813.44 |
3,706.74 |
-106.70 |
-2.8% |
4,085.89 |
High |
3,852.45 |
3,792.38 |
-60.07 |
-1.6% |
4,085.89 |
Low |
3,690.47 |
3,645.28 |
-45.19 |
-1.2% |
3,811.60 |
Close |
3,706.74 |
3,666.87 |
-39.87 |
-1.1% |
3,813.44 |
Range |
161.98 |
147.10 |
-14.88 |
-9.2% |
274.29 |
ATR |
111.80 |
114.33 |
2.52 |
2.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 12-Sep-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,142.81 |
4,051.94 |
3,747.78 |
|
R3 |
3,995.71 |
3,904.84 |
3,707.32 |
|
R2 |
3,848.61 |
3,848.61 |
3,693.84 |
|
R1 |
3,757.74 |
3,757.74 |
3,680.35 |
3,729.63 |
PP |
3,701.51 |
3,701.51 |
3,701.51 |
3,687.45 |
S1 |
3,610.64 |
3,610.64 |
3,653.39 |
3,582.53 |
S2 |
3,554.41 |
3,554.41 |
3,639.90 |
|
S3 |
3,407.31 |
3,463.54 |
3,626.42 |
|
S4 |
3,260.21 |
3,316.44 |
3,585.97 |
|
|
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 |
3,983.74 |
3,645.28 |
338.46 |
9.2% |
141.84 |
3.9% |
6% |
False |
True |
|
10 |
4,147.19 |
3,645.28 |
501.91 |
13.7% |
111.79 |
3.0% |
4% |
False |
True |
|
20 |
4,147.19 |
3,645.28 |
501.91 |
13.7% |
98.54 |
2.7% |
4% |
False |
True |
|
40 |
4,147.19 |
3,341.83 |
805.36 |
22.0% |
117.08 |
3.2% |
40% |
False |
False |
|
60 |
4,147.19 |
3,341.83 |
805.36 |
22.0% |
117.26 |
3.2% |
40% |
False |
False |
|
80 |
4,147.19 |
2,897.27 |
1,249.92 |
34.1% |
131.48 |
3.6% |
62% |
False |
False |
|
100 |
4,147.19 |
2,897.27 |
1,249.92 |
34.1% |
139.20 |
3.8% |
62% |
False |
False |
|
120 |
4,816.35 |
2,897.27 |
1,919.08 |
52.3% |
159.81 |
4.4% |
40% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,417.56 |
2.618 |
4,177.49 |
1.618 |
4,030.39 |
1.000 |
3,939.48 |
0.618 |
3,883.29 |
HIGH |
3,792.38 |
0.618 |
3,736.19 |
0.500 |
3,718.83 |
0.382 |
3,701.47 |
LOW |
3,645.28 |
0.618 |
3,554.37 |
1.000 |
3,498.18 |
1.618 |
3,407.27 |
2.618 |
3,260.17 |
4.250 |
3,020.11 |
|
|
Fisher Pivots for day following 12-Sep-2000 |
Pivot |
1 day |
3 day |
R1 |
3,718.83 |
3,797.22 |
PP |
3,701.51 |
3,753.77 |
S1 |
3,684.19 |
3,710.32 |
|