Trading Metrics calculated at close of trading on 13-Sep-2000 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2000 |
13-Sep-2000 |
Change |
Change % |
Previous Week |
Open |
3,706.74 |
3,666.87 |
-39.87 |
-1.1% |
4,085.89 |
High |
3,792.38 |
3,752.45 |
-39.93 |
-1.1% |
4,085.89 |
Low |
3,645.28 |
3,610.65 |
-34.63 |
-0.9% |
3,811.60 |
Close |
3,666.87 |
3,741.75 |
74.88 |
2.0% |
3,813.44 |
Range |
147.10 |
141.80 |
-5.30 |
-3.6% |
274.29 |
ATR |
114.33 |
116.29 |
1.96 |
1.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 13-Sep-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,127.02 |
4,076.18 |
3,819.74 |
|
R3 |
3,985.22 |
3,934.38 |
3,780.75 |
|
R2 |
3,843.42 |
3,843.42 |
3,767.75 |
|
R1 |
3,792.58 |
3,792.58 |
3,754.75 |
3,818.00 |
PP |
3,701.62 |
3,701.62 |
3,701.62 |
3,714.33 |
S1 |
3,650.78 |
3,650.78 |
3,728.75 |
3,676.20 |
S2 |
3,559.82 |
3,559.82 |
3,715.75 |
|
S3 |
3,418.02 |
3,508.98 |
3,702.76 |
|
S4 |
3,276.22 |
3,367.18 |
3,663.76 |
|
|
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 |
3,963.94 |
3,610.65 |
353.29 |
9.4% |
140.92 |
3.8% |
37% |
False |
True |
|
10 |
4,147.19 |
3,610.65 |
536.54 |
14.3% |
121.22 |
3.2% |
24% |
False |
True |
|
20 |
4,147.19 |
3,610.65 |
536.54 |
14.3% |
102.11 |
2.7% |
24% |
False |
True |
|
40 |
4,147.19 |
3,341.83 |
805.36 |
21.5% |
117.86 |
3.1% |
50% |
False |
False |
|
60 |
4,147.19 |
3,341.83 |
805.36 |
21.5% |
116.20 |
3.1% |
50% |
False |
False |
|
80 |
4,147.19 |
2,897.27 |
1,249.92 |
33.4% |
131.18 |
3.5% |
68% |
False |
False |
|
100 |
4,147.19 |
2,897.27 |
1,249.92 |
33.4% |
138.82 |
3.7% |
68% |
False |
False |
|
120 |
4,816.35 |
2,897.27 |
1,919.08 |
51.3% |
159.69 |
4.3% |
44% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,355.10 |
2.618 |
4,123.68 |
1.618 |
3,981.88 |
1.000 |
3,894.25 |
0.618 |
3,840.08 |
HIGH |
3,752.45 |
0.618 |
3,698.28 |
0.500 |
3,681.55 |
0.382 |
3,664.82 |
LOW |
3,610.65 |
0.618 |
3,523.02 |
1.000 |
3,468.85 |
1.618 |
3,381.22 |
2.618 |
3,239.42 |
4.250 |
3,008.00 |
|
|
Fisher Pivots for day following 13-Sep-2000 |
Pivot |
1 day |
3 day |
R1 |
3,721.68 |
3,738.35 |
PP |
3,701.62 |
3,734.95 |
S1 |
3,681.55 |
3,731.55 |
|