Trading Metrics calculated at close of trading on 14-Sep-2000 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2000 |
14-Sep-2000 |
Change |
Change % |
Previous Week |
Open |
3,666.87 |
3,741.75 |
74.88 |
2.0% |
4,085.89 |
High |
3,752.45 |
3,834.51 |
82.06 |
2.2% |
4,085.89 |
Low |
3,610.65 |
3,715.65 |
105.00 |
2.9% |
3,811.60 |
Close |
3,741.75 |
3,737.42 |
-4.33 |
-0.1% |
3,813.44 |
Range |
141.80 |
118.86 |
-22.94 |
-16.2% |
274.29 |
ATR |
116.29 |
116.47 |
0.18 |
0.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 14-Sep-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,119.11 |
4,047.12 |
3,802.79 |
|
R3 |
4,000.25 |
3,928.26 |
3,770.11 |
|
R2 |
3,881.39 |
3,881.39 |
3,759.21 |
|
R1 |
3,809.40 |
3,809.40 |
3,748.32 |
3,785.97 |
PP |
3,762.53 |
3,762.53 |
3,762.53 |
3,750.81 |
S1 |
3,690.54 |
3,690.54 |
3,726.52 |
3,667.11 |
S2 |
3,643.67 |
3,643.67 |
3,715.63 |
|
S3 |
3,524.81 |
3,571.68 |
3,704.73 |
|
S4 |
3,405.95 |
3,452.82 |
3,672.05 |
|
|
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 |
3,949.15 |
3,610.65 |
338.50 |
9.1% |
141.46 |
3.8% |
37% |
False |
False |
|
10 |
4,147.19 |
3,610.65 |
536.54 |
14.4% |
126.84 |
3.4% |
24% |
False |
False |
|
20 |
4,147.19 |
3,610.65 |
536.54 |
14.4% |
103.72 |
2.8% |
24% |
False |
False |
|
40 |
4,147.19 |
3,341.83 |
805.36 |
21.5% |
117.69 |
3.1% |
49% |
False |
False |
|
60 |
4,147.19 |
3,341.83 |
805.36 |
21.5% |
116.65 |
3.1% |
49% |
False |
False |
|
80 |
4,147.19 |
2,897.27 |
1,249.92 |
33.4% |
129.66 |
3.5% |
67% |
False |
False |
|
100 |
4,147.19 |
2,897.27 |
1,249.92 |
33.4% |
137.54 |
3.7% |
67% |
False |
False |
|
120 |
4,781.19 |
2,897.27 |
1,883.92 |
50.4% |
158.95 |
4.3% |
45% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,339.67 |
2.618 |
4,145.69 |
1.618 |
4,026.83 |
1.000 |
3,953.37 |
0.618 |
3,907.97 |
HIGH |
3,834.51 |
0.618 |
3,789.11 |
0.500 |
3,775.08 |
0.382 |
3,761.05 |
LOW |
3,715.65 |
0.618 |
3,642.19 |
1.000 |
3,596.79 |
1.618 |
3,523.33 |
2.618 |
3,404.47 |
4.250 |
3,210.50 |
|
|
Fisher Pivots for day following 14-Sep-2000 |
Pivot |
1 day |
3 day |
R1 |
3,775.08 |
3,732.47 |
PP |
3,762.53 |
3,727.53 |
S1 |
3,749.97 |
3,722.58 |
|