Trading Metrics calculated at close of trading on 18-Sep-2000 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2000 |
18-Sep-2000 |
Change |
Change % |
Previous Week |
Open |
3,731.73 |
3,676.33 |
-55.40 |
-1.5% |
3,813.44 |
High |
3,748.76 |
3,723.67 |
-25.09 |
-0.7% |
3,852.45 |
Low |
3,640.58 |
3,548.59 |
-91.99 |
-2.5% |
3,610.65 |
Close |
3,676.33 |
3,585.52 |
-90.81 |
-2.5% |
3,676.33 |
Range |
108.18 |
175.08 |
66.90 |
61.8% |
241.80 |
ATR |
115.88 |
120.11 |
4.23 |
3.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 18-Sep-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,144.50 |
4,040.09 |
3,681.81 |
|
R3 |
3,969.42 |
3,865.01 |
3,633.67 |
|
R2 |
3,794.34 |
3,794.34 |
3,617.62 |
|
R1 |
3,689.93 |
3,689.93 |
3,601.57 |
3,654.60 |
PP |
3,619.26 |
3,619.26 |
3,619.26 |
3,601.59 |
S1 |
3,514.85 |
3,514.85 |
3,569.47 |
3,479.52 |
S2 |
3,444.18 |
3,444.18 |
3,553.42 |
|
S3 |
3,269.10 |
3,339.77 |
3,537.37 |
|
S4 |
3,094.02 |
3,164.69 |
3,489.23 |
|
|
Weekly Pivots for week ending 15-Sep-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,438.54 |
4,299.24 |
3,809.32 |
|
R3 |
4,196.74 |
4,057.44 |
3,742.83 |
|
R2 |
3,954.94 |
3,954.94 |
3,720.66 |
|
R1 |
3,815.64 |
3,815.64 |
3,698.50 |
3,764.39 |
PP |
3,713.14 |
3,713.14 |
3,713.14 |
3,687.52 |
S1 |
3,573.84 |
3,573.84 |
3,654.17 |
3,522.59 |
S2 |
3,471.34 |
3,471.34 |
3,632.00 |
|
S3 |
3,229.54 |
3,332.04 |
3,609.84 |
|
S4 |
2,987.74 |
3,090.24 |
3,543.34 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,834.51 |
3,548.59 |
285.92 |
8.0% |
138.20 |
3.9% |
13% |
False |
True |
|
10 |
4,085.89 |
3,548.59 |
537.30 |
15.0% |
135.27 |
3.8% |
7% |
False |
True |
|
20 |
4,147.19 |
3,548.59 |
598.60 |
16.7% |
108.29 |
3.0% |
6% |
False |
True |
|
40 |
4,147.19 |
3,341.83 |
805.36 |
22.5% |
118.38 |
3.3% |
30% |
False |
False |
|
60 |
4,147.19 |
3,341.83 |
805.36 |
22.5% |
116.74 |
3.3% |
30% |
False |
False |
|
80 |
4,147.19 |
3,033.50 |
1,113.69 |
31.1% |
126.14 |
3.5% |
50% |
False |
False |
|
100 |
4,147.19 |
2,897.27 |
1,249.92 |
34.9% |
136.01 |
3.8% |
55% |
False |
False |
|
120 |
4,615.09 |
2,897.27 |
1,717.82 |
47.9% |
159.43 |
4.4% |
40% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,467.76 |
2.618 |
4,182.03 |
1.618 |
4,006.95 |
1.000 |
3,898.75 |
0.618 |
3,831.87 |
HIGH |
3,723.67 |
0.618 |
3,656.79 |
0.500 |
3,636.13 |
0.382 |
3,615.47 |
LOW |
3,548.59 |
0.618 |
3,440.39 |
1.000 |
3,373.51 |
1.618 |
3,265.31 |
2.618 |
3,090.23 |
4.250 |
2,804.50 |
|
|
Fisher Pivots for day following 18-Sep-2000 |
Pivot |
1 day |
3 day |
R1 |
3,636.13 |
3,691.55 |
PP |
3,619.26 |
3,656.21 |
S1 |
3,602.39 |
3,620.86 |
|