Trading Metrics calculated at close of trading on 19-Sep-2000 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2000 |
19-Sep-2000 |
Change |
Change % |
Previous Week |
Open |
3,676.33 |
3,588.37 |
-87.96 |
-2.4% |
3,813.44 |
High |
3,723.67 |
3,756.87 |
33.20 |
0.9% |
3,852.45 |
Low |
3,548.59 |
3,588.37 |
39.78 |
1.1% |
3,610.65 |
Close |
3,585.52 |
3,756.40 |
170.88 |
4.8% |
3,676.33 |
Range |
175.08 |
168.50 |
-6.58 |
-3.8% |
241.80 |
ATR |
120.11 |
123.77 |
3.66 |
3.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 19-Sep-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,206.05 |
4,149.72 |
3,849.08 |
|
R3 |
4,037.55 |
3,981.22 |
3,802.74 |
|
R2 |
3,869.05 |
3,869.05 |
3,787.29 |
|
R1 |
3,812.72 |
3,812.72 |
3,771.85 |
3,840.89 |
PP |
3,700.55 |
3,700.55 |
3,700.55 |
3,714.63 |
S1 |
3,644.22 |
3,644.22 |
3,740.95 |
3,672.39 |
S2 |
3,532.05 |
3,532.05 |
3,725.51 |
|
S3 |
3,363.55 |
3,475.72 |
3,710.06 |
|
S4 |
3,195.05 |
3,307.22 |
3,663.73 |
|
|
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 |
7.6% |
142.48 |
3.8% |
73% |
False |
False |
|
10 |
3,983.74 |
3,548.59 |
435.15 |
11.6% |
142.16 |
3.8% |
48% |
False |
False |
|
20 |
4,147.19 |
3,548.59 |
598.60 |
15.9% |
112.04 |
3.0% |
35% |
False |
False |
|
40 |
4,147.19 |
3,341.83 |
805.36 |
21.4% |
118.10 |
3.1% |
51% |
False |
False |
|
60 |
4,147.19 |
3,341.83 |
805.36 |
21.4% |
117.00 |
3.1% |
51% |
False |
False |
|
80 |
4,147.19 |
3,033.50 |
1,113.69 |
29.6% |
125.59 |
3.3% |
65% |
False |
False |
|
100 |
4,147.19 |
2,897.27 |
1,249.92 |
33.3% |
134.67 |
3.6% |
69% |
False |
False |
|
120 |
4,491.08 |
2,897.27 |
1,593.81 |
42.4% |
159.11 |
4.2% |
54% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,473.00 |
2.618 |
4,198.00 |
1.618 |
4,029.50 |
1.000 |
3,925.37 |
0.618 |
3,861.00 |
HIGH |
3,756.87 |
0.618 |
3,692.50 |
0.500 |
3,672.62 |
0.382 |
3,652.74 |
LOW |
3,588.37 |
0.618 |
3,484.24 |
1.000 |
3,419.87 |
1.618 |
3,315.74 |
2.618 |
3,147.24 |
4.250 |
2,872.25 |
|
|
Fisher Pivots for day following 19-Sep-2000 |
Pivot |
1 day |
3 day |
R1 |
3,728.47 |
3,721.84 |
PP |
3,700.55 |
3,687.29 |
S1 |
3,672.62 |
3,652.73 |
|