Trading Metrics calculated at close of trading on 22-Sep-2000 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Sep-2000 |
22-Sep-2000 |
Change |
Change % |
Previous Week |
Open |
3,790.45 |
3,718.15 |
-72.30 |
-1.9% |
3,676.33 |
High |
3,790.45 |
3,718.15 |
-72.30 |
-1.9% |
3,810.30 |
Low |
3,691.93 |
3,505.18 |
-186.75 |
-5.1% |
3,505.18 |
Close |
3,718.15 |
3,701.18 |
-16.97 |
-0.5% |
3,701.18 |
Range |
98.52 |
212.97 |
114.45 |
116.2% |
305.12 |
ATR |
123.70 |
130.08 |
6.38 |
5.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 22-Sep-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,280.41 |
4,203.77 |
3,818.31 |
|
R3 |
4,067.44 |
3,990.80 |
3,759.75 |
|
R2 |
3,854.47 |
3,854.47 |
3,740.22 |
|
R1 |
3,777.83 |
3,777.83 |
3,720.70 |
3,709.67 |
PP |
3,641.50 |
3,641.50 |
3,641.50 |
3,607.42 |
S1 |
3,564.86 |
3,564.86 |
3,681.66 |
3,496.70 |
S2 |
3,428.53 |
3,428.53 |
3,662.14 |
|
S3 |
3,215.56 |
3,351.89 |
3,642.61 |
|
S4 |
3,002.59 |
3,138.92 |
3,584.05 |
|
|
Weekly Pivots for week ending 22-Sep-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,587.58 |
4,449.50 |
3,869.00 |
|
R3 |
4,282.46 |
4,144.38 |
3,785.09 |
|
R2 |
3,977.34 |
3,977.34 |
3,757.12 |
|
R1 |
3,839.26 |
3,839.26 |
3,729.15 |
3,908.30 |
PP |
3,672.22 |
3,672.22 |
3,672.22 |
3,706.74 |
S1 |
3,534.14 |
3,534.14 |
3,673.21 |
3,603.18 |
S2 |
3,367.10 |
3,367.10 |
3,645.24 |
|
S3 |
3,061.98 |
3,229.02 |
3,617.27 |
|
S4 |
2,756.86 |
2,923.90 |
3,533.36 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,810.30 |
3,505.18 |
305.12 |
8.2% |
161.01 |
4.4% |
64% |
False |
True |
|
10 |
3,852.45 |
3,505.18 |
347.27 |
9.4% |
148.30 |
4.0% |
56% |
False |
True |
|
20 |
4,147.19 |
3,505.18 |
642.01 |
17.3% |
121.08 |
3.3% |
31% |
False |
True |
|
40 |
4,147.19 |
3,341.83 |
805.36 |
21.8% |
120.42 |
3.3% |
45% |
False |
False |
|
60 |
4,147.19 |
3,341.83 |
805.36 |
21.8% |
119.44 |
3.2% |
45% |
False |
False |
|
80 |
4,147.19 |
3,331.80 |
815.39 |
22.0% |
124.02 |
3.4% |
45% |
False |
False |
|
100 |
4,147.19 |
2,897.27 |
1,249.92 |
33.8% |
135.41 |
3.7% |
64% |
False |
False |
|
120 |
4,308.62 |
2,897.27 |
1,411.35 |
38.1% |
155.39 |
4.2% |
57% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,623.27 |
2.618 |
4,275.71 |
1.618 |
4,062.74 |
1.000 |
3,931.12 |
0.618 |
3,849.77 |
HIGH |
3,718.15 |
0.618 |
3,636.80 |
0.500 |
3,611.67 |
0.382 |
3,586.53 |
LOW |
3,505.18 |
0.618 |
3,373.56 |
1.000 |
3,292.21 |
1.618 |
3,160.59 |
2.618 |
2,947.62 |
4.250 |
2,600.06 |
|
|
Fisher Pivots for day following 22-Sep-2000 |
Pivot |
1 day |
3 day |
R1 |
3,671.34 |
3,686.70 |
PP |
3,641.50 |
3,672.22 |
S1 |
3,611.67 |
3,657.74 |
|