Trading Metrics calculated at close of trading on 26-Sep-2000 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Sep-2000 |
26-Sep-2000 |
Change |
Change % |
Previous Week |
Open |
3,753.31 |
3,643.65 |
-109.66 |
-2.9% |
3,676.33 |
High |
3,774.78 |
3,696.99 |
-77.79 |
-2.1% |
3,810.30 |
Low |
3,611.09 |
3,566.71 |
-44.38 |
-1.2% |
3,505.18 |
Close |
3,622.10 |
3,582.59 |
-39.51 |
-1.1% |
3,701.18 |
Range |
163.69 |
130.28 |
-33.41 |
-20.4% |
305.12 |
ATR |
132.48 |
132.32 |
-0.16 |
-0.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 26-Sep-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,006.27 |
3,924.71 |
3,654.24 |
|
R3 |
3,875.99 |
3,794.43 |
3,618.42 |
|
R2 |
3,745.71 |
3,745.71 |
3,606.47 |
|
R1 |
3,664.15 |
3,664.15 |
3,594.53 |
3,639.79 |
PP |
3,615.43 |
3,615.43 |
3,615.43 |
3,603.25 |
S1 |
3,533.87 |
3,533.87 |
3,570.65 |
3,509.51 |
S2 |
3,485.15 |
3,485.15 |
3,558.71 |
|
S3 |
3,354.87 |
3,403.59 |
3,546.76 |
|
S4 |
3,224.59 |
3,273.31 |
3,510.94 |
|
|
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 |
8.5% |
151.09 |
4.2% |
25% |
False |
False |
|
10 |
3,834.51 |
3,505.18 |
329.33 |
9.2% |
146.79 |
4.1% |
24% |
False |
False |
|
20 |
4,147.19 |
3,505.18 |
642.01 |
17.9% |
129.29 |
3.6% |
12% |
False |
False |
|
40 |
4,147.19 |
3,341.83 |
805.36 |
22.5% |
116.83 |
3.3% |
30% |
False |
False |
|
60 |
4,147.19 |
3,341.83 |
805.36 |
22.5% |
120.52 |
3.4% |
30% |
False |
False |
|
80 |
4,147.19 |
3,341.83 |
805.36 |
22.5% |
122.25 |
3.4% |
30% |
False |
False |
|
100 |
4,147.19 |
2,897.27 |
1,249.92 |
34.9% |
135.34 |
3.8% |
55% |
False |
False |
|
120 |
4,308.62 |
2,897.27 |
1,411.35 |
39.4% |
150.40 |
4.2% |
49% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,250.68 |
2.618 |
4,038.06 |
1.618 |
3,907.78 |
1.000 |
3,827.27 |
0.618 |
3,777.50 |
HIGH |
3,696.99 |
0.618 |
3,647.22 |
0.500 |
3,631.85 |
0.382 |
3,616.48 |
LOW |
3,566.71 |
0.618 |
3,486.20 |
1.000 |
3,436.43 |
1.618 |
3,355.92 |
2.618 |
3,225.64 |
4.250 |
3,013.02 |
|
|
Fisher Pivots for day following 26-Sep-2000 |
Pivot |
1 day |
3 day |
R1 |
3,631.85 |
3,639.98 |
PP |
3,615.43 |
3,620.85 |
S1 |
3,599.01 |
3,601.72 |
|