Trading Metrics calculated at close of trading on 27-Sep-2000 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Sep-2000 |
27-Sep-2000 |
Change |
Change % |
Previous Week |
Open |
3,643.65 |
3,631.08 |
-12.57 |
-0.3% |
3,676.33 |
High |
3,696.99 |
3,648.94 |
-48.05 |
-1.3% |
3,810.30 |
Low |
3,566.71 |
3,533.67 |
-33.04 |
-0.9% |
3,505.18 |
Close |
3,582.59 |
3,571.90 |
-10.69 |
-0.3% |
3,701.18 |
Range |
130.28 |
115.27 |
-15.01 |
-11.5% |
305.12 |
ATR |
132.32 |
131.11 |
-1.22 |
-0.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 27-Sep-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,930.65 |
3,866.54 |
3,635.30 |
|
R3 |
3,815.38 |
3,751.27 |
3,603.60 |
|
R2 |
3,700.11 |
3,700.11 |
3,593.03 |
|
R1 |
3,636.00 |
3,636.00 |
3,582.47 |
3,610.42 |
PP |
3,584.84 |
3,584.84 |
3,584.84 |
3,572.05 |
S1 |
3,520.73 |
3,520.73 |
3,561.33 |
3,495.15 |
S2 |
3,469.57 |
3,469.57 |
3,550.77 |
|
S3 |
3,354.30 |
3,405.46 |
3,540.20 |
|
S4 |
3,239.03 |
3,290.19 |
3,508.50 |
|
|
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 |
3,790.45 |
3,505.18 |
285.27 |
8.0% |
144.15 |
4.0% |
23% |
False |
False |
|
10 |
3,834.51 |
3,505.18 |
329.33 |
9.2% |
144.13 |
4.0% |
20% |
False |
False |
|
20 |
4,147.19 |
3,505.18 |
642.01 |
18.0% |
132.68 |
3.7% |
10% |
False |
False |
|
40 |
4,147.19 |
3,341.83 |
805.36 |
22.5% |
117.45 |
3.3% |
29% |
False |
False |
|
60 |
4,147.19 |
3,341.83 |
805.36 |
22.5% |
121.32 |
3.4% |
29% |
False |
False |
|
80 |
4,147.19 |
3,341.83 |
805.36 |
22.5% |
122.08 |
3.4% |
29% |
False |
False |
|
100 |
4,147.19 |
2,897.27 |
1,249.92 |
35.0% |
134.91 |
3.8% |
54% |
False |
False |
|
120 |
4,308.62 |
2,897.27 |
1,411.35 |
39.5% |
150.06 |
4.2% |
48% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,138.84 |
2.618 |
3,950.72 |
1.618 |
3,835.45 |
1.000 |
3,764.21 |
0.618 |
3,720.18 |
HIGH |
3,648.94 |
0.618 |
3,604.91 |
0.500 |
3,591.31 |
0.382 |
3,577.70 |
LOW |
3,533.67 |
0.618 |
3,462.43 |
1.000 |
3,418.40 |
1.618 |
3,347.16 |
2.618 |
3,231.89 |
4.250 |
3,043.77 |
|
|
Fisher Pivots for day following 27-Sep-2000 |
Pivot |
1 day |
3 day |
R1 |
3,591.31 |
3,654.23 |
PP |
3,584.84 |
3,626.78 |
S1 |
3,578.37 |
3,599.34 |
|