Trading Metrics calculated at close of trading on 28-Sep-2000 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Sep-2000 |
28-Sep-2000 |
Change |
Change % |
Previous Week |
Open |
3,631.08 |
3,556.99 |
-74.09 |
-2.0% |
3,676.33 |
High |
3,648.94 |
3,725.75 |
76.81 |
2.1% |
3,810.30 |
Low |
3,533.67 |
3,556.34 |
22.67 |
0.6% |
3,505.18 |
Close |
3,571.90 |
3,725.15 |
153.25 |
4.3% |
3,701.18 |
Range |
115.27 |
169.41 |
54.14 |
47.0% |
305.12 |
ATR |
131.11 |
133.84 |
2.74 |
2.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 28-Sep-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,177.31 |
4,120.64 |
3,818.33 |
|
R3 |
4,007.90 |
3,951.23 |
3,771.74 |
|
R2 |
3,838.49 |
3,838.49 |
3,756.21 |
|
R1 |
3,781.82 |
3,781.82 |
3,740.68 |
3,810.16 |
PP |
3,669.08 |
3,669.08 |
3,669.08 |
3,683.25 |
S1 |
3,612.41 |
3,612.41 |
3,709.62 |
3,640.75 |
S2 |
3,499.67 |
3,499.67 |
3,694.09 |
|
S3 |
3,330.26 |
3,443.00 |
3,678.56 |
|
S4 |
3,160.85 |
3,273.59 |
3,631.97 |
|
|
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 |
3,774.78 |
3,505.18 |
269.60 |
7.2% |
158.32 |
4.3% |
82% |
False |
False |
|
10 |
3,810.30 |
3,505.18 |
305.12 |
8.2% |
149.19 |
4.0% |
72% |
False |
False |
|
20 |
4,147.19 |
3,505.18 |
642.01 |
17.2% |
138.01 |
3.7% |
34% |
False |
False |
|
40 |
4,147.19 |
3,341.83 |
805.36 |
21.6% |
118.41 |
3.2% |
48% |
False |
False |
|
60 |
4,147.19 |
3,341.83 |
805.36 |
21.6% |
121.50 |
3.3% |
48% |
False |
False |
|
80 |
4,147.19 |
3,341.83 |
805.36 |
21.6% |
122.16 |
3.3% |
48% |
False |
False |
|
100 |
4,147.19 |
2,897.27 |
1,249.92 |
33.6% |
134.93 |
3.6% |
66% |
False |
False |
|
120 |
4,308.62 |
2,897.27 |
1,411.35 |
37.9% |
149.96 |
4.0% |
59% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,445.74 |
2.618 |
4,169.27 |
1.618 |
3,999.86 |
1.000 |
3,895.16 |
0.618 |
3,830.45 |
HIGH |
3,725.75 |
0.618 |
3,661.04 |
0.500 |
3,641.05 |
0.382 |
3,621.05 |
LOW |
3,556.34 |
0.618 |
3,451.64 |
1.000 |
3,386.93 |
1.618 |
3,282.23 |
2.618 |
3,112.82 |
4.250 |
2,836.35 |
|
|
Fisher Pivots for day following 28-Sep-2000 |
Pivot |
1 day |
3 day |
R1 |
3,697.12 |
3,693.34 |
PP |
3,669.08 |
3,661.52 |
S1 |
3,641.05 |
3,629.71 |
|