Trading Metrics calculated at close of trading on 04-Oct-2000 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Oct-2000 |
04-Oct-2000 |
Change |
Change % |
Previous Week |
Open |
3,528.00 |
3,337.91 |
-190.09 |
-5.4% |
3,753.31 |
High |
3,544.54 |
3,476.52 |
-68.02 |
-1.9% |
3,774.78 |
Low |
3,351.61 |
3,291.61 |
-60.00 |
-1.8% |
3,533.67 |
Close |
3,353.34 |
3,453.36 |
100.02 |
3.0% |
3,570.61 |
Range |
192.93 |
184.91 |
-8.02 |
-4.2% |
241.11 |
ATR |
142.28 |
145.33 |
3.04 |
2.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 04-Oct-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,961.89 |
3,892.54 |
3,555.06 |
|
R3 |
3,776.98 |
3,707.63 |
3,504.21 |
|
R2 |
3,592.07 |
3,592.07 |
3,487.26 |
|
R1 |
3,522.72 |
3,522.72 |
3,470.31 |
3,557.40 |
PP |
3,407.16 |
3,407.16 |
3,407.16 |
3,424.50 |
S1 |
3,337.81 |
3,337.81 |
3,436.41 |
3,372.49 |
S2 |
3,222.25 |
3,222.25 |
3,419.46 |
|
S3 |
3,037.34 |
3,152.90 |
3,402.51 |
|
S4 |
2,852.43 |
2,967.99 |
3,351.66 |
|
|
Weekly Pivots for week ending 29-Sep-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,349.68 |
4,201.26 |
3,703.22 |
|
R3 |
4,108.57 |
3,960.15 |
3,636.92 |
|
R2 |
3,867.46 |
3,867.46 |
3,614.81 |
|
R1 |
3,719.04 |
3,719.04 |
3,592.71 |
3,672.70 |
PP |
3,626.35 |
3,626.35 |
3,626.35 |
3,603.18 |
S1 |
3,477.93 |
3,477.93 |
3,548.51 |
3,431.59 |
S2 |
3,385.24 |
3,385.24 |
3,526.41 |
|
S3 |
3,144.13 |
3,236.82 |
3,504.30 |
|
S4 |
2,903.02 |
2,995.71 |
3,438.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,725.75 |
3,291.61 |
434.14 |
12.6% |
169.22 |
4.9% |
37% |
False |
True |
|
10 |
3,790.45 |
3,291.61 |
498.84 |
14.4% |
156.68 |
4.5% |
32% |
False |
True |
|
20 |
3,963.94 |
3,291.61 |
672.33 |
19.5% |
149.60 |
4.3% |
24% |
False |
True |
|
40 |
4,147.19 |
3,291.61 |
855.58 |
24.8% |
120.32 |
3.5% |
19% |
False |
True |
|
60 |
4,147.19 |
3,291.61 |
855.58 |
24.8% |
124.85 |
3.6% |
19% |
False |
True |
|
80 |
4,147.19 |
3,291.61 |
855.58 |
24.8% |
124.67 |
3.6% |
19% |
False |
True |
|
100 |
4,147.19 |
2,897.27 |
1,249.92 |
36.2% |
135.35 |
3.9% |
44% |
False |
False |
|
120 |
4,147.19 |
2,897.27 |
1,249.92 |
36.2% |
146.25 |
4.2% |
44% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,262.39 |
2.618 |
3,960.61 |
1.618 |
3,775.70 |
1.000 |
3,661.43 |
0.618 |
3,590.79 |
HIGH |
3,476.52 |
0.618 |
3,405.88 |
0.500 |
3,384.07 |
0.382 |
3,362.25 |
LOW |
3,291.61 |
0.618 |
3,177.34 |
1.000 |
3,106.70 |
1.618 |
2,992.43 |
2.618 |
2,807.52 |
4.250 |
2,505.74 |
|
|
Fisher Pivots for day following 04-Oct-2000 |
Pivot |
1 day |
3 day |
R1 |
3,430.26 |
3,453.15 |
PP |
3,407.16 |
3,452.94 |
S1 |
3,384.07 |
3,452.74 |
|