Trading Metrics calculated at close of trading on 05-Oct-2000 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Oct-2000 |
05-Oct-2000 |
Change |
Change % |
Previous Week |
Open |
3,337.91 |
3,421.46 |
83.55 |
2.5% |
3,753.31 |
High |
3,476.52 |
3,492.28 |
15.76 |
0.5% |
3,774.78 |
Low |
3,291.61 |
3,392.00 |
100.39 |
3.0% |
3,533.67 |
Close |
3,453.36 |
3,424.32 |
-29.04 |
-0.8% |
3,570.61 |
Range |
184.91 |
100.28 |
-84.63 |
-45.8% |
241.11 |
ATR |
145.33 |
142.11 |
-3.22 |
-2.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 05-Oct-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,737.04 |
3,680.96 |
3,479.47 |
|
R3 |
3,636.76 |
3,580.68 |
3,451.90 |
|
R2 |
3,536.48 |
3,536.48 |
3,442.70 |
|
R1 |
3,480.40 |
3,480.40 |
3,433.51 |
3,508.44 |
PP |
3,436.20 |
3,436.20 |
3,436.20 |
3,450.22 |
S1 |
3,380.12 |
3,380.12 |
3,415.13 |
3,408.16 |
S2 |
3,335.92 |
3,335.92 |
3,405.94 |
|
S3 |
3,235.64 |
3,279.84 |
3,396.74 |
|
S4 |
3,135.36 |
3,179.56 |
3,369.17 |
|
|
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 |
3,690.24 |
3,291.61 |
398.63 |
11.6% |
155.39 |
4.5% |
33% |
False |
False |
|
10 |
3,774.78 |
3,291.61 |
483.17 |
14.1% |
156.86 |
4.6% |
27% |
False |
False |
|
20 |
3,949.15 |
3,291.61 |
657.54 |
19.2% |
148.81 |
4.3% |
20% |
False |
False |
|
40 |
4,147.19 |
3,291.61 |
855.58 |
25.0% |
120.61 |
3.5% |
16% |
False |
False |
|
60 |
4,147.19 |
3,291.61 |
855.58 |
25.0% |
124.58 |
3.6% |
16% |
False |
False |
|
80 |
4,147.19 |
3,291.61 |
855.58 |
25.0% |
123.62 |
3.6% |
16% |
False |
False |
|
100 |
4,147.19 |
2,897.27 |
1,249.92 |
36.5% |
134.38 |
3.9% |
42% |
False |
False |
|
120 |
4,147.19 |
2,897.27 |
1,249.92 |
36.5% |
143.77 |
4.2% |
42% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,918.47 |
2.618 |
3,754.81 |
1.618 |
3,654.53 |
1.000 |
3,592.56 |
0.618 |
3,554.25 |
HIGH |
3,492.28 |
0.618 |
3,453.97 |
0.500 |
3,442.14 |
0.382 |
3,430.31 |
LOW |
3,392.00 |
0.618 |
3,330.03 |
1.000 |
3,291.72 |
1.618 |
3,229.75 |
2.618 |
3,129.47 |
4.250 |
2,965.81 |
|
|
Fisher Pivots for day following 05-Oct-2000 |
Pivot |
1 day |
3 day |
R1 |
3,442.14 |
3,422.24 |
PP |
3,436.20 |
3,420.16 |
S1 |
3,430.26 |
3,418.08 |
|