| Trading Metrics calculated at close of trading on 28-Aug-2000 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Aug-2000 |
28-Aug-2000 |
Change |
Change % |
Previous Week |
| Open |
11,179.40 |
11,197.00 |
17.60 |
0.2% |
11,046.50 |
| High |
11,210.90 |
11,319.10 |
108.20 |
1.0% |
11,210.90 |
| Low |
11,155.60 |
11,188.90 |
33.30 |
0.3% |
11,027.10 |
| Close |
11,192.60 |
11,252.80 |
60.20 |
0.5% |
11,192.60 |
| Range |
55.30 |
130.20 |
74.90 |
135.4% |
183.80 |
| ATR |
112.27 |
113.55 |
1.28 |
1.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 28-Aug-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,644.20 |
11,578.70 |
11,324.41 |
|
| R3 |
11,514.00 |
11,448.50 |
11,288.61 |
|
| R2 |
11,383.80 |
11,383.80 |
11,276.67 |
|
| R1 |
11,318.30 |
11,318.30 |
11,264.74 |
11,351.05 |
| PP |
11,253.60 |
11,253.60 |
11,253.60 |
11,269.98 |
| S1 |
11,188.10 |
11,188.10 |
11,240.87 |
11,220.85 |
| S2 |
11,123.40 |
11,123.40 |
11,228.93 |
|
| S3 |
10,993.20 |
11,057.90 |
11,217.00 |
|
| S4 |
10,863.00 |
10,927.70 |
11,181.19 |
|
|
| Weekly Pivots for week ending 25-Aug-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,694.93 |
11,627.57 |
11,293.69 |
|
| R3 |
11,511.13 |
11,443.77 |
11,243.15 |
|
| R2 |
11,327.33 |
11,327.33 |
11,226.30 |
|
| R1 |
11,259.97 |
11,259.97 |
11,209.45 |
11,293.65 |
| PP |
11,143.53 |
11,143.53 |
11,143.53 |
11,160.38 |
| S1 |
11,076.17 |
11,076.17 |
11,175.75 |
11,109.85 |
| S2 |
10,959.73 |
10,959.73 |
11,158.90 |
|
| S3 |
10,775.93 |
10,892.37 |
11,142.06 |
|
| S4 |
10,592.13 |
10,708.57 |
11,091.51 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,319.10 |
11,059.70 |
259.40 |
2.3% |
96.84 |
0.9% |
74% |
True |
False |
|
| 10 |
11,319.10 |
10,961.10 |
358.00 |
3.2% |
100.34 |
0.9% |
81% |
True |
False |
|
| 20 |
11,319.10 |
10,516.80 |
802.30 |
7.1% |
113.28 |
1.0% |
92% |
True |
False |
|
| 40 |
11,319.10 |
10,393.10 |
926.00 |
8.2% |
118.20 |
1.1% |
93% |
True |
False |
|
| 60 |
11,319.10 |
10,335.50 |
983.60 |
8.7% |
125.88 |
1.1% |
93% |
True |
False |
|
| 80 |
11,319.10 |
10,258.80 |
1,060.30 |
9.4% |
139.73 |
1.2% |
94% |
True |
False |
|
| 100 |
11,425.50 |
10,201.50 |
1,224.00 |
10.9% |
159.87 |
1.4% |
86% |
False |
False |
|
| 120 |
11,425.50 |
9,735.54 |
1,689.96 |
15.0% |
177.75 |
1.6% |
90% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,872.45 |
|
2.618 |
11,659.96 |
|
1.618 |
11,529.76 |
|
1.000 |
11,449.30 |
|
0.618 |
11,399.56 |
|
HIGH |
11,319.10 |
|
0.618 |
11,269.36 |
|
0.500 |
11,254.00 |
|
0.382 |
11,238.64 |
|
LOW |
11,188.90 |
|
0.618 |
11,108.44 |
|
1.000 |
11,058.70 |
|
1.618 |
10,978.24 |
|
2.618 |
10,848.04 |
|
4.250 |
10,635.55 |
|
|
| Fisher Pivots for day following 28-Aug-2000 |
| Pivot |
1 day |
3 day |
| R1 |
11,254.00 |
11,241.73 |
| PP |
11,253.60 |
11,230.67 |
| S1 |
11,253.20 |
11,219.60 |
|