| Trading Metrics calculated at close of trading on 29-Aug-2000 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Aug-2000 |
29-Aug-2000 |
Change |
Change % |
Previous Week |
| Open |
11,197.00 |
11,252.80 |
55.80 |
0.5% |
11,046.50 |
| High |
11,319.10 |
11,256.20 |
-62.90 |
-0.6% |
11,210.90 |
| Low |
11,188.90 |
11,196.60 |
7.70 |
0.1% |
11,027.10 |
| Close |
11,252.80 |
11,215.10 |
-37.70 |
-0.3% |
11,192.60 |
| Range |
130.20 |
59.60 |
-70.60 |
-54.2% |
183.80 |
| ATR |
113.55 |
109.70 |
-3.85 |
-3.4% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 29-Aug-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,401.43 |
11,367.87 |
11,247.88 |
|
| R3 |
11,341.83 |
11,308.27 |
11,231.49 |
|
| R2 |
11,282.23 |
11,282.23 |
11,226.03 |
|
| R1 |
11,248.67 |
11,248.67 |
11,220.56 |
11,235.65 |
| PP |
11,222.63 |
11,222.63 |
11,222.63 |
11,216.13 |
| S1 |
11,189.07 |
11,189.07 |
11,209.64 |
11,176.05 |
| S2 |
11,163.03 |
11,163.03 |
11,204.17 |
|
| S3 |
11,103.43 |
11,129.47 |
11,198.71 |
|
| S4 |
11,043.83 |
11,069.87 |
11,182.32 |
|
|
| 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% |
87.08 |
0.8% |
60% |
False |
False |
|
| 10 |
11,319.10 |
10,961.10 |
358.00 |
3.2% |
93.41 |
0.8% |
71% |
False |
False |
|
| 20 |
11,319.10 |
10,587.50 |
731.60 |
6.5% |
110.76 |
1.0% |
86% |
False |
False |
|
| 40 |
11,319.10 |
10,393.10 |
926.00 |
8.3% |
116.11 |
1.0% |
89% |
False |
False |
|
| 60 |
11,319.10 |
10,335.50 |
983.60 |
8.8% |
125.03 |
1.1% |
89% |
False |
False |
|
| 80 |
11,319.10 |
10,258.80 |
1,060.30 |
9.5% |
137.85 |
1.2% |
90% |
False |
False |
|
| 100 |
11,425.50 |
10,201.50 |
1,224.00 |
10.9% |
158.75 |
1.4% |
83% |
False |
False |
|
| 120 |
11,425.50 |
9,735.54 |
1,689.96 |
15.1% |
175.99 |
1.6% |
88% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,509.50 |
|
2.618 |
11,412.23 |
|
1.618 |
11,352.63 |
|
1.000 |
11,315.80 |
|
0.618 |
11,293.03 |
|
HIGH |
11,256.20 |
|
0.618 |
11,233.43 |
|
0.500 |
11,226.40 |
|
0.382 |
11,219.37 |
|
LOW |
11,196.60 |
|
0.618 |
11,159.77 |
|
1.000 |
11,137.00 |
|
1.618 |
11,100.17 |
|
2.618 |
11,040.57 |
|
4.250 |
10,943.30 |
|
|
| Fisher Pivots for day following 29-Aug-2000 |
| Pivot |
1 day |
3 day |
| R1 |
11,226.40 |
11,237.35 |
| PP |
11,222.63 |
11,229.93 |
| S1 |
11,218.87 |
11,222.52 |
|