| Trading Metrics calculated at close of trading on 31-Aug-2000 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Aug-2000 |
31-Aug-2000 |
Change |
Change % |
Previous Week |
| Open |
11,181.40 |
11,130.80 |
-50.60 |
-0.5% |
11,046.50 |
| High |
11,210.30 |
11,310.50 |
100.20 |
0.9% |
11,210.90 |
| Low |
11,096.40 |
11,104.90 |
8.50 |
0.1% |
11,027.10 |
| Close |
11,103.00 |
11,215.10 |
112.10 |
1.0% |
11,192.60 |
| Range |
113.90 |
205.60 |
91.70 |
80.5% |
183.80 |
| ATR |
110.34 |
117.28 |
6.94 |
6.3% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 31-Aug-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,826.97 |
11,726.63 |
11,328.18 |
|
| R3 |
11,621.37 |
11,521.03 |
11,271.64 |
|
| R2 |
11,415.77 |
11,415.77 |
11,252.79 |
|
| R1 |
11,315.43 |
11,315.43 |
11,233.95 |
11,365.60 |
| PP |
11,210.17 |
11,210.17 |
11,210.17 |
11,235.25 |
| S1 |
11,109.83 |
11,109.83 |
11,196.25 |
11,160.00 |
| S2 |
11,004.57 |
11,004.57 |
11,177.41 |
|
| S3 |
10,798.97 |
10,904.23 |
11,158.56 |
|
| S4 |
10,593.37 |
10,698.63 |
11,102.02 |
|
|
| 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 |
11,096.40 |
222.70 |
2.0% |
112.92 |
1.0% |
53% |
False |
False |
|
| 10 |
11,319.10 |
11,006.20 |
312.90 |
2.8% |
101.86 |
0.9% |
67% |
False |
False |
|
| 20 |
11,319.10 |
10,664.50 |
654.60 |
5.8% |
113.84 |
1.0% |
84% |
False |
False |
|
| 40 |
11,319.10 |
10,464.50 |
854.60 |
7.6% |
117.99 |
1.1% |
88% |
False |
False |
|
| 60 |
11,319.10 |
10,335.50 |
983.60 |
8.8% |
125.89 |
1.1% |
89% |
False |
False |
|
| 80 |
11,319.10 |
10,258.80 |
1,060.30 |
9.5% |
138.38 |
1.2% |
90% |
False |
False |
|
| 100 |
11,425.50 |
10,201.50 |
1,224.00 |
10.9% |
158.74 |
1.4% |
83% |
False |
False |
|
| 120 |
11,425.50 |
9,776.49 |
1,649.01 |
14.7% |
174.92 |
1.6% |
87% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,184.30 |
|
2.618 |
11,848.76 |
|
1.618 |
11,643.16 |
|
1.000 |
11,516.10 |
|
0.618 |
11,437.56 |
|
HIGH |
11,310.50 |
|
0.618 |
11,231.96 |
|
0.500 |
11,207.70 |
|
0.382 |
11,183.44 |
|
LOW |
11,104.90 |
|
0.618 |
10,977.84 |
|
1.000 |
10,899.30 |
|
1.618 |
10,772.24 |
|
2.618 |
10,566.64 |
|
4.250 |
10,231.10 |
|
|
| Fisher Pivots for day following 31-Aug-2000 |
| Pivot |
1 day |
3 day |
| R1 |
11,212.63 |
11,211.22 |
| PP |
11,210.17 |
11,207.33 |
| S1 |
11,207.70 |
11,203.45 |
|