| Trading Metrics calculated at close of trading on 01-Sep-2000 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Aug-2000 |
01-Sep-2000 |
Change |
Change % |
Previous Week |
| Open |
11,130.80 |
11,276.50 |
145.70 |
1.3% |
11,197.00 |
| High |
11,310.50 |
11,313.60 |
3.10 |
0.0% |
11,319.10 |
| Low |
11,104.90 |
11,219.50 |
114.60 |
1.0% |
11,096.40 |
| Close |
11,215.10 |
11,238.80 |
23.70 |
0.2% |
11,238.80 |
| Range |
205.60 |
94.10 |
-111.50 |
-54.2% |
222.70 |
| ATR |
117.28 |
115.94 |
-1.34 |
-1.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 01-Sep-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,539.60 |
11,483.30 |
11,290.56 |
|
| R3 |
11,445.50 |
11,389.20 |
11,264.68 |
|
| R2 |
11,351.40 |
11,351.40 |
11,256.05 |
|
| R1 |
11,295.10 |
11,295.10 |
11,247.43 |
11,276.20 |
| PP |
11,257.30 |
11,257.30 |
11,257.30 |
11,247.85 |
| S1 |
11,201.00 |
11,201.00 |
11,230.17 |
11,182.10 |
| S2 |
11,163.20 |
11,163.20 |
11,221.55 |
|
| S3 |
11,069.10 |
11,106.90 |
11,212.92 |
|
| S4 |
10,975.00 |
11,012.80 |
11,187.05 |
|
|
| Weekly Pivots for week ending 01-Sep-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,886.20 |
11,785.20 |
11,361.29 |
|
| R3 |
11,663.50 |
11,562.50 |
11,300.04 |
|
| R2 |
11,440.80 |
11,440.80 |
11,279.63 |
|
| R1 |
11,339.80 |
11,339.80 |
11,259.21 |
11,390.30 |
| PP |
11,218.10 |
11,218.10 |
11,218.10 |
11,243.35 |
| S1 |
11,117.10 |
11,117.10 |
11,218.39 |
11,167.60 |
| S2 |
10,995.40 |
10,995.40 |
11,197.97 |
|
| S3 |
10,772.70 |
10,894.40 |
11,177.56 |
|
| S4 |
10,550.00 |
10,671.70 |
11,116.32 |
|
|
| 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% |
120.68 |
1.1% |
64% |
False |
False |
|
| 10 |
11,319.10 |
11,027.10 |
292.00 |
2.6% |
103.65 |
0.9% |
73% |
False |
False |
|
| 20 |
11,319.10 |
10,737.00 |
582.10 |
5.2% |
113.27 |
1.0% |
86% |
False |
False |
|
| 40 |
11,319.10 |
10,464.50 |
854.60 |
7.6% |
115.97 |
1.0% |
91% |
False |
False |
|
| 60 |
11,319.10 |
10,335.50 |
983.60 |
8.8% |
124.32 |
1.1% |
92% |
False |
False |
|
| 80 |
11,319.10 |
10,258.80 |
1,060.30 |
9.4% |
136.55 |
1.2% |
92% |
False |
False |
|
| 100 |
11,425.50 |
10,201.50 |
1,224.00 |
10.9% |
157.10 |
1.4% |
85% |
False |
False |
|
| 120 |
11,425.50 |
9,776.49 |
1,649.01 |
14.7% |
173.77 |
1.5% |
89% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,713.53 |
|
2.618 |
11,559.95 |
|
1.618 |
11,465.85 |
|
1.000 |
11,407.70 |
|
0.618 |
11,371.75 |
|
HIGH |
11,313.60 |
|
0.618 |
11,277.65 |
|
0.500 |
11,266.55 |
|
0.382 |
11,255.45 |
|
LOW |
11,219.50 |
|
0.618 |
11,161.35 |
|
1.000 |
11,125.40 |
|
1.618 |
11,067.25 |
|
2.618 |
10,973.15 |
|
4.250 |
10,819.58 |
|
|
| Fisher Pivots for day following 01-Sep-2000 |
| Pivot |
1 day |
3 day |
| R1 |
11,266.55 |
11,227.53 |
| PP |
11,257.30 |
11,216.27 |
| S1 |
11,248.05 |
11,205.00 |
|