Trading Metrics calculated at close of trading on 05-Sep-2000 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Sep-2000 |
05-Sep-2000 |
Change |
Change % |
Previous Week |
Open |
11,276.50 |
11,199.60 |
-76.90 |
-0.7% |
11,197.00 |
High |
11,313.60 |
11,301.70 |
-11.90 |
-0.1% |
11,319.10 |
Low |
11,219.50 |
11,184.80 |
-34.70 |
-0.3% |
11,096.40 |
Close |
11,238.80 |
11,260.60 |
21.80 |
0.2% |
11,238.80 |
Range |
94.10 |
116.90 |
22.80 |
24.2% |
222.70 |
ATR |
115.94 |
116.01 |
0.07 |
0.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 05-Sep-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,599.73 |
11,547.07 |
11,324.90 |
|
R3 |
11,482.83 |
11,430.17 |
11,292.75 |
|
R2 |
11,365.93 |
11,365.93 |
11,282.03 |
|
R1 |
11,313.27 |
11,313.27 |
11,271.32 |
11,339.60 |
PP |
11,249.03 |
11,249.03 |
11,249.03 |
11,262.20 |
S1 |
11,196.37 |
11,196.37 |
11,249.88 |
11,222.70 |
S2 |
11,132.13 |
11,132.13 |
11,239.17 |
|
S3 |
11,015.23 |
11,079.47 |
11,228.45 |
|
S4 |
10,898.33 |
10,962.57 |
11,196.31 |
|
|
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 |
11,313.60 |
11,096.40 |
217.20 |
1.9% |
118.02 |
1.0% |
76% |
False |
False |
|
10 |
11,319.10 |
11,059.70 |
259.40 |
2.3% |
107.43 |
1.0% |
77% |
False |
False |
|
20 |
11,319.10 |
10,836.60 |
482.50 |
4.3% |
111.35 |
1.0% |
88% |
False |
False |
|
40 |
11,319.10 |
10,464.50 |
854.60 |
7.6% |
116.43 |
1.0% |
93% |
False |
False |
|
60 |
11,319.10 |
10,335.50 |
983.60 |
8.7% |
123.35 |
1.1% |
94% |
False |
False |
|
80 |
11,319.10 |
10,258.80 |
1,060.30 |
9.4% |
135.44 |
1.2% |
94% |
False |
False |
|
100 |
11,319.10 |
10,201.50 |
1,117.60 |
9.9% |
155.18 |
1.4% |
95% |
False |
False |
|
120 |
11,425.50 |
10,138.30 |
1,287.20 |
11.4% |
171.38 |
1.5% |
87% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,798.53 |
2.618 |
11,607.74 |
1.618 |
11,490.84 |
1.000 |
11,418.60 |
0.618 |
11,373.94 |
HIGH |
11,301.70 |
0.618 |
11,257.04 |
0.500 |
11,243.25 |
0.382 |
11,229.46 |
LOW |
11,184.80 |
0.618 |
11,112.56 |
1.000 |
11,067.90 |
1.618 |
10,995.66 |
2.618 |
10,878.76 |
4.250 |
10,687.98 |
|
|
Fisher Pivots for day following 05-Sep-2000 |
Pivot |
1 day |
3 day |
R1 |
11,254.82 |
11,243.48 |
PP |
11,249.03 |
11,226.37 |
S1 |
11,243.25 |
11,209.25 |
|