| Trading Metrics calculated at close of trading on 06-Sep-2000 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Sep-2000 |
06-Sep-2000 |
Change |
Change % |
Previous Week |
| Open |
11,199.60 |
11,341.60 |
142.00 |
1.3% |
11,197.00 |
| High |
11,301.70 |
11,401.20 |
99.50 |
0.9% |
11,319.10 |
| Low |
11,184.80 |
11,253.20 |
68.40 |
0.6% |
11,096.40 |
| Close |
11,260.60 |
11,310.60 |
50.00 |
0.4% |
11,238.80 |
| Range |
116.90 |
148.00 |
31.10 |
26.6% |
222.70 |
| ATR |
116.01 |
118.29 |
2.29 |
2.0% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 06-Sep-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,765.67 |
11,686.13 |
11,392.00 |
|
| R3 |
11,617.67 |
11,538.13 |
11,351.30 |
|
| R2 |
11,469.67 |
11,469.67 |
11,337.73 |
|
| R1 |
11,390.13 |
11,390.13 |
11,324.17 |
11,355.90 |
| PP |
11,321.67 |
11,321.67 |
11,321.67 |
11,304.55 |
| S1 |
11,242.13 |
11,242.13 |
11,297.03 |
11,207.90 |
| S2 |
11,173.67 |
11,173.67 |
11,283.47 |
|
| S3 |
11,025.67 |
11,094.13 |
11,269.90 |
|
| S4 |
10,877.67 |
10,946.13 |
11,229.20 |
|
|
| 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 |
11,401.20 |
11,096.40 |
304.80 |
2.7% |
135.70 |
1.2% |
70% |
True |
False |
|
| 10 |
11,401.20 |
11,059.70 |
341.50 |
3.0% |
111.39 |
1.0% |
73% |
True |
False |
|
| 20 |
11,401.20 |
10,886.80 |
514.40 |
4.5% |
111.16 |
1.0% |
82% |
True |
False |
|
| 40 |
11,401.20 |
10,464.50 |
936.70 |
8.3% |
115.61 |
1.0% |
90% |
True |
False |
|
| 60 |
11,401.20 |
10,335.50 |
1,065.70 |
9.4% |
124.34 |
1.1% |
91% |
True |
False |
|
| 80 |
11,401.20 |
10,258.80 |
1,142.40 |
10.1% |
135.66 |
1.2% |
92% |
True |
False |
|
| 100 |
11,401.20 |
10,201.50 |
1,199.70 |
10.6% |
154.43 |
1.4% |
92% |
True |
False |
|
| 120 |
11,425.50 |
10,201.50 |
1,224.00 |
10.8% |
168.50 |
1.5% |
91% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,030.20 |
|
2.618 |
11,788.66 |
|
1.618 |
11,640.66 |
|
1.000 |
11,549.20 |
|
0.618 |
11,492.66 |
|
HIGH |
11,401.20 |
|
0.618 |
11,344.66 |
|
0.500 |
11,327.20 |
|
0.382 |
11,309.74 |
|
LOW |
11,253.20 |
|
0.618 |
11,161.74 |
|
1.000 |
11,105.20 |
|
1.618 |
11,013.74 |
|
2.618 |
10,865.74 |
|
4.250 |
10,624.20 |
|
|
| Fisher Pivots for day following 06-Sep-2000 |
| Pivot |
1 day |
3 day |
| R1 |
11,327.20 |
11,304.73 |
| PP |
11,321.67 |
11,298.87 |
| S1 |
11,316.13 |
11,293.00 |
|