| Trading Metrics calculated at close of trading on 07-Sep-2000 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Sep-2000 |
07-Sep-2000 |
Change |
Change % |
Previous Week |
| Open |
11,341.60 |
11,286.00 |
-55.60 |
-0.5% |
11,197.00 |
| High |
11,401.20 |
11,323.90 |
-77.30 |
-0.7% |
11,319.10 |
| Low |
11,253.20 |
11,223.20 |
-30.00 |
-0.3% |
11,096.40 |
| Close |
11,310.60 |
11,259.90 |
-50.70 |
-0.4% |
11,238.80 |
| Range |
148.00 |
100.70 |
-47.30 |
-32.0% |
222.70 |
| ATR |
118.29 |
117.04 |
-1.26 |
-1.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 07-Sep-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,571.10 |
11,516.20 |
11,315.29 |
|
| R3 |
11,470.40 |
11,415.50 |
11,287.59 |
|
| R2 |
11,369.70 |
11,369.70 |
11,278.36 |
|
| R1 |
11,314.80 |
11,314.80 |
11,269.13 |
11,291.90 |
| PP |
11,269.00 |
11,269.00 |
11,269.00 |
11,257.55 |
| S1 |
11,214.10 |
11,214.10 |
11,250.67 |
11,191.20 |
| S2 |
11,168.30 |
11,168.30 |
11,241.44 |
|
| S3 |
11,067.60 |
11,113.40 |
11,232.21 |
|
| S4 |
10,966.90 |
11,012.70 |
11,204.52 |
|
|
| 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 |
11,104.90 |
296.30 |
2.6% |
133.06 |
1.2% |
52% |
False |
False |
|
| 10 |
11,401.20 |
11,096.40 |
304.80 |
2.7% |
110.20 |
1.0% |
54% |
False |
False |
|
| 20 |
11,401.20 |
10,886.80 |
514.40 |
4.6% |
111.92 |
1.0% |
73% |
False |
False |
|
| 40 |
11,401.20 |
10,464.50 |
936.70 |
8.3% |
115.33 |
1.0% |
85% |
False |
False |
|
| 60 |
11,401.20 |
10,335.50 |
1,065.70 |
9.5% |
123.32 |
1.1% |
87% |
False |
False |
|
| 80 |
11,401.20 |
10,258.80 |
1,142.40 |
10.1% |
134.34 |
1.2% |
88% |
False |
False |
|
| 100 |
11,401.20 |
10,232.50 |
1,168.70 |
10.4% |
148.22 |
1.3% |
88% |
False |
False |
|
| 120 |
11,425.50 |
10,201.50 |
1,224.00 |
10.9% |
167.70 |
1.5% |
86% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,751.88 |
|
2.618 |
11,587.53 |
|
1.618 |
11,486.83 |
|
1.000 |
11,424.60 |
|
0.618 |
11,386.13 |
|
HIGH |
11,323.90 |
|
0.618 |
11,285.43 |
|
0.500 |
11,273.55 |
|
0.382 |
11,261.67 |
|
LOW |
11,223.20 |
|
0.618 |
11,160.97 |
|
1.000 |
11,122.50 |
|
1.618 |
11,060.27 |
|
2.618 |
10,959.57 |
|
4.250 |
10,795.23 |
|
|
| Fisher Pivots for day following 07-Sep-2000 |
| Pivot |
1 day |
3 day |
| R1 |
11,273.55 |
11,293.00 |
| PP |
11,269.00 |
11,281.97 |
| S1 |
11,264.45 |
11,270.93 |
|