| Trading Metrics calculated at close of trading on 08-Sep-2000 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Sep-2000 |
08-Sep-2000 |
Change |
Change % |
Previous Week |
| Open |
11,286.00 |
11,216.20 |
-69.80 |
-0.6% |
11,199.60 |
| High |
11,323.90 |
11,261.70 |
-62.20 |
-0.5% |
11,401.20 |
| Low |
11,223.20 |
11,191.00 |
-32.20 |
-0.3% |
11,184.80 |
| Close |
11,259.90 |
11,220.70 |
-39.20 |
-0.3% |
11,220.70 |
| Range |
100.70 |
70.70 |
-30.00 |
-29.8% |
216.40 |
| ATR |
117.04 |
113.73 |
-3.31 |
-2.8% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 08-Sep-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,436.57 |
11,399.33 |
11,259.59 |
|
| R3 |
11,365.87 |
11,328.63 |
11,240.14 |
|
| R2 |
11,295.17 |
11,295.17 |
11,233.66 |
|
| R1 |
11,257.93 |
11,257.93 |
11,227.18 |
11,276.55 |
| PP |
11,224.47 |
11,224.47 |
11,224.47 |
11,233.78 |
| S1 |
11,187.23 |
11,187.23 |
11,214.22 |
11,205.85 |
| S2 |
11,153.77 |
11,153.77 |
11,207.74 |
|
| S3 |
11,083.07 |
11,116.53 |
11,201.26 |
|
| S4 |
11,012.37 |
11,045.83 |
11,181.82 |
|
|
| Weekly Pivots for week ending 08-Sep-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,918.10 |
11,785.80 |
11,339.72 |
|
| R3 |
11,701.70 |
11,569.40 |
11,280.21 |
|
| R2 |
11,485.30 |
11,485.30 |
11,260.37 |
|
| R1 |
11,353.00 |
11,353.00 |
11,240.54 |
11,419.15 |
| PP |
11,268.90 |
11,268.90 |
11,268.90 |
11,301.98 |
| S1 |
11,136.60 |
11,136.60 |
11,200.86 |
11,202.75 |
| S2 |
11,052.50 |
11,052.50 |
11,181.03 |
|
| S3 |
10,836.10 |
10,920.20 |
11,161.19 |
|
| S4 |
10,619.70 |
10,703.80 |
11,101.68 |
|
|
| 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 |
11,184.80 |
216.40 |
1.9% |
106.08 |
0.9% |
17% |
False |
False |
|
| 10 |
11,401.20 |
11,096.40 |
304.80 |
2.7% |
109.50 |
1.0% |
41% |
False |
False |
|
| 20 |
11,401.20 |
10,902.70 |
498.50 |
4.4% |
112.47 |
1.0% |
64% |
False |
False |
|
| 40 |
11,401.20 |
10,464.50 |
936.70 |
8.3% |
115.21 |
1.0% |
81% |
False |
False |
|
| 60 |
11,401.20 |
10,335.50 |
1,065.70 |
9.5% |
122.61 |
1.1% |
83% |
False |
False |
|
| 80 |
11,401.20 |
10,258.80 |
1,142.40 |
10.2% |
133.29 |
1.2% |
84% |
False |
False |
|
| 100 |
11,401.20 |
10,258.80 |
1,142.40 |
10.2% |
145.41 |
1.3% |
84% |
False |
False |
|
| 120 |
11,425.50 |
10,201.50 |
1,224.00 |
10.9% |
167.12 |
1.5% |
83% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,562.18 |
|
2.618 |
11,446.79 |
|
1.618 |
11,376.09 |
|
1.000 |
11,332.40 |
|
0.618 |
11,305.39 |
|
HIGH |
11,261.70 |
|
0.618 |
11,234.69 |
|
0.500 |
11,226.35 |
|
0.382 |
11,218.01 |
|
LOW |
11,191.00 |
|
0.618 |
11,147.31 |
|
1.000 |
11,120.30 |
|
1.618 |
11,076.61 |
|
2.618 |
11,005.91 |
|
4.250 |
10,890.53 |
|
|
| Fisher Pivots for day following 08-Sep-2000 |
| Pivot |
1 day |
3 day |
| R1 |
11,226.35 |
11,296.10 |
| PP |
11,224.47 |
11,270.97 |
| S1 |
11,222.58 |
11,245.83 |
|