| Trading Metrics calculated at close of trading on 11-Sep-2000 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-2000 |
11-Sep-2000 |
Change |
Change % |
Previous Week |
| Open |
11,216.20 |
11,180.70 |
-35.50 |
-0.3% |
11,199.60 |
| High |
11,261.70 |
11,286.10 |
24.40 |
0.2% |
11,401.20 |
| Low |
11,191.00 |
11,139.30 |
-51.70 |
-0.5% |
11,184.80 |
| Close |
11,220.70 |
11,195.50 |
-25.20 |
-0.2% |
11,220.70 |
| Range |
70.70 |
146.80 |
76.10 |
107.6% |
216.40 |
| ATR |
113.73 |
116.09 |
2.36 |
2.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 11-Sep-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,647.37 |
11,568.23 |
11,276.24 |
|
| R3 |
11,500.57 |
11,421.43 |
11,235.87 |
|
| R2 |
11,353.77 |
11,353.77 |
11,222.41 |
|
| R1 |
11,274.63 |
11,274.63 |
11,208.96 |
11,314.20 |
| PP |
11,206.97 |
11,206.97 |
11,206.97 |
11,226.75 |
| S1 |
11,127.83 |
11,127.83 |
11,182.04 |
11,167.40 |
| S2 |
11,060.17 |
11,060.17 |
11,168.59 |
|
| S3 |
10,913.37 |
10,981.03 |
11,155.13 |
|
| S4 |
10,766.57 |
10,834.23 |
11,114.76 |
|
|
| 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 |
11,139.30 |
261.90 |
2.3% |
116.62 |
1.0% |
21% |
False |
True |
|
| 10 |
11,401.20 |
11,096.40 |
304.80 |
2.7% |
118.65 |
1.1% |
33% |
False |
False |
|
| 20 |
11,401.20 |
10,961.10 |
440.10 |
3.9% |
111.56 |
1.0% |
53% |
False |
False |
|
| 40 |
11,401.20 |
10,464.50 |
936.70 |
8.4% |
117.18 |
1.0% |
78% |
False |
False |
|
| 60 |
11,401.20 |
10,335.50 |
1,065.70 |
9.5% |
123.49 |
1.1% |
81% |
False |
False |
|
| 80 |
11,401.20 |
10,258.80 |
1,142.40 |
10.2% |
132.90 |
1.2% |
82% |
False |
False |
|
| 100 |
11,401.20 |
10,258.80 |
1,142.40 |
10.2% |
144.85 |
1.3% |
82% |
False |
False |
|
| 120 |
11,425.50 |
10,201.50 |
1,224.00 |
10.9% |
165.81 |
1.5% |
81% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,910.00 |
|
2.618 |
11,670.42 |
|
1.618 |
11,523.62 |
|
1.000 |
11,432.90 |
|
0.618 |
11,376.82 |
|
HIGH |
11,286.10 |
|
0.618 |
11,230.02 |
|
0.500 |
11,212.70 |
|
0.382 |
11,195.38 |
|
LOW |
11,139.30 |
|
0.618 |
11,048.58 |
|
1.000 |
10,992.50 |
|
1.618 |
10,901.78 |
|
2.618 |
10,754.98 |
|
4.250 |
10,515.40 |
|
|
| Fisher Pivots for day following 11-Sep-2000 |
| Pivot |
1 day |
3 day |
| R1 |
11,212.70 |
11,231.60 |
| PP |
11,206.97 |
11,219.57 |
| S1 |
11,201.23 |
11,207.53 |
|