Trading Metrics calculated at close of trading on 12-Sep-2000 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2000 |
12-Sep-2000 |
Change |
Change % |
Previous Week |
Open |
11,180.70 |
11,152.60 |
-28.10 |
-0.3% |
11,199.60 |
High |
11,286.10 |
11,255.80 |
-30.30 |
-0.3% |
11,401.20 |
Low |
11,139.30 |
11,113.70 |
-25.60 |
-0.2% |
11,184.80 |
Close |
11,195.50 |
11,233.20 |
37.70 |
0.3% |
11,220.70 |
Range |
146.80 |
142.10 |
-4.70 |
-3.2% |
216.40 |
ATR |
116.09 |
117.95 |
1.86 |
1.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 12-Sep-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,627.20 |
11,572.30 |
11,311.36 |
|
R3 |
11,485.10 |
11,430.20 |
11,272.28 |
|
R2 |
11,343.00 |
11,343.00 |
11,259.25 |
|
R1 |
11,288.10 |
11,288.10 |
11,246.23 |
11,315.55 |
PP |
11,200.90 |
11,200.90 |
11,200.90 |
11,214.63 |
S1 |
11,146.00 |
11,146.00 |
11,220.17 |
11,173.45 |
S2 |
11,058.80 |
11,058.80 |
11,207.15 |
|
S3 |
10,916.70 |
11,003.90 |
11,194.12 |
|
S4 |
10,774.60 |
10,861.80 |
11,155.05 |
|
|
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 |
11,113.70 |
287.50 |
2.6% |
121.66 |
1.1% |
42% |
False |
True |
|
10 |
11,401.20 |
11,096.40 |
304.80 |
2.7% |
119.84 |
1.1% |
45% |
False |
False |
|
20 |
11,401.20 |
10,961.10 |
440.10 |
3.9% |
110.09 |
1.0% |
62% |
False |
False |
|
40 |
11,401.20 |
10,464.50 |
936.70 |
8.3% |
118.28 |
1.1% |
82% |
False |
False |
|
60 |
11,401.20 |
10,335.50 |
1,065.70 |
9.5% |
121.26 |
1.1% |
84% |
False |
False |
|
80 |
11,401.20 |
10,258.80 |
1,142.40 |
10.2% |
133.42 |
1.2% |
85% |
False |
False |
|
100 |
11,401.20 |
10,258.80 |
1,142.40 |
10.2% |
144.70 |
1.3% |
85% |
False |
False |
|
120 |
11,425.50 |
10,201.50 |
1,224.00 |
10.9% |
165.93 |
1.5% |
84% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,859.73 |
2.618 |
11,627.82 |
1.618 |
11,485.72 |
1.000 |
11,397.90 |
0.618 |
11,343.62 |
HIGH |
11,255.80 |
0.618 |
11,201.52 |
0.500 |
11,184.75 |
0.382 |
11,167.98 |
LOW |
11,113.70 |
0.618 |
11,025.88 |
1.000 |
10,971.60 |
1.618 |
10,883.78 |
2.618 |
10,741.68 |
4.250 |
10,509.78 |
|
|
Fisher Pivots for day following 12-Sep-2000 |
Pivot |
1 day |
3 day |
R1 |
11,217.05 |
11,222.10 |
PP |
11,200.90 |
11,211.00 |
S1 |
11,184.75 |
11,199.90 |
|