Trading Metrics calculated at close of trading on 13-Sep-2000 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2000 |
13-Sep-2000 |
Change |
Change % |
Previous Week |
Open |
11,152.60 |
11,172.90 |
20.30 |
0.2% |
11,199.60 |
High |
11,255.80 |
11,231.00 |
-24.80 |
-0.2% |
11,401.20 |
Low |
11,113.70 |
11,140.70 |
27.00 |
0.2% |
11,184.80 |
Close |
11,233.20 |
11,182.20 |
-51.00 |
-0.5% |
11,220.70 |
Range |
142.10 |
90.30 |
-51.80 |
-36.5% |
216.40 |
ATR |
117.95 |
116.13 |
-1.82 |
-1.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 13-Sep-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,455.53 |
11,409.17 |
11,231.87 |
|
R3 |
11,365.23 |
11,318.87 |
11,207.03 |
|
R2 |
11,274.93 |
11,274.93 |
11,198.76 |
|
R1 |
11,228.57 |
11,228.57 |
11,190.48 |
11,251.75 |
PP |
11,184.63 |
11,184.63 |
11,184.63 |
11,196.23 |
S1 |
11,138.27 |
11,138.27 |
11,173.92 |
11,161.45 |
S2 |
11,094.33 |
11,094.33 |
11,165.65 |
|
S3 |
11,004.03 |
11,047.97 |
11,157.37 |
|
S4 |
10,913.73 |
10,957.67 |
11,132.54 |
|
|
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 |
11,323.90 |
11,113.70 |
210.20 |
1.9% |
110.12 |
1.0% |
33% |
False |
False |
|
10 |
11,401.20 |
11,096.40 |
304.80 |
2.7% |
122.91 |
1.1% |
28% |
False |
False |
|
20 |
11,401.20 |
10,961.10 |
440.10 |
3.9% |
108.16 |
1.0% |
50% |
False |
False |
|
40 |
11,401.20 |
10,464.50 |
936.70 |
8.4% |
118.14 |
1.1% |
77% |
False |
False |
|
60 |
11,401.20 |
10,335.50 |
1,065.70 |
9.5% |
120.15 |
1.1% |
79% |
False |
False |
|
80 |
11,401.20 |
10,258.80 |
1,142.40 |
10.2% |
132.13 |
1.2% |
81% |
False |
False |
|
100 |
11,401.20 |
10,258.80 |
1,142.40 |
10.2% |
143.80 |
1.3% |
81% |
False |
False |
|
120 |
11,425.50 |
10,201.50 |
1,224.00 |
10.9% |
164.13 |
1.5% |
80% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,614.78 |
2.618 |
11,467.41 |
1.618 |
11,377.11 |
1.000 |
11,321.30 |
0.618 |
11,286.81 |
HIGH |
11,231.00 |
0.618 |
11,196.51 |
0.500 |
11,185.85 |
0.382 |
11,175.19 |
LOW |
11,140.70 |
0.618 |
11,084.89 |
1.000 |
11,050.40 |
1.618 |
10,994.59 |
2.618 |
10,904.29 |
4.250 |
10,756.93 |
|
|
Fisher Pivots for day following 13-Sep-2000 |
Pivot |
1 day |
3 day |
R1 |
11,185.85 |
11,199.90 |
PP |
11,184.63 |
11,194.00 |
S1 |
11,183.42 |
11,188.10 |
|