| Trading Metrics calculated at close of trading on 14-Sep-2000 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2000 |
14-Sep-2000 |
Change |
Change % |
Previous Week |
| Open |
11,172.90 |
11,215.10 |
42.20 |
0.4% |
11,199.60 |
| High |
11,231.00 |
11,208.10 |
-22.90 |
-0.2% |
11,401.20 |
| Low |
11,140.70 |
11,069.30 |
-71.40 |
-0.6% |
11,184.80 |
| Close |
11,182.20 |
11,087.50 |
-94.70 |
-0.8% |
11,220.70 |
| Range |
90.30 |
138.80 |
48.50 |
53.7% |
216.40 |
| ATR |
116.13 |
117.75 |
1.62 |
1.4% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 14-Sep-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,538.03 |
11,451.57 |
11,163.84 |
|
| R3 |
11,399.23 |
11,312.77 |
11,125.67 |
|
| R2 |
11,260.43 |
11,260.43 |
11,112.95 |
|
| R1 |
11,173.97 |
11,173.97 |
11,100.22 |
11,147.80 |
| PP |
11,121.63 |
11,121.63 |
11,121.63 |
11,108.55 |
| S1 |
11,035.17 |
11,035.17 |
11,074.78 |
11,009.00 |
| S2 |
10,982.83 |
10,982.83 |
11,062.05 |
|
| S3 |
10,844.03 |
10,896.37 |
11,049.33 |
|
| S4 |
10,705.23 |
10,757.57 |
11,011.16 |
|
|
| 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 |
11,286.10 |
11,069.30 |
216.80 |
2.0% |
117.74 |
1.1% |
8% |
False |
True |
|
| 10 |
11,401.20 |
11,069.30 |
331.90 |
3.0% |
125.40 |
1.1% |
5% |
False |
True |
|
| 20 |
11,401.20 |
10,984.40 |
416.80 |
3.8% |
108.71 |
1.0% |
25% |
False |
False |
|
| 40 |
11,401.20 |
10,464.50 |
936.70 |
8.4% |
118.98 |
1.1% |
67% |
False |
False |
|
| 60 |
11,401.20 |
10,335.50 |
1,065.70 |
9.6% |
119.90 |
1.1% |
71% |
False |
False |
|
| 80 |
11,401.20 |
10,258.80 |
1,142.40 |
10.3% |
130.18 |
1.2% |
73% |
False |
False |
|
| 100 |
11,401.20 |
10,258.80 |
1,142.40 |
10.3% |
143.04 |
1.3% |
73% |
False |
False |
|
| 120 |
11,425.50 |
10,201.50 |
1,224.00 |
11.0% |
163.71 |
1.5% |
72% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,798.00 |
|
2.618 |
11,571.48 |
|
1.618 |
11,432.68 |
|
1.000 |
11,346.90 |
|
0.618 |
11,293.88 |
|
HIGH |
11,208.10 |
|
0.618 |
11,155.08 |
|
0.500 |
11,138.70 |
|
0.382 |
11,122.32 |
|
LOW |
11,069.30 |
|
0.618 |
10,983.52 |
|
1.000 |
10,930.50 |
|
1.618 |
10,844.72 |
|
2.618 |
10,705.92 |
|
4.250 |
10,479.40 |
|
|
| Fisher Pivots for day following 14-Sep-2000 |
| Pivot |
1 day |
3 day |
| R1 |
11,138.70 |
11,162.55 |
| PP |
11,121.63 |
11,137.53 |
| S1 |
11,104.57 |
11,112.52 |
|