| Trading Metrics calculated at close of trading on 15-Sep-2000 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2000 |
15-Sep-2000 |
Change |
Change % |
Previous Week |
| Open |
11,215.10 |
11,113.40 |
-101.70 |
-0.9% |
11,180.70 |
| High |
11,208.10 |
11,110.00 |
-98.10 |
-0.9% |
11,286.10 |
| Low |
11,069.30 |
10,916.90 |
-152.40 |
-1.4% |
10,916.90 |
| Close |
11,087.50 |
10,927.00 |
-160.50 |
-1.4% |
10,927.00 |
| Range |
138.80 |
193.10 |
54.30 |
39.1% |
369.20 |
| ATR |
117.75 |
123.13 |
5.38 |
4.6% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 15-Sep-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,563.93 |
11,438.57 |
11,033.21 |
|
| R3 |
11,370.83 |
11,245.47 |
10,980.10 |
|
| R2 |
11,177.73 |
11,177.73 |
10,962.40 |
|
| R1 |
11,052.37 |
11,052.37 |
10,944.70 |
11,018.50 |
| PP |
10,984.63 |
10,984.63 |
10,984.63 |
10,967.70 |
| S1 |
10,859.27 |
10,859.27 |
10,909.30 |
10,825.40 |
| S2 |
10,791.53 |
10,791.53 |
10,891.60 |
|
| S3 |
10,598.43 |
10,666.17 |
10,873.90 |
|
| S4 |
10,405.33 |
10,473.07 |
10,820.80 |
|
|
| Weekly Pivots for week ending 15-Sep-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,150.93 |
11,908.17 |
11,130.06 |
|
| R3 |
11,781.73 |
11,538.97 |
11,028.53 |
|
| R2 |
11,412.53 |
11,412.53 |
10,994.69 |
|
| R1 |
11,169.77 |
11,169.77 |
10,960.84 |
11,106.55 |
| PP |
11,043.33 |
11,043.33 |
11,043.33 |
11,011.73 |
| S1 |
10,800.57 |
10,800.57 |
10,893.16 |
10,737.35 |
| S2 |
10,674.13 |
10,674.13 |
10,859.31 |
|
| S3 |
10,304.93 |
10,431.37 |
10,825.47 |
|
| S4 |
9,935.73 |
10,062.17 |
10,723.94 |
|
|
| 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 |
10,916.90 |
369.20 |
3.4% |
142.22 |
1.3% |
3% |
False |
True |
|
| 10 |
11,401.20 |
10,916.90 |
484.30 |
4.4% |
124.15 |
1.1% |
2% |
False |
True |
|
| 20 |
11,401.20 |
10,916.90 |
484.30 |
4.4% |
113.01 |
1.0% |
2% |
False |
True |
|
| 40 |
11,401.20 |
10,464.50 |
936.70 |
8.6% |
119.46 |
1.1% |
49% |
False |
False |
|
| 60 |
11,401.20 |
10,335.50 |
1,065.70 |
9.8% |
121.27 |
1.1% |
56% |
False |
False |
|
| 80 |
11,401.20 |
10,258.80 |
1,142.40 |
10.5% |
130.84 |
1.2% |
58% |
False |
False |
|
| 100 |
11,401.20 |
10,258.80 |
1,142.40 |
10.5% |
142.41 |
1.3% |
58% |
False |
False |
|
| 120 |
11,425.50 |
10,201.50 |
1,224.00 |
11.2% |
163.75 |
1.5% |
59% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,930.68 |
|
2.618 |
11,615.54 |
|
1.618 |
11,422.44 |
|
1.000 |
11,303.10 |
|
0.618 |
11,229.34 |
|
HIGH |
11,110.00 |
|
0.618 |
11,036.24 |
|
0.500 |
11,013.45 |
|
0.382 |
10,990.66 |
|
LOW |
10,916.90 |
|
0.618 |
10,797.56 |
|
1.000 |
10,723.80 |
|
1.618 |
10,604.46 |
|
2.618 |
10,411.36 |
|
4.250 |
10,096.23 |
|
|
| Fisher Pivots for day following 15-Sep-2000 |
| Pivot |
1 day |
3 day |
| R1 |
11,013.45 |
11,073.95 |
| PP |
10,984.63 |
11,024.97 |
| S1 |
10,955.82 |
10,975.98 |
|