| Trading Metrics calculated at close of trading on 18-Sep-2000 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2000 |
18-Sep-2000 |
Change |
Change % |
Previous Week |
| Open |
11,113.40 |
10,925.10 |
-188.30 |
-1.7% |
11,180.70 |
| High |
11,110.00 |
10,935.60 |
-174.40 |
-1.6% |
11,286.10 |
| Low |
10,916.90 |
10,798.20 |
-118.70 |
-1.1% |
10,916.90 |
| Close |
10,927.00 |
10,808.50 |
-118.50 |
-1.1% |
10,927.00 |
| Range |
193.10 |
137.40 |
-55.70 |
-28.8% |
369.20 |
| ATR |
123.13 |
124.15 |
1.02 |
0.8% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 18-Sep-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,259.63 |
11,171.47 |
10,884.07 |
|
| R3 |
11,122.23 |
11,034.07 |
10,846.29 |
|
| R2 |
10,984.83 |
10,984.83 |
10,833.69 |
|
| R1 |
10,896.67 |
10,896.67 |
10,821.10 |
10,872.05 |
| PP |
10,847.43 |
10,847.43 |
10,847.43 |
10,835.13 |
| S1 |
10,759.27 |
10,759.27 |
10,795.91 |
10,734.65 |
| S2 |
10,710.03 |
10,710.03 |
10,783.31 |
|
| S3 |
10,572.63 |
10,621.87 |
10,770.72 |
|
| S4 |
10,435.23 |
10,484.47 |
10,732.93 |
|
|
| 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 |
11,255.80 |
10,798.20 |
457.60 |
4.2% |
140.34 |
1.3% |
2% |
False |
True |
|
| 10 |
11,401.20 |
10,798.20 |
603.00 |
5.6% |
128.48 |
1.2% |
2% |
False |
True |
|
| 20 |
11,401.20 |
10,798.20 |
603.00 |
5.6% |
116.07 |
1.1% |
2% |
False |
True |
|
| 40 |
11,401.20 |
10,464.50 |
936.70 |
8.7% |
119.51 |
1.1% |
37% |
False |
False |
|
| 60 |
11,401.20 |
10,336.20 |
1,065.00 |
9.9% |
120.88 |
1.1% |
44% |
False |
False |
|
| 80 |
11,401.20 |
10,258.80 |
1,142.40 |
10.6% |
130.17 |
1.2% |
48% |
False |
False |
|
| 100 |
11,401.20 |
10,258.80 |
1,142.40 |
10.6% |
141.39 |
1.3% |
48% |
False |
False |
|
| 120 |
11,425.50 |
10,201.50 |
1,224.00 |
11.3% |
163.55 |
1.5% |
50% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,519.55 |
|
2.618 |
11,295.31 |
|
1.618 |
11,157.91 |
|
1.000 |
11,073.00 |
|
0.618 |
11,020.51 |
|
HIGH |
10,935.60 |
|
0.618 |
10,883.11 |
|
0.500 |
10,866.90 |
|
0.382 |
10,850.69 |
|
LOW |
10,798.20 |
|
0.618 |
10,713.29 |
|
1.000 |
10,660.80 |
|
1.618 |
10,575.89 |
|
2.618 |
10,438.49 |
|
4.250 |
10,214.25 |
|
|
| Fisher Pivots for day following 18-Sep-2000 |
| Pivot |
1 day |
3 day |
| R1 |
10,866.90 |
11,003.15 |
| PP |
10,847.43 |
10,938.27 |
| S1 |
10,827.97 |
10,873.38 |
|