| Trading Metrics calculated at close of trading on 19-Sep-2000 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2000 |
19-Sep-2000 |
Change |
Change % |
Previous Week |
| Open |
10,925.10 |
10,817.00 |
-108.10 |
-1.0% |
11,180.70 |
| High |
10,935.60 |
10,839.10 |
-96.50 |
-0.9% |
11,286.10 |
| Low |
10,798.20 |
10,761.90 |
-36.30 |
-0.3% |
10,916.90 |
| Close |
10,808.50 |
10,789.30 |
-19.20 |
-0.2% |
10,927.00 |
| Range |
137.40 |
77.20 |
-60.20 |
-43.8% |
369.20 |
| ATR |
124.15 |
120.80 |
-3.35 |
-2.7% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 19-Sep-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,028.37 |
10,986.03 |
10,831.76 |
|
| R3 |
10,951.17 |
10,908.83 |
10,810.53 |
|
| R2 |
10,873.97 |
10,873.97 |
10,803.45 |
|
| R1 |
10,831.63 |
10,831.63 |
10,796.38 |
10,814.20 |
| PP |
10,796.77 |
10,796.77 |
10,796.77 |
10,788.05 |
| S1 |
10,754.43 |
10,754.43 |
10,782.22 |
10,737.00 |
| S2 |
10,719.57 |
10,719.57 |
10,775.15 |
|
| S3 |
10,642.37 |
10,677.23 |
10,768.07 |
|
| S4 |
10,565.17 |
10,600.03 |
10,746.84 |
|
|
| 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 |
11,231.00 |
10,761.90 |
469.10 |
4.3% |
127.36 |
1.2% |
6% |
False |
True |
|
| 10 |
11,401.20 |
10,761.90 |
639.30 |
5.9% |
124.51 |
1.2% |
4% |
False |
True |
|
| 20 |
11,401.20 |
10,761.90 |
639.30 |
5.9% |
115.97 |
1.1% |
4% |
False |
True |
|
| 40 |
11,401.20 |
10,464.50 |
936.70 |
8.7% |
118.95 |
1.1% |
35% |
False |
False |
|
| 60 |
11,401.20 |
10,336.20 |
1,065.00 |
9.9% |
120.47 |
1.1% |
43% |
False |
False |
|
| 80 |
11,401.20 |
10,258.80 |
1,142.40 |
10.6% |
127.47 |
1.2% |
46% |
False |
False |
|
| 100 |
11,401.20 |
10,258.80 |
1,142.40 |
10.6% |
140.22 |
1.3% |
46% |
False |
False |
|
| 120 |
11,425.50 |
10,201.50 |
1,224.00 |
11.3% |
162.60 |
1.5% |
48% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,167.20 |
|
2.618 |
11,041.21 |
|
1.618 |
10,964.01 |
|
1.000 |
10,916.30 |
|
0.618 |
10,886.81 |
|
HIGH |
10,839.10 |
|
0.618 |
10,809.61 |
|
0.500 |
10,800.50 |
|
0.382 |
10,791.39 |
|
LOW |
10,761.90 |
|
0.618 |
10,714.19 |
|
1.000 |
10,684.70 |
|
1.618 |
10,636.99 |
|
2.618 |
10,559.79 |
|
4.250 |
10,433.80 |
|
|
| Fisher Pivots for day following 19-Sep-2000 |
| Pivot |
1 day |
3 day |
| R1 |
10,800.50 |
10,935.95 |
| PP |
10,796.77 |
10,887.07 |
| S1 |
10,793.03 |
10,838.18 |
|