Trading Metrics calculated at close of trading on 20-Sep-2000 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Sep-2000 |
20-Sep-2000 |
Change |
Change % |
Previous Week |
Open |
10,817.00 |
10,790.80 |
-26.20 |
-0.2% |
11,180.70 |
High |
10,839.10 |
10,824.10 |
-15.00 |
-0.1% |
11,286.10 |
Low |
10,761.90 |
10,567.30 |
-194.60 |
-1.8% |
10,916.90 |
Close |
10,789.30 |
10,687.90 |
-101.40 |
-0.9% |
10,927.00 |
Range |
77.20 |
256.80 |
179.60 |
232.6% |
369.20 |
ATR |
120.80 |
130.51 |
9.71 |
8.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 20-Sep-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,463.50 |
11,332.50 |
10,829.14 |
|
R3 |
11,206.70 |
11,075.70 |
10,758.52 |
|
R2 |
10,949.90 |
10,949.90 |
10,734.98 |
|
R1 |
10,818.90 |
10,818.90 |
10,711.44 |
10,756.00 |
PP |
10,693.10 |
10,693.10 |
10,693.10 |
10,661.65 |
S1 |
10,562.10 |
10,562.10 |
10,664.36 |
10,499.20 |
S2 |
10,436.30 |
10,436.30 |
10,640.82 |
|
S3 |
10,179.50 |
10,305.30 |
10,617.28 |
|
S4 |
9,922.70 |
10,048.50 |
10,546.66 |
|
|
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 |
11,208.10 |
10,567.30 |
640.80 |
6.0% |
160.66 |
1.5% |
19% |
False |
True |
|
10 |
11,323.90 |
10,567.30 |
756.60 |
7.1% |
135.39 |
1.3% |
16% |
False |
True |
|
20 |
11,401.20 |
10,567.30 |
833.90 |
7.8% |
123.39 |
1.2% |
14% |
False |
True |
|
40 |
11,401.20 |
10,464.50 |
936.70 |
8.8% |
123.76 |
1.2% |
24% |
False |
False |
|
60 |
11,401.20 |
10,336.20 |
1,065.00 |
10.0% |
122.03 |
1.1% |
33% |
False |
False |
|
80 |
11,401.20 |
10,302.30 |
1,098.90 |
10.3% |
129.07 |
1.2% |
35% |
False |
False |
|
100 |
11,401.20 |
10,258.80 |
1,142.40 |
10.7% |
140.34 |
1.3% |
38% |
False |
False |
|
120 |
11,425.50 |
10,201.50 |
1,224.00 |
11.5% |
162.85 |
1.5% |
40% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,915.50 |
2.618 |
11,496.40 |
1.618 |
11,239.60 |
1.000 |
11,080.90 |
0.618 |
10,982.80 |
HIGH |
10,824.10 |
0.618 |
10,726.00 |
0.500 |
10,695.70 |
0.382 |
10,665.40 |
LOW |
10,567.30 |
0.618 |
10,408.60 |
1.000 |
10,310.50 |
1.618 |
10,151.80 |
2.618 |
9,895.00 |
4.250 |
9,475.90 |
|
|
Fisher Pivots for day following 20-Sep-2000 |
Pivot |
1 day |
3 day |
R1 |
10,695.70 |
10,751.45 |
PP |
10,693.10 |
10,730.27 |
S1 |
10,690.50 |
10,709.08 |
|