Trading Metrics calculated at close of trading on 21-Sep-2000 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Sep-2000 |
21-Sep-2000 |
Change |
Change % |
Previous Week |
Open |
10,790.80 |
10,674.60 |
-116.20 |
-1.1% |
11,180.70 |
High |
10,824.10 |
10,783.40 |
-40.70 |
-0.4% |
11,286.10 |
Low |
10,567.30 |
10,660.50 |
93.20 |
0.9% |
10,916.90 |
Close |
10,687.90 |
10,765.50 |
77.60 |
0.7% |
10,927.00 |
Range |
256.80 |
122.90 |
-133.90 |
-52.1% |
369.20 |
ATR |
130.51 |
129.97 |
-0.54 |
-0.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 21-Sep-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,105.17 |
11,058.23 |
10,833.10 |
|
R3 |
10,982.27 |
10,935.33 |
10,799.30 |
|
R2 |
10,859.37 |
10,859.37 |
10,788.03 |
|
R1 |
10,812.43 |
10,812.43 |
10,776.77 |
10,835.90 |
PP |
10,736.47 |
10,736.47 |
10,736.47 |
10,748.20 |
S1 |
10,689.53 |
10,689.53 |
10,754.23 |
10,713.00 |
S2 |
10,613.57 |
10,613.57 |
10,742.97 |
|
S3 |
10,490.67 |
10,566.63 |
10,731.70 |
|
S4 |
10,367.77 |
10,443.73 |
10,697.91 |
|
|
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 |
11,110.00 |
10,567.30 |
542.70 |
5.0% |
157.48 |
1.5% |
37% |
False |
False |
|
10 |
11,286.10 |
10,567.30 |
718.80 |
6.7% |
137.61 |
1.3% |
28% |
False |
False |
|
20 |
11,401.20 |
10,567.30 |
833.90 |
7.7% |
123.91 |
1.2% |
24% |
False |
False |
|
40 |
11,401.20 |
10,464.50 |
936.70 |
8.7% |
122.43 |
1.1% |
32% |
False |
False |
|
60 |
11,401.20 |
10,336.20 |
1,065.00 |
9.9% |
122.22 |
1.1% |
40% |
False |
False |
|
80 |
11,401.20 |
10,335.50 |
1,065.70 |
9.9% |
127.79 |
1.2% |
40% |
False |
False |
|
100 |
11,401.20 |
10,258.80 |
1,142.40 |
10.6% |
139.55 |
1.3% |
44% |
False |
False |
|
120 |
11,425.50 |
10,201.50 |
1,224.00 |
11.4% |
162.32 |
1.5% |
46% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,305.73 |
2.618 |
11,105.15 |
1.618 |
10,982.25 |
1.000 |
10,906.30 |
0.618 |
10,859.35 |
HIGH |
10,783.40 |
0.618 |
10,736.45 |
0.500 |
10,721.95 |
0.382 |
10,707.45 |
LOW |
10,660.50 |
0.618 |
10,584.55 |
1.000 |
10,537.60 |
1.618 |
10,461.65 |
2.618 |
10,338.75 |
4.250 |
10,138.18 |
|
|
Fisher Pivots for day following 21-Sep-2000 |
Pivot |
1 day |
3 day |
R1 |
10,750.98 |
10,744.73 |
PP |
10,736.47 |
10,723.97 |
S1 |
10,721.95 |
10,703.20 |
|