Trading Metrics calculated at close of trading on 22-Sep-2000 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Sep-2000 |
22-Sep-2000 |
Change |
Change % |
Previous Week |
Open |
10,674.60 |
10,655.70 |
-18.90 |
-0.2% |
10,925.10 |
High |
10,783.40 |
10,858.10 |
74.70 |
0.7% |
10,935.60 |
Low |
10,660.50 |
10,621.70 |
-38.80 |
-0.4% |
10,567.30 |
Close |
10,765.50 |
10,847.40 |
81.90 |
0.8% |
10,847.40 |
Range |
122.90 |
236.40 |
113.50 |
92.4% |
368.30 |
ATR |
129.97 |
137.57 |
7.60 |
5.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 22-Sep-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,484.93 |
11,402.57 |
10,977.42 |
|
R3 |
11,248.53 |
11,166.17 |
10,912.41 |
|
R2 |
11,012.13 |
11,012.13 |
10,890.74 |
|
R1 |
10,929.77 |
10,929.77 |
10,869.07 |
10,970.95 |
PP |
10,775.73 |
10,775.73 |
10,775.73 |
10,796.33 |
S1 |
10,693.37 |
10,693.37 |
10,825.73 |
10,734.55 |
S2 |
10,539.33 |
10,539.33 |
10,804.06 |
|
S3 |
10,302.93 |
10,456.97 |
10,782.39 |
|
S4 |
10,066.53 |
10,220.57 |
10,717.38 |
|
|
Weekly Pivots for week ending 22-Sep-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,888.33 |
11,736.17 |
11,049.97 |
|
R3 |
11,520.03 |
11,367.87 |
10,948.68 |
|
R2 |
11,151.73 |
11,151.73 |
10,914.92 |
|
R1 |
10,999.57 |
10,999.57 |
10,881.16 |
10,891.50 |
PP |
10,783.43 |
10,783.43 |
10,783.43 |
10,729.40 |
S1 |
10,631.27 |
10,631.27 |
10,813.64 |
10,523.20 |
S2 |
10,415.13 |
10,415.13 |
10,779.88 |
|
S3 |
10,046.83 |
10,262.97 |
10,746.12 |
|
S4 |
9,678.53 |
9,894.67 |
10,644.84 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
10,935.60 |
10,567.30 |
368.30 |
3.4% |
166.14 |
1.5% |
76% |
False |
False |
|
10 |
11,286.10 |
10,567.30 |
718.80 |
6.6% |
154.18 |
1.4% |
39% |
False |
False |
|
20 |
11,401.20 |
10,567.30 |
833.90 |
7.7% |
131.84 |
1.2% |
34% |
False |
False |
|
40 |
11,401.20 |
10,464.50 |
936.70 |
8.6% |
125.18 |
1.2% |
41% |
False |
False |
|
60 |
11,401.20 |
10,336.20 |
1,065.00 |
9.8% |
124.26 |
1.1% |
48% |
False |
False |
|
80 |
11,401.20 |
10,335.50 |
1,065.70 |
9.8% |
129.38 |
1.2% |
48% |
False |
False |
|
100 |
11,401.20 |
10,258.80 |
1,142.40 |
10.5% |
140.77 |
1.3% |
52% |
False |
False |
|
120 |
11,425.50 |
10,201.50 |
1,224.00 |
11.3% |
161.28 |
1.5% |
53% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,862.80 |
2.618 |
11,477.00 |
1.618 |
11,240.60 |
1.000 |
11,094.50 |
0.618 |
11,004.20 |
HIGH |
10,858.10 |
0.618 |
10,767.80 |
0.500 |
10,739.90 |
0.382 |
10,712.00 |
LOW |
10,621.70 |
0.618 |
10,475.60 |
1.000 |
10,385.30 |
1.618 |
10,239.20 |
2.618 |
10,002.80 |
4.250 |
9,617.00 |
|
|
Fisher Pivots for day following 22-Sep-2000 |
Pivot |
1 day |
3 day |
R1 |
10,811.57 |
10,802.50 |
PP |
10,775.73 |
10,757.60 |
S1 |
10,739.90 |
10,712.70 |
|