Trading Metrics calculated at close of trading on 26-Sep-2000 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Sep-2000 |
26-Sep-2000 |
Change |
Change % |
Previous Week |
Open |
10,894.70 |
10,728.20 |
-166.50 |
-1.5% |
10,925.10 |
High |
10,897.30 |
10,813.20 |
-84.10 |
-0.8% |
10,935.60 |
Low |
10,783.00 |
10,615.80 |
-167.20 |
-1.6% |
10,567.30 |
Close |
10,808.20 |
10,631.30 |
-176.90 |
-1.6% |
10,847.40 |
Range |
114.30 |
197.40 |
83.10 |
72.7% |
368.30 |
ATR |
135.91 |
140.30 |
4.39 |
3.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 26-Sep-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,278.97 |
11,152.53 |
10,739.87 |
|
R3 |
11,081.57 |
10,955.13 |
10,685.59 |
|
R2 |
10,884.17 |
10,884.17 |
10,667.49 |
|
R1 |
10,757.73 |
10,757.73 |
10,649.40 |
10,722.25 |
PP |
10,686.77 |
10,686.77 |
10,686.77 |
10,669.03 |
S1 |
10,560.33 |
10,560.33 |
10,613.21 |
10,524.85 |
S2 |
10,489.37 |
10,489.37 |
10,595.11 |
|
S3 |
10,291.97 |
10,362.93 |
10,577.02 |
|
S4 |
10,094.57 |
10,165.53 |
10,522.73 |
|
|
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 |
10,897.30 |
10,567.30 |
330.00 |
3.1% |
185.56 |
1.7% |
19% |
False |
False |
|
10 |
11,231.00 |
10,567.30 |
663.70 |
6.2% |
156.46 |
1.5% |
10% |
False |
False |
|
20 |
11,401.20 |
10,567.30 |
833.90 |
7.8% |
138.15 |
1.3% |
8% |
False |
False |
|
40 |
11,401.20 |
10,516.80 |
884.40 |
8.3% |
125.72 |
1.2% |
13% |
False |
False |
|
60 |
11,401.20 |
10,393.10 |
1,008.10 |
9.5% |
124.85 |
1.2% |
24% |
False |
False |
|
80 |
11,401.20 |
10,335.50 |
1,065.70 |
10.0% |
128.95 |
1.2% |
28% |
False |
False |
|
100 |
11,401.20 |
10,258.80 |
1,142.40 |
10.7% |
139.41 |
1.3% |
33% |
False |
False |
|
120 |
11,425.50 |
10,201.50 |
1,224.00 |
11.5% |
156.25 |
1.5% |
35% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,652.15 |
2.618 |
11,329.99 |
1.618 |
11,132.59 |
1.000 |
11,010.60 |
0.618 |
10,935.19 |
HIGH |
10,813.20 |
0.618 |
10,737.79 |
0.500 |
10,714.50 |
0.382 |
10,691.21 |
LOW |
10,615.80 |
0.618 |
10,493.81 |
1.000 |
10,418.40 |
1.618 |
10,296.41 |
2.618 |
10,099.01 |
4.250 |
9,776.85 |
|
|
Fisher Pivots for day following 26-Sep-2000 |
Pivot |
1 day |
3 day |
R1 |
10,714.50 |
10,756.55 |
PP |
10,686.77 |
10,714.80 |
S1 |
10,659.03 |
10,673.05 |
|