Trading Metrics calculated at close of trading on 27-Sep-2000 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Sep-2000 |
27-Sep-2000 |
Change |
Change % |
Previous Week |
Open |
10,728.20 |
10,663.90 |
-64.30 |
-0.6% |
10,925.10 |
High |
10,813.20 |
10,678.70 |
-134.50 |
-1.2% |
10,935.60 |
Low |
10,615.80 |
10,579.50 |
-36.30 |
-0.3% |
10,567.30 |
Close |
10,631.30 |
10,628.40 |
-2.90 |
0.0% |
10,847.40 |
Range |
197.40 |
99.20 |
-98.20 |
-49.7% |
368.30 |
ATR |
140.30 |
137.36 |
-2.94 |
-2.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 27-Sep-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,926.47 |
10,876.63 |
10,682.96 |
|
R3 |
10,827.27 |
10,777.43 |
10,655.68 |
|
R2 |
10,728.07 |
10,728.07 |
10,646.59 |
|
R1 |
10,678.23 |
10,678.23 |
10,637.49 |
10,653.55 |
PP |
10,628.87 |
10,628.87 |
10,628.87 |
10,616.53 |
S1 |
10,579.03 |
10,579.03 |
10,619.31 |
10,554.35 |
S2 |
10,529.67 |
10,529.67 |
10,610.21 |
|
S3 |
10,430.47 |
10,479.83 |
10,601.12 |
|
S4 |
10,331.27 |
10,380.63 |
10,573.84 |
|
|
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 |
10,579.50 |
317.80 |
3.0% |
154.04 |
1.4% |
15% |
False |
True |
|
10 |
11,208.10 |
10,567.30 |
640.80 |
6.0% |
157.35 |
1.5% |
10% |
False |
False |
|
20 |
11,401.20 |
10,567.30 |
833.90 |
7.8% |
140.13 |
1.3% |
7% |
False |
False |
|
40 |
11,401.20 |
10,567.30 |
833.90 |
7.8% |
125.44 |
1.2% |
7% |
False |
False |
|
60 |
11,401.20 |
10,393.10 |
1,008.10 |
9.5% |
124.11 |
1.2% |
23% |
False |
False |
|
80 |
11,401.20 |
10,335.50 |
1,065.70 |
10.0% |
128.81 |
1.2% |
27% |
False |
False |
|
100 |
11,401.20 |
10,258.80 |
1,142.40 |
10.7% |
138.30 |
1.3% |
32% |
False |
False |
|
120 |
11,425.50 |
10,201.50 |
1,224.00 |
11.5% |
155.65 |
1.5% |
35% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,100.30 |
2.618 |
10,938.41 |
1.618 |
10,839.21 |
1.000 |
10,777.90 |
0.618 |
10,740.01 |
HIGH |
10,678.70 |
0.618 |
10,640.81 |
0.500 |
10,629.10 |
0.382 |
10,617.39 |
LOW |
10,579.50 |
0.618 |
10,518.19 |
1.000 |
10,480.30 |
1.618 |
10,418.99 |
2.618 |
10,319.79 |
4.250 |
10,157.90 |
|
|
Fisher Pivots for day following 27-Sep-2000 |
Pivot |
1 day |
3 day |
R1 |
10,629.10 |
10,738.40 |
PP |
10,628.87 |
10,701.73 |
S1 |
10,628.63 |
10,665.07 |
|