Trading Metrics calculated at close of trading on 28-Sep-2000 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Sep-2000 |
28-Sep-2000 |
Change |
Change % |
Previous Week |
Open |
10,663.90 |
10,628.70 |
-35.20 |
-0.3% |
10,925.10 |
High |
10,678.70 |
10,856.30 |
177.60 |
1.7% |
10,935.60 |
Low |
10,579.50 |
10,623.20 |
43.70 |
0.4% |
10,567.30 |
Close |
10,628.40 |
10,824.10 |
195.70 |
1.8% |
10,847.40 |
Range |
99.20 |
233.10 |
133.90 |
135.0% |
368.30 |
ATR |
137.36 |
144.20 |
6.84 |
5.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 28-Sep-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,467.17 |
11,378.73 |
10,952.31 |
|
R3 |
11,234.07 |
11,145.63 |
10,888.20 |
|
R2 |
11,000.97 |
11,000.97 |
10,866.84 |
|
R1 |
10,912.53 |
10,912.53 |
10,845.47 |
10,956.75 |
PP |
10,767.87 |
10,767.87 |
10,767.87 |
10,789.98 |
S1 |
10,679.43 |
10,679.43 |
10,802.73 |
10,723.65 |
S2 |
10,534.77 |
10,534.77 |
10,781.37 |
|
S3 |
10,301.67 |
10,446.33 |
10,760.00 |
|
S4 |
10,068.57 |
10,213.23 |
10,695.90 |
|
|
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 |
2.9% |
176.08 |
1.6% |
77% |
False |
False |
|
10 |
11,110.00 |
10,567.30 |
542.70 |
5.0% |
166.78 |
1.5% |
47% |
False |
False |
|
20 |
11,401.20 |
10,567.30 |
833.90 |
7.7% |
146.09 |
1.3% |
31% |
False |
False |
|
40 |
11,401.20 |
10,567.30 |
833.90 |
7.7% |
127.85 |
1.2% |
31% |
False |
False |
|
60 |
11,401.20 |
10,393.10 |
1,008.10 |
9.3% |
126.17 |
1.2% |
43% |
False |
False |
|
80 |
11,401.20 |
10,335.50 |
1,065.70 |
9.8% |
130.28 |
1.2% |
46% |
False |
False |
|
100 |
11,401.20 |
10,258.80 |
1,142.40 |
10.6% |
139.58 |
1.3% |
49% |
False |
False |
|
120 |
11,425.50 |
10,201.50 |
1,224.00 |
11.3% |
156.51 |
1.4% |
51% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,846.98 |
2.618 |
11,466.56 |
1.618 |
11,233.46 |
1.000 |
11,089.40 |
0.618 |
11,000.36 |
HIGH |
10,856.30 |
0.618 |
10,767.26 |
0.500 |
10,739.75 |
0.382 |
10,712.24 |
LOW |
10,623.20 |
0.618 |
10,479.14 |
1.000 |
10,390.10 |
1.618 |
10,246.04 |
2.618 |
10,012.94 |
4.250 |
9,632.53 |
|
|
Fisher Pivots for day following 28-Sep-2000 |
Pivot |
1 day |
3 day |
R1 |
10,795.98 |
10,788.70 |
PP |
10,767.87 |
10,753.30 |
S1 |
10,739.75 |
10,717.90 |
|