Trading Metrics calculated at close of trading on 02-Oct-2000 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Sep-2000 |
02-Oct-2000 |
Change |
Change % |
Previous Week |
Open |
10,770.80 |
10,682.40 |
-88.40 |
-0.8% |
10,894.70 |
High |
10,821.40 |
10,721.20 |
-100.20 |
-0.9% |
10,897.30 |
Low |
10,650.50 |
10,631.30 |
-19.20 |
-0.2% |
10,579.50 |
Close |
10,650.90 |
10,700.10 |
49.20 |
0.5% |
10,650.90 |
Range |
170.90 |
89.90 |
-81.00 |
-47.4% |
317.80 |
ATR |
146.30 |
142.27 |
-4.03 |
-2.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 02-Oct-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,953.90 |
10,916.90 |
10,749.55 |
|
R3 |
10,864.00 |
10,827.00 |
10,724.82 |
|
R2 |
10,774.10 |
10,774.10 |
10,716.58 |
|
R1 |
10,737.10 |
10,737.10 |
10,708.34 |
10,755.60 |
PP |
10,684.20 |
10,684.20 |
10,684.20 |
10,693.45 |
S1 |
10,647.20 |
10,647.20 |
10,691.86 |
10,665.70 |
S2 |
10,594.30 |
10,594.30 |
10,683.62 |
|
S3 |
10,504.40 |
10,557.30 |
10,675.38 |
|
S4 |
10,414.50 |
10,467.40 |
10,650.66 |
|
|
Weekly Pivots for week ending 29-Sep-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,662.63 |
11,474.57 |
10,825.69 |
|
R3 |
11,344.83 |
11,156.77 |
10,738.30 |
|
R2 |
11,027.03 |
11,027.03 |
10,709.16 |
|
R1 |
10,838.97 |
10,838.97 |
10,680.03 |
10,774.10 |
PP |
10,709.23 |
10,709.23 |
10,709.23 |
10,676.80 |
S1 |
10,521.17 |
10,521.17 |
10,621.77 |
10,456.30 |
S2 |
10,391.43 |
10,391.43 |
10,592.64 |
|
S3 |
10,073.63 |
10,203.37 |
10,563.51 |
|
S4 |
9,755.83 |
9,885.57 |
10,476.11 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
10,856.30 |
10,579.50 |
276.80 |
2.6% |
158.10 |
1.5% |
44% |
False |
False |
|
10 |
10,897.30 |
10,567.30 |
330.00 |
3.1% |
159.81 |
1.5% |
40% |
False |
False |
|
20 |
11,401.20 |
10,567.30 |
833.90 |
7.8% |
144.15 |
1.3% |
16% |
False |
False |
|
40 |
11,401.20 |
10,567.30 |
833.90 |
7.8% |
128.71 |
1.2% |
16% |
False |
False |
|
60 |
11,401.20 |
10,464.50 |
936.70 |
8.8% |
125.36 |
1.2% |
25% |
False |
False |
|
80 |
11,401.20 |
10,335.50 |
1,065.70 |
10.0% |
129.28 |
1.2% |
34% |
False |
False |
|
100 |
11,401.20 |
10,258.80 |
1,142.40 |
10.7% |
138.07 |
1.3% |
39% |
False |
False |
|
120 |
11,425.50 |
10,201.50 |
1,224.00 |
11.4% |
154.94 |
1.4% |
41% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,103.28 |
2.618 |
10,956.56 |
1.618 |
10,866.66 |
1.000 |
10,811.10 |
0.618 |
10,776.76 |
HIGH |
10,721.20 |
0.618 |
10,686.86 |
0.500 |
10,676.25 |
0.382 |
10,665.64 |
LOW |
10,631.30 |
0.618 |
10,575.74 |
1.000 |
10,541.40 |
1.618 |
10,485.84 |
2.618 |
10,395.94 |
4.250 |
10,249.23 |
|
|
Fisher Pivots for day following 02-Oct-2000 |
Pivot |
1 day |
3 day |
R1 |
10,692.15 |
10,739.75 |
PP |
10,684.20 |
10,726.53 |
S1 |
10,676.25 |
10,713.32 |
|