Trading Metrics calculated at close of trading on 03-Oct-2000 |
Day Change Summary |
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Previous |
Current |
|
|
|
|
02-Oct-2000 |
03-Oct-2000 |
Change |
Change % |
Previous Week |
Open |
10,682.40 |
10,755.30 |
72.90 |
0.7% |
10,894.70 |
High |
10,721.20 |
10,857.70 |
136.50 |
1.3% |
10,897.30 |
Low |
10,631.30 |
10,709.80 |
78.50 |
0.7% |
10,579.50 |
Close |
10,700.10 |
10,719.70 |
19.60 |
0.2% |
10,650.90 |
Range |
89.90 |
147.90 |
58.00 |
64.5% |
317.80 |
ATR |
142.27 |
143.37 |
1.09 |
0.8% |
0.00 |
Volume |
|
|
|
|
|
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Daily Pivots for day following 03-Oct-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,206.10 |
11,110.80 |
10,801.05 |
|
R3 |
11,058.20 |
10,962.90 |
10,760.37 |
|
R2 |
10,910.30 |
10,910.30 |
10,746.82 |
|
R1 |
10,815.00 |
10,815.00 |
10,733.26 |
10,788.70 |
PP |
10,762.40 |
10,762.40 |
10,762.40 |
10,749.25 |
S1 |
10,667.10 |
10,667.10 |
10,706.14 |
10,640.80 |
S2 |
10,614.50 |
10,614.50 |
10,692.59 |
|
S3 |
10,466.60 |
10,519.20 |
10,679.03 |
|
S4 |
10,318.70 |
10,371.30 |
10,638.36 |
|
|
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 |
10,857.70 |
10,579.50 |
278.20 |
2.6% |
148.20 |
1.4% |
50% |
True |
False |
|
10 |
10,897.30 |
10,567.30 |
330.00 |
3.1% |
166.88 |
1.6% |
46% |
False |
False |
|
20 |
11,401.20 |
10,567.30 |
833.90 |
7.8% |
145.70 |
1.4% |
18% |
False |
False |
|
40 |
11,401.20 |
10,567.30 |
833.90 |
7.8% |
128.52 |
1.2% |
18% |
False |
False |
|
60 |
11,401.20 |
10,464.50 |
936.70 |
8.7% |
126.19 |
1.2% |
27% |
False |
False |
|
80 |
11,401.20 |
10,335.50 |
1,065.70 |
9.9% |
128.93 |
1.2% |
36% |
False |
False |
|
100 |
11,401.20 |
10,258.80 |
1,142.40 |
10.7% |
137.49 |
1.3% |
40% |
False |
False |
|
120 |
11,401.20 |
10,201.50 |
1,199.70 |
11.2% |
153.60 |
1.4% |
43% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,486.28 |
2.618 |
11,244.90 |
1.618 |
11,097.00 |
1.000 |
11,005.60 |
0.618 |
10,949.10 |
HIGH |
10,857.70 |
0.618 |
10,801.20 |
0.500 |
10,783.75 |
0.382 |
10,766.30 |
LOW |
10,709.80 |
0.618 |
10,618.40 |
1.000 |
10,561.90 |
1.618 |
10,470.50 |
2.618 |
10,322.60 |
4.250 |
10,081.23 |
|
|
Fisher Pivots for day following 03-Oct-2000 |
Pivot |
1 day |
3 day |
R1 |
10,783.75 |
10,744.50 |
PP |
10,762.40 |
10,736.23 |
S1 |
10,741.05 |
10,727.97 |
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