Trading Metrics calculated at close of trading on 04-Oct-2000 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Oct-2000 |
04-Oct-2000 |
Change |
Change % |
Previous Week |
Open |
10,755.30 |
10,726.80 |
-28.50 |
-0.3% |
10,894.70 |
High |
10,857.70 |
10,850.00 |
-7.70 |
-0.1% |
10,897.30 |
Low |
10,709.80 |
10,713.60 |
3.80 |
0.0% |
10,579.50 |
Close |
10,719.70 |
10,784.50 |
64.80 |
0.6% |
10,650.90 |
Range |
147.90 |
136.40 |
-11.50 |
-7.8% |
317.80 |
ATR |
143.37 |
142.87 |
-0.50 |
-0.3% |
0.00 |
Volume |
|
|
|
|
|
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Daily Pivots for day following 04-Oct-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,191.90 |
11,124.60 |
10,859.52 |
|
R3 |
11,055.50 |
10,988.20 |
10,822.01 |
|
R2 |
10,919.10 |
10,919.10 |
10,809.51 |
|
R1 |
10,851.80 |
10,851.80 |
10,797.00 |
10,885.45 |
PP |
10,782.70 |
10,782.70 |
10,782.70 |
10,799.53 |
S1 |
10,715.40 |
10,715.40 |
10,772.00 |
10,749.05 |
S2 |
10,646.30 |
10,646.30 |
10,759.49 |
|
S3 |
10,509.90 |
10,579.00 |
10,746.99 |
|
S4 |
10,373.50 |
10,442.60 |
10,709.48 |
|
|
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 |
10,623.20 |
234.50 |
2.2% |
155.64 |
1.4% |
69% |
False |
False |
|
10 |
10,897.30 |
10,579.50 |
317.80 |
2.9% |
154.84 |
1.4% |
65% |
False |
False |
|
20 |
11,323.90 |
10,567.30 |
756.60 |
7.0% |
145.12 |
1.3% |
29% |
False |
False |
|
40 |
11,401.20 |
10,567.30 |
833.90 |
7.7% |
128.14 |
1.2% |
26% |
False |
False |
|
60 |
11,401.20 |
10,464.50 |
936.70 |
8.7% |
125.45 |
1.2% |
34% |
False |
False |
|
80 |
11,401.20 |
10,335.50 |
1,065.70 |
9.9% |
129.53 |
1.2% |
42% |
False |
False |
|
100 |
11,401.20 |
10,258.80 |
1,142.40 |
10.6% |
137.55 |
1.3% |
46% |
False |
False |
|
120 |
11,401.20 |
10,201.50 |
1,199.70 |
11.1% |
152.87 |
1.4% |
49% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,429.70 |
2.618 |
11,207.10 |
1.618 |
11,070.70 |
1.000 |
10,986.40 |
0.618 |
10,934.30 |
HIGH |
10,850.00 |
0.618 |
10,797.90 |
0.500 |
10,781.80 |
0.382 |
10,765.70 |
LOW |
10,713.60 |
0.618 |
10,629.30 |
1.000 |
10,577.20 |
1.618 |
10,492.90 |
2.618 |
10,356.50 |
4.250 |
10,133.90 |
|
|
Fisher Pivots for day following 04-Oct-2000 |
Pivot |
1 day |
3 day |
R1 |
10,783.60 |
10,771.17 |
PP |
10,782.70 |
10,757.83 |
S1 |
10,781.80 |
10,744.50 |
|