Trading Metrics calculated at close of trading on 25-Sep-2000 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Sep-2000 |
25-Sep-2000 |
Change |
Change % |
Previous Week |
Open |
10,655.70 |
10,894.70 |
239.00 |
2.2% |
10,925.10 |
High |
10,858.10 |
10,897.30 |
39.20 |
0.4% |
10,935.60 |
Low |
10,621.70 |
10,783.00 |
161.30 |
1.5% |
10,567.30 |
Close |
10,847.40 |
10,808.20 |
-39.20 |
-0.4% |
10,847.40 |
Range |
236.40 |
114.30 |
-122.10 |
-51.6% |
368.30 |
ATR |
137.57 |
135.91 |
-1.66 |
-1.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 25-Sep-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,172.40 |
11,104.60 |
10,871.07 |
|
R3 |
11,058.10 |
10,990.30 |
10,839.63 |
|
R2 |
10,943.80 |
10,943.80 |
10,829.16 |
|
R1 |
10,876.00 |
10,876.00 |
10,818.68 |
10,852.75 |
PP |
10,829.50 |
10,829.50 |
10,829.50 |
10,817.88 |
S1 |
10,761.70 |
10,761.70 |
10,797.72 |
10,738.45 |
S2 |
10,715.20 |
10,715.20 |
10,787.25 |
|
S3 |
10,600.90 |
10,647.40 |
10,776.77 |
|
S4 |
10,486.60 |
10,533.10 |
10,745.34 |
|
|
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 |
10,567.30 |
330.00 |
3.1% |
161.52 |
1.5% |
73% |
True |
False |
|
10 |
11,255.80 |
10,567.30 |
688.50 |
6.4% |
150.93 |
1.4% |
35% |
False |
False |
|
20 |
11,401.20 |
10,567.30 |
833.90 |
7.7% |
134.79 |
1.2% |
29% |
False |
False |
|
40 |
11,401.20 |
10,497.80 |
903.40 |
8.4% |
123.42 |
1.1% |
34% |
False |
False |
|
60 |
11,401.20 |
10,336.20 |
1,065.00 |
9.9% |
123.43 |
1.1% |
44% |
False |
False |
|
80 |
11,401.20 |
10,335.50 |
1,065.70 |
9.9% |
128.81 |
1.2% |
44% |
False |
False |
|
100 |
11,401.20 |
10,258.80 |
1,142.40 |
10.6% |
138.59 |
1.3% |
48% |
False |
False |
|
120 |
11,425.50 |
10,201.50 |
1,224.00 |
11.3% |
156.40 |
1.4% |
50% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,383.08 |
2.618 |
11,196.54 |
1.618 |
11,082.24 |
1.000 |
11,011.60 |
0.618 |
10,967.94 |
HIGH |
10,897.30 |
0.618 |
10,853.64 |
0.500 |
10,840.15 |
0.382 |
10,826.66 |
LOW |
10,783.00 |
0.618 |
10,712.36 |
1.000 |
10,668.70 |
1.618 |
10,598.06 |
2.618 |
10,483.76 |
4.250 |
10,297.23 |
|
|
Fisher Pivots for day following 25-Sep-2000 |
Pivot |
1 day |
3 day |
R1 |
10,840.15 |
10,791.97 |
PP |
10,829.50 |
10,775.73 |
S1 |
10,818.85 |
10,759.50 |
|