| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2000 |
14-Sep-2000 |
Change |
Change % |
Previous Week |
| Open |
1,481.99 |
1,484.91 |
2.92 |
0.2% |
1,520.77 |
| High |
1,487.45 |
1,494.16 |
6.71 |
0.5% |
1,520.77 |
| Low |
1,473.61 |
1,476.73 |
3.12 |
0.2% |
1,489.88 |
| Close |
1,484.91 |
1,480.87 |
-4.04 |
-0.3% |
1,494.50 |
| Range |
13.84 |
17.43 |
3.59 |
25.9% |
30.89 |
| ATR |
16.29 |
16.38 |
0.08 |
0.5% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 14-Sep-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,536.21 |
1,525.97 |
1,490.46 |
|
| R3 |
1,518.78 |
1,508.54 |
1,485.66 |
|
| R2 |
1,501.35 |
1,501.35 |
1,484.07 |
|
| R1 |
1,491.11 |
1,491.11 |
1,482.47 |
1,487.52 |
| PP |
1,483.92 |
1,483.92 |
1,483.92 |
1,482.12 |
| S1 |
1,473.68 |
1,473.68 |
1,479.27 |
1,470.09 |
| S2 |
1,466.49 |
1,466.49 |
1,477.67 |
|
| S3 |
1,449.06 |
1,456.25 |
1,476.08 |
|
| S4 |
1,431.63 |
1,438.82 |
1,471.28 |
|
|
| Weekly Pivots for week ending 08-Sep-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,594.39 |
1,575.33 |
1,511.49 |
|
| R3 |
1,563.50 |
1,544.44 |
1,502.99 |
|
| R2 |
1,532.61 |
1,532.61 |
1,500.16 |
|
| R1 |
1,513.55 |
1,513.55 |
1,497.33 |
1,507.64 |
| PP |
1,501.72 |
1,501.72 |
1,501.72 |
1,498.76 |
| S1 |
1,482.66 |
1,482.66 |
1,491.67 |
1,476.75 |
| S2 |
1,470.83 |
1,470.83 |
1,488.84 |
|
| S3 |
1,439.94 |
1,451.77 |
1,486.01 |
|
| S4 |
1,409.05 |
1,420.88 |
1,477.51 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,506.76 |
1,473.61 |
33.15 |
2.2% |
16.98 |
1.1% |
22% |
False |
False |
|
| 10 |
1,530.09 |
1,473.61 |
56.48 |
3.8% |
17.27 |
1.2% |
13% |
False |
False |
|
| 20 |
1,530.09 |
1,473.61 |
56.48 |
3.8% |
14.93 |
1.0% |
13% |
False |
False |
|
| 40 |
1,530.09 |
1,413.89 |
116.20 |
7.8% |
17.24 |
1.2% |
58% |
False |
False |
|
| 60 |
1,530.09 |
1,413.89 |
116.20 |
7.8% |
17.62 |
1.2% |
58% |
False |
False |
|
| 80 |
1,530.09 |
1,361.09 |
169.00 |
11.4% |
19.32 |
1.3% |
71% |
False |
False |
|
| 100 |
1,530.09 |
1,361.09 |
169.00 |
11.4% |
21.35 |
1.4% |
71% |
False |
False |
|
| 120 |
1,534.63 |
1,339.40 |
195.23 |
13.2% |
23.91 |
1.6% |
72% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,568.24 |
|
2.618 |
1,539.79 |
|
1.618 |
1,522.36 |
|
1.000 |
1,511.59 |
|
0.618 |
1,504.93 |
|
HIGH |
1,494.16 |
|
0.618 |
1,487.50 |
|
0.500 |
1,485.45 |
|
0.382 |
1,483.39 |
|
LOW |
1,476.73 |
|
0.618 |
1,465.96 |
|
1.000 |
1,459.30 |
|
1.618 |
1,448.53 |
|
2.618 |
1,431.10 |
|
4.250 |
1,402.65 |
|
|