| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Sep-2000 |
26-Sep-2000 |
Change |
Change % |
Previous Week |
| Open |
1,448.72 |
1,439.03 |
-9.69 |
-0.7% |
1,465.81 |
| High |
1,457.42 |
1,448.04 |
-9.38 |
-0.6% |
1,467.77 |
| Low |
1,435.93 |
1,425.25 |
-10.68 |
-0.7% |
1,421.08 |
| Close |
1,439.03 |
1,427.21 |
-11.82 |
-0.8% |
1,448.72 |
| Range |
21.49 |
22.79 |
1.30 |
6.0% |
46.69 |
| ATR |
18.95 |
19.22 |
0.27 |
1.4% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 26-Sep-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,501.87 |
1,487.33 |
1,439.74 |
|
| R3 |
1,479.08 |
1,464.54 |
1,433.48 |
|
| R2 |
1,456.29 |
1,456.29 |
1,431.39 |
|
| R1 |
1,441.75 |
1,441.75 |
1,429.30 |
1,437.63 |
| PP |
1,433.50 |
1,433.50 |
1,433.50 |
1,431.44 |
| S1 |
1,418.96 |
1,418.96 |
1,425.12 |
1,414.84 |
| S2 |
1,410.71 |
1,410.71 |
1,423.03 |
|
| S3 |
1,387.92 |
1,396.17 |
1,420.94 |
|
| S4 |
1,365.13 |
1,373.38 |
1,414.68 |
|
|
| Weekly Pivots for week ending 22-Sep-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,585.93 |
1,564.01 |
1,474.40 |
|
| R3 |
1,539.24 |
1,517.32 |
1,461.56 |
|
| R2 |
1,492.55 |
1,492.55 |
1,457.28 |
|
| R1 |
1,470.63 |
1,470.63 |
1,453.00 |
1,458.25 |
| PP |
1,445.86 |
1,445.86 |
1,445.86 |
1,439.66 |
| S1 |
1,423.94 |
1,423.94 |
1,444.44 |
1,411.56 |
| S2 |
1,399.17 |
1,399.17 |
1,440.16 |
|
| S3 |
1,352.48 |
1,377.25 |
1,435.88 |
|
| S4 |
1,305.79 |
1,330.56 |
1,423.04 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,460.49 |
1,421.08 |
39.41 |
2.8% |
23.65 |
1.7% |
16% |
False |
False |
|
| 10 |
1,494.16 |
1,421.08 |
73.08 |
5.1% |
21.28 |
1.5% |
8% |
False |
False |
|
| 20 |
1,530.09 |
1,421.08 |
109.01 |
7.6% |
18.70 |
1.3% |
6% |
False |
False |
|
| 40 |
1,530.09 |
1,421.08 |
109.01 |
7.6% |
17.40 |
1.2% |
6% |
False |
False |
|
| 60 |
1,530.09 |
1,413.89 |
116.20 |
8.1% |
18.12 |
1.3% |
11% |
False |
False |
|
| 80 |
1,530.09 |
1,413.89 |
116.20 |
8.1% |
18.38 |
1.3% |
11% |
False |
False |
|
| 100 |
1,530.09 |
1,361.09 |
169.00 |
11.8% |
20.67 |
1.4% |
39% |
False |
False |
|
| 120 |
1,530.09 |
1,339.40 |
190.69 |
13.4% |
22.95 |
1.6% |
46% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,544.90 |
|
2.618 |
1,507.70 |
|
1.618 |
1,484.91 |
|
1.000 |
1,470.83 |
|
0.618 |
1,462.12 |
|
HIGH |
1,448.04 |
|
0.618 |
1,439.33 |
|
0.500 |
1,436.65 |
|
0.382 |
1,433.96 |
|
LOW |
1,425.25 |
|
0.618 |
1,411.17 |
|
1.000 |
1,402.46 |
|
1.618 |
1,388.38 |
|
2.618 |
1,365.59 |
|
4.250 |
1,328.39 |
|
|