| Trading Metrics calculated at close of trading on 31-Aug-2000 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Aug-2000 |
31-Aug-2000 |
Change |
Change % |
Previous Week |
| Open |
3,951.67 |
3,971.32 |
19.65 |
0.5% |
3,809.86 |
| High |
3,984.19 |
4,080.48 |
96.29 |
2.4% |
3,986.73 |
| Low |
3,921.49 |
3,971.32 |
49.83 |
1.3% |
3,760.12 |
| Close |
3,968.73 |
4,077.59 |
108.86 |
2.7% |
3,931.25 |
| Range |
62.70 |
109.16 |
46.46 |
74.1% |
226.61 |
| ATR |
99.03 |
99.93 |
0.91 |
0.9% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 31-Aug-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,370.61 |
4,333.26 |
4,137.63 |
|
| R3 |
4,261.45 |
4,224.10 |
4,107.61 |
|
| R2 |
4,152.29 |
4,152.29 |
4,097.60 |
|
| R1 |
4,114.94 |
4,114.94 |
4,087.60 |
4,133.62 |
| PP |
4,043.13 |
4,043.13 |
4,043.13 |
4,052.47 |
| S1 |
4,005.78 |
4,005.78 |
4,067.58 |
4,024.46 |
| S2 |
3,933.97 |
3,933.97 |
4,057.58 |
|
| S3 |
3,824.81 |
3,896.62 |
4,047.57 |
|
| S4 |
3,715.65 |
3,787.46 |
4,017.55 |
|
|
| Weekly Pivots for week ending 25-Aug-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,572.53 |
4,478.50 |
4,055.89 |
|
| R3 |
4,345.92 |
4,251.89 |
3,993.57 |
|
| R2 |
4,119.31 |
4,119.31 |
3,972.80 |
|
| R1 |
4,025.28 |
4,025.28 |
3,952.02 |
4,072.30 |
| PP |
3,892.70 |
3,892.70 |
3,892.70 |
3,916.21 |
| S1 |
3,798.67 |
3,798.67 |
3,910.48 |
3,845.69 |
| S2 |
3,666.09 |
3,666.09 |
3,889.70 |
|
| S3 |
3,439.48 |
3,572.06 |
3,868.93 |
|
| S4 |
3,212.87 |
3,345.45 |
3,806.61 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4,080.48 |
3,915.79 |
164.69 |
4.0% |
69.84 |
1.7% |
98% |
True |
False |
|
| 10 |
4,080.48 |
3,760.12 |
320.36 |
7.9% |
79.21 |
1.9% |
99% |
True |
False |
|
| 20 |
4,080.48 |
3,521.53 |
558.95 |
13.7% |
90.08 |
2.2% |
99% |
True |
False |
|
| 40 |
4,089.04 |
3,341.83 |
747.21 |
18.3% |
111.39 |
2.7% |
98% |
False |
False |
|
| 60 |
4,089.04 |
3,341.83 |
747.21 |
18.3% |
116.41 |
2.9% |
98% |
False |
False |
|
| 80 |
4,089.04 |
2,897.27 |
1,191.77 |
29.2% |
133.45 |
3.3% |
99% |
False |
False |
|
| 100 |
4,089.04 |
2,897.27 |
1,191.77 |
29.2% |
150.33 |
3.7% |
99% |
False |
False |
|
| 120 |
4,816.35 |
2,897.27 |
1,919.08 |
47.1% |
166.17 |
4.1% |
62% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,544.41 |
|
2.618 |
4,366.26 |
|
1.618 |
4,257.10 |
|
1.000 |
4,189.64 |
|
0.618 |
4,147.94 |
|
HIGH |
4,080.48 |
|
0.618 |
4,038.78 |
|
0.500 |
4,025.90 |
|
0.382 |
4,013.02 |
|
LOW |
3,971.32 |
|
0.618 |
3,903.86 |
|
1.000 |
3,862.16 |
|
1.618 |
3,794.70 |
|
2.618 |
3,685.54 |
|
4.250 |
3,507.39 |
|
|
| Fisher Pivots for day following 31-Aug-2000 |
| Pivot |
1 day |
3 day |
| R1 |
4,060.36 |
4,052.06 |
| PP |
4,043.13 |
4,026.52 |
| S1 |
4,025.90 |
4,000.99 |
|