| Trading Metrics calculated at close of trading on 05-Sep-2000 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Sep-2000 |
05-Sep-2000 |
Change |
Change % |
Previous Week |
| Open |
4,084.11 |
4,085.89 |
1.78 |
0.0% |
3,955.54 |
| High |
4,147.19 |
4,085.89 |
-61.30 |
-1.5% |
4,147.19 |
| Low |
4,057.44 |
3,986.28 |
-71.16 |
-1.8% |
3,921.49 |
| Close |
4,099.30 |
3,987.03 |
-112.27 |
-2.7% |
4,099.30 |
| Range |
89.75 |
99.61 |
9.86 |
11.0% |
225.70 |
| ATR |
99.21 |
100.19 |
0.99 |
1.0% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 05-Sep-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,318.56 |
4,252.41 |
4,041.82 |
|
| R3 |
4,218.95 |
4,152.80 |
4,014.42 |
|
| R2 |
4,119.34 |
4,119.34 |
4,005.29 |
|
| R1 |
4,053.19 |
4,053.19 |
3,996.16 |
4,036.46 |
| PP |
4,019.73 |
4,019.73 |
4,019.73 |
4,011.37 |
| S1 |
3,953.58 |
3,953.58 |
3,977.90 |
3,936.85 |
| S2 |
3,920.12 |
3,920.12 |
3,968.77 |
|
| S3 |
3,820.51 |
3,853.97 |
3,959.64 |
|
| S4 |
3,720.90 |
3,754.36 |
3,932.24 |
|
|
| Weekly Pivots for week ending 01-Sep-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,733.09 |
4,641.90 |
4,223.44 |
|
| R3 |
4,507.39 |
4,416.20 |
4,161.37 |
|
| R2 |
4,281.69 |
4,281.69 |
4,140.68 |
|
| R1 |
4,190.50 |
4,190.50 |
4,119.99 |
4,236.10 |
| PP |
4,055.99 |
4,055.99 |
4,055.99 |
4,078.79 |
| S1 |
3,964.80 |
3,964.80 |
4,078.61 |
4,010.40 |
| S2 |
3,830.29 |
3,830.29 |
4,057.92 |
|
| S3 |
3,604.59 |
3,739.10 |
4,037.23 |
|
| S4 |
3,378.89 |
3,513.40 |
3,975.17 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4,147.19 |
3,921.49 |
225.70 |
5.7% |
81.74 |
2.1% |
29% |
False |
False |
|
| 10 |
4,147.19 |
3,760.12 |
387.07 |
9.7% |
81.93 |
2.1% |
59% |
False |
False |
|
| 20 |
4,147.19 |
3,521.53 |
625.66 |
15.7% |
87.21 |
2.2% |
74% |
False |
False |
|
| 40 |
4,147.19 |
3,341.83 |
805.36 |
20.2% |
111.69 |
2.8% |
80% |
False |
False |
|
| 60 |
4,147.19 |
3,341.83 |
805.36 |
20.2% |
116.28 |
2.9% |
80% |
False |
False |
|
| 80 |
4,147.19 |
2,897.27 |
1,249.92 |
31.3% |
131.50 |
3.3% |
87% |
False |
False |
|
| 100 |
4,147.19 |
2,897.27 |
1,249.92 |
31.3% |
146.91 |
3.7% |
87% |
False |
False |
|
| 120 |
4,816.35 |
2,897.27 |
1,919.08 |
48.1% |
163.09 |
4.1% |
57% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,509.23 |
|
2.618 |
4,346.67 |
|
1.618 |
4,247.06 |
|
1.000 |
4,185.50 |
|
0.618 |
4,147.45 |
|
HIGH |
4,085.89 |
|
0.618 |
4,047.84 |
|
0.500 |
4,036.09 |
|
0.382 |
4,024.33 |
|
LOW |
3,986.28 |
|
0.618 |
3,924.72 |
|
1.000 |
3,886.67 |
|
1.618 |
3,825.11 |
|
2.618 |
3,725.50 |
|
4.250 |
3,562.94 |
|
|
| Fisher Pivots for day following 05-Sep-2000 |
| Pivot |
1 day |
3 day |
| R1 |
4,036.09 |
4,059.26 |
| PP |
4,019.73 |
4,035.18 |
| S1 |
4,003.38 |
4,011.11 |
|