| Trading Metrics calculated at close of trading on 07-Sep-2000 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Sep-2000 |
07-Sep-2000 |
Change |
Change % |
Previous Week |
| Open |
3,978.23 |
3,847.79 |
-130.44 |
-3.3% |
3,955.54 |
| High |
3,983.74 |
3,963.94 |
-19.80 |
-0.5% |
4,147.19 |
| Low |
3,837.33 |
3,847.79 |
10.46 |
0.3% |
3,921.49 |
| Close |
3,837.62 |
3,953.36 |
115.74 |
3.0% |
4,099.30 |
| Range |
146.41 |
116.15 |
-30.26 |
-20.7% |
225.70 |
| ATR |
103.73 |
105.34 |
1.61 |
1.6% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 07-Sep-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,270.15 |
4,227.90 |
4,017.24 |
|
| R3 |
4,154.00 |
4,111.75 |
3,985.30 |
|
| R2 |
4,037.85 |
4,037.85 |
3,974.65 |
|
| R1 |
3,995.60 |
3,995.60 |
3,964.01 |
4,016.73 |
| PP |
3,921.70 |
3,921.70 |
3,921.70 |
3,932.26 |
| S1 |
3,879.45 |
3,879.45 |
3,942.71 |
3,900.58 |
| S2 |
3,805.55 |
3,805.55 |
3,932.07 |
|
| S3 |
3,689.40 |
3,763.30 |
3,921.42 |
|
| S4 |
3,573.25 |
3,647.15 |
3,889.48 |
|
|
| 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 |
3,837.33 |
309.86 |
7.8% |
112.22 |
2.8% |
37% |
False |
False |
|
| 10 |
4,147.19 |
3,837.33 |
309.86 |
7.8% |
87.12 |
2.2% |
37% |
False |
False |
|
| 20 |
4,147.19 |
3,521.53 |
625.66 |
15.8% |
92.42 |
2.3% |
69% |
False |
False |
|
| 40 |
4,147.19 |
3,341.83 |
805.36 |
20.4% |
112.47 |
2.8% |
76% |
False |
False |
|
| 60 |
4,147.19 |
3,341.83 |
805.36 |
20.4% |
115.23 |
2.9% |
76% |
False |
False |
|
| 80 |
4,147.19 |
2,897.27 |
1,249.92 |
31.6% |
130.77 |
3.3% |
84% |
False |
False |
|
| 100 |
4,147.19 |
2,897.27 |
1,249.92 |
31.6% |
142.77 |
3.6% |
84% |
False |
False |
|
| 120 |
4,816.35 |
2,897.27 |
1,919.08 |
48.5% |
161.80 |
4.1% |
55% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,457.58 |
|
2.618 |
4,268.02 |
|
1.618 |
4,151.87 |
|
1.000 |
4,080.09 |
|
0.618 |
4,035.72 |
|
HIGH |
3,963.94 |
|
0.618 |
3,919.57 |
|
0.500 |
3,905.87 |
|
0.382 |
3,892.16 |
|
LOW |
3,847.79 |
|
0.618 |
3,776.01 |
|
1.000 |
3,731.64 |
|
1.618 |
3,659.86 |
|
2.618 |
3,543.71 |
|
4.250 |
3,354.15 |
|
|
| Fisher Pivots for day following 07-Sep-2000 |
| Pivot |
1 day |
3 day |
| R1 |
3,937.53 |
3,961.61 |
| PP |
3,921.70 |
3,958.86 |
| S1 |
3,905.87 |
3,956.11 |
|