| Trading Metrics calculated at close of trading on 08-Sep-2000 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Sep-2000 |
08-Sep-2000 |
Change |
Change % |
Previous Week |
| Open |
3,847.79 |
3,949.15 |
101.36 |
2.6% |
4,085.89 |
| High |
3,963.94 |
3,949.15 |
-14.79 |
-0.4% |
4,085.89 |
| Low |
3,847.79 |
3,811.60 |
-36.19 |
-0.9% |
3,811.60 |
| Close |
3,953.36 |
3,813.44 |
-139.92 |
-3.5% |
3,813.44 |
| Range |
116.15 |
137.55 |
21.40 |
18.4% |
274.29 |
| ATR |
105.34 |
107.94 |
2.60 |
2.5% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 08-Sep-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,270.71 |
4,179.63 |
3,889.09 |
|
| R3 |
4,133.16 |
4,042.08 |
3,851.27 |
|
| R2 |
3,995.61 |
3,995.61 |
3,838.66 |
|
| R1 |
3,904.53 |
3,904.53 |
3,826.05 |
3,881.30 |
| PP |
3,858.06 |
3,858.06 |
3,858.06 |
3,846.45 |
| S1 |
3,766.98 |
3,766.98 |
3,800.83 |
3,743.75 |
| S2 |
3,720.51 |
3,720.51 |
3,788.22 |
|
| S3 |
3,582.96 |
3,629.43 |
3,775.61 |
|
| S4 |
3,445.41 |
3,491.88 |
3,737.79 |
|
|
| Weekly Pivots for week ending 08-Sep-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,726.51 |
4,544.27 |
3,964.30 |
|
| R3 |
4,452.22 |
4,269.98 |
3,888.87 |
|
| R2 |
4,177.93 |
4,177.93 |
3,863.73 |
|
| R1 |
3,995.69 |
3,995.69 |
3,838.58 |
3,949.67 |
| PP |
3,903.64 |
3,903.64 |
3,903.64 |
3,880.63 |
| S1 |
3,721.40 |
3,721.40 |
3,788.30 |
3,675.38 |
| S2 |
3,629.35 |
3,629.35 |
3,763.15 |
|
| S3 |
3,355.06 |
3,447.11 |
3,738.01 |
|
| S4 |
3,080.77 |
3,172.82 |
3,662.58 |
|
|
| 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 |
3,811.60 |
335.59 |
8.8% |
117.89 |
3.1% |
1% |
False |
True |
|
| 10 |
4,147.19 |
3,811.60 |
335.59 |
8.8% |
93.87 |
2.5% |
1% |
False |
True |
|
| 20 |
4,147.19 |
3,521.53 |
625.66 |
16.4% |
94.50 |
2.5% |
47% |
False |
False |
|
| 40 |
4,147.19 |
3,341.83 |
805.36 |
21.1% |
113.62 |
3.0% |
59% |
False |
False |
|
| 60 |
4,147.19 |
3,341.83 |
805.36 |
21.1% |
115.47 |
3.0% |
59% |
False |
False |
|
| 80 |
4,147.19 |
2,897.27 |
1,249.92 |
32.8% |
130.83 |
3.4% |
73% |
False |
False |
|
| 100 |
4,147.19 |
2,897.27 |
1,249.92 |
32.8% |
139.91 |
3.7% |
73% |
False |
False |
|
| 120 |
4,816.35 |
2,897.27 |
1,919.08 |
50.3% |
161.28 |
4.2% |
48% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,533.74 |
|
2.618 |
4,309.26 |
|
1.618 |
4,171.71 |
|
1.000 |
4,086.70 |
|
0.618 |
4,034.16 |
|
HIGH |
3,949.15 |
|
0.618 |
3,896.61 |
|
0.500 |
3,880.38 |
|
0.382 |
3,864.14 |
|
LOW |
3,811.60 |
|
0.618 |
3,726.59 |
|
1.000 |
3,674.05 |
|
1.618 |
3,589.04 |
|
2.618 |
3,451.49 |
|
4.250 |
3,227.01 |
|
|
| Fisher Pivots for day following 08-Sep-2000 |
| Pivot |
1 day |
3 day |
| R1 |
3,880.38 |
3,897.67 |
| PP |
3,858.06 |
3,869.59 |
| S1 |
3,835.75 |
3,841.52 |
|