| Trading Metrics calculated at close of trading on 15-Sep-2000 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2000 |
15-Sep-2000 |
Change |
Change % |
Previous Week |
| Open |
3,741.75 |
3,731.73 |
-10.02 |
-0.3% |
3,813.44 |
| High |
3,834.51 |
3,748.76 |
-85.75 |
-2.2% |
3,852.45 |
| Low |
3,715.65 |
3,640.58 |
-75.07 |
-2.0% |
3,610.65 |
| Close |
3,737.42 |
3,676.33 |
-61.09 |
-1.6% |
3,676.33 |
| Range |
118.86 |
108.18 |
-10.68 |
-9.0% |
241.80 |
| ATR |
116.47 |
115.88 |
-0.59 |
-0.5% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 15-Sep-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,013.10 |
3,952.89 |
3,735.83 |
|
| R3 |
3,904.92 |
3,844.71 |
3,706.08 |
|
| R2 |
3,796.74 |
3,796.74 |
3,696.16 |
|
| R1 |
3,736.53 |
3,736.53 |
3,686.25 |
3,712.55 |
| PP |
3,688.56 |
3,688.56 |
3,688.56 |
3,676.56 |
| S1 |
3,628.35 |
3,628.35 |
3,666.41 |
3,604.37 |
| S2 |
3,580.38 |
3,580.38 |
3,656.50 |
|
| S3 |
3,472.20 |
3,520.17 |
3,646.58 |
|
| S4 |
3,364.02 |
3,411.99 |
3,616.83 |
|
|
| Weekly Pivots for week ending 15-Sep-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,438.54 |
4,299.24 |
3,809.32 |
|
| R3 |
4,196.74 |
4,057.44 |
3,742.83 |
|
| R2 |
3,954.94 |
3,954.94 |
3,720.66 |
|
| R1 |
3,815.64 |
3,815.64 |
3,698.50 |
3,764.39 |
| PP |
3,713.14 |
3,713.14 |
3,713.14 |
3,687.52 |
| S1 |
3,573.84 |
3,573.84 |
3,654.17 |
3,522.59 |
| S2 |
3,471.34 |
3,471.34 |
3,632.00 |
|
| S3 |
3,229.54 |
3,332.04 |
3,609.84 |
|
| S4 |
2,987.74 |
3,090.24 |
3,543.34 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,852.45 |
3,610.65 |
241.80 |
6.6% |
135.58 |
3.7% |
27% |
False |
False |
|
| 10 |
4,147.19 |
3,610.65 |
536.54 |
14.6% |
126.74 |
3.4% |
12% |
False |
False |
|
| 20 |
4,147.19 |
3,610.65 |
536.54 |
14.6% |
102.98 |
2.8% |
12% |
False |
False |
|
| 40 |
4,147.19 |
3,341.83 |
805.36 |
21.9% |
116.52 |
3.2% |
42% |
False |
False |
|
| 60 |
4,147.19 |
3,341.83 |
805.36 |
21.9% |
116.57 |
3.2% |
42% |
False |
False |
|
| 80 |
4,147.19 |
2,897.27 |
1,249.92 |
34.0% |
127.56 |
3.5% |
62% |
False |
False |
|
| 100 |
4,147.19 |
2,897.27 |
1,249.92 |
34.0% |
136.11 |
3.7% |
62% |
False |
False |
|
| 120 |
4,714.35 |
2,897.27 |
1,817.08 |
49.4% |
159.07 |
4.3% |
43% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,208.53 |
|
2.618 |
4,031.98 |
|
1.618 |
3,923.80 |
|
1.000 |
3,856.94 |
|
0.618 |
3,815.62 |
|
HIGH |
3,748.76 |
|
0.618 |
3,707.44 |
|
0.500 |
3,694.67 |
|
0.382 |
3,681.90 |
|
LOW |
3,640.58 |
|
0.618 |
3,573.72 |
|
1.000 |
3,532.40 |
|
1.618 |
3,465.54 |
|
2.618 |
3,357.36 |
|
4.250 |
3,180.82 |
|
|
| Fisher Pivots for day following 15-Sep-2000 |
| Pivot |
1 day |
3 day |
| R1 |
3,694.67 |
3,722.58 |
| PP |
3,688.56 |
3,707.16 |
| S1 |
3,682.44 |
3,691.75 |
|