| Trading Metrics calculated at close of trading on 20-Sep-2000 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Sep-2000 |
20-Sep-2000 |
Change |
Change % |
Previous Week |
| Open |
3,588.37 |
3,756.40 |
168.03 |
4.7% |
3,813.44 |
| High |
3,756.87 |
3,810.30 |
53.43 |
1.4% |
3,852.45 |
| Low |
3,588.37 |
3,660.31 |
71.94 |
2.0% |
3,610.65 |
| Close |
3,756.40 |
3,790.45 |
34.05 |
0.9% |
3,676.33 |
| Range |
168.50 |
149.99 |
-18.51 |
-11.0% |
241.80 |
| ATR |
123.77 |
125.64 |
1.87 |
1.5% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 20-Sep-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,203.66 |
4,147.04 |
3,872.94 |
|
| R3 |
4,053.67 |
3,997.05 |
3,831.70 |
|
| R2 |
3,903.68 |
3,903.68 |
3,817.95 |
|
| R1 |
3,847.06 |
3,847.06 |
3,804.20 |
3,875.37 |
| PP |
3,753.69 |
3,753.69 |
3,753.69 |
3,767.84 |
| S1 |
3,697.07 |
3,697.07 |
3,776.70 |
3,725.38 |
| S2 |
3,603.70 |
3,603.70 |
3,762.95 |
|
| S3 |
3,453.71 |
3,547.08 |
3,749.20 |
|
| S4 |
3,303.72 |
3,397.09 |
3,707.96 |
|
|
| 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 |
3,834.51 |
3,548.59 |
285.92 |
7.5% |
144.12 |
3.8% |
85% |
False |
False |
|
| 10 |
3,963.94 |
3,548.59 |
415.35 |
11.0% |
142.52 |
3.8% |
58% |
False |
False |
|
| 20 |
4,147.19 |
3,548.59 |
598.60 |
15.8% |
116.00 |
3.1% |
40% |
False |
False |
|
| 40 |
4,147.19 |
3,341.83 |
805.36 |
21.2% |
119.11 |
3.1% |
56% |
False |
False |
|
| 60 |
4,147.19 |
3,341.83 |
805.36 |
21.2% |
117.97 |
3.1% |
56% |
False |
False |
|
| 80 |
4,147.19 |
3,101.43 |
1,045.76 |
27.6% |
125.75 |
3.3% |
66% |
False |
False |
|
| 100 |
4,147.19 |
2,897.27 |
1,249.92 |
33.0% |
135.23 |
3.6% |
71% |
False |
False |
|
| 120 |
4,424.43 |
2,897.27 |
1,527.16 |
40.3% |
157.53 |
4.2% |
58% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,447.76 |
|
2.618 |
4,202.97 |
|
1.618 |
4,052.98 |
|
1.000 |
3,960.29 |
|
0.618 |
3,902.99 |
|
HIGH |
3,810.30 |
|
0.618 |
3,753.00 |
|
0.500 |
3,735.31 |
|
0.382 |
3,717.61 |
|
LOW |
3,660.31 |
|
0.618 |
3,567.62 |
|
1.000 |
3,510.32 |
|
1.618 |
3,417.63 |
|
2.618 |
3,267.64 |
|
4.250 |
3,022.85 |
|
|
| Fisher Pivots for day following 20-Sep-2000 |
| Pivot |
1 day |
3 day |
| R1 |
3,772.07 |
3,753.45 |
| PP |
3,753.69 |
3,716.45 |
| S1 |
3,735.31 |
3,679.45 |
|