| Trading Metrics calculated at close of trading on 21-Sep-2000 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Sep-2000 |
21-Sep-2000 |
Change |
Change % |
Previous Week |
| Open |
3,756.40 |
3,790.45 |
34.05 |
0.9% |
3,813.44 |
| High |
3,810.30 |
3,790.45 |
-19.85 |
-0.5% |
3,852.45 |
| Low |
3,660.31 |
3,691.93 |
31.62 |
0.9% |
3,610.65 |
| Close |
3,790.45 |
3,718.15 |
-72.30 |
-1.9% |
3,676.33 |
| Range |
149.99 |
98.52 |
-51.47 |
-34.3% |
241.80 |
| ATR |
125.64 |
123.70 |
-1.94 |
-1.5% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 21-Sep-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,029.07 |
3,972.13 |
3,772.34 |
|
| R3 |
3,930.55 |
3,873.61 |
3,745.24 |
|
| R2 |
3,832.03 |
3,832.03 |
3,736.21 |
|
| R1 |
3,775.09 |
3,775.09 |
3,727.18 |
3,754.30 |
| PP |
3,733.51 |
3,733.51 |
3,733.51 |
3,723.12 |
| S1 |
3,676.57 |
3,676.57 |
3,709.12 |
3,655.78 |
| S2 |
3,634.99 |
3,634.99 |
3,700.09 |
|
| S3 |
3,536.47 |
3,578.05 |
3,691.06 |
|
| S4 |
3,437.95 |
3,479.53 |
3,663.96 |
|
|
| 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 |
3,810.30 |
3,548.59 |
261.71 |
7.0% |
140.05 |
3.8% |
65% |
False |
False |
|
| 10 |
3,949.15 |
3,548.59 |
400.56 |
10.8% |
140.76 |
3.8% |
42% |
False |
False |
|
| 20 |
4,147.19 |
3,548.59 |
598.60 |
16.1% |
113.94 |
3.1% |
28% |
False |
False |
|
| 40 |
4,147.19 |
3,341.83 |
805.36 |
21.7% |
118.49 |
3.2% |
47% |
False |
False |
|
| 60 |
4,147.19 |
3,341.83 |
805.36 |
21.7% |
117.84 |
3.2% |
47% |
False |
False |
|
| 80 |
4,147.19 |
3,322.22 |
824.97 |
22.2% |
123.06 |
3.3% |
48% |
False |
False |
|
| 100 |
4,147.19 |
2,897.27 |
1,249.92 |
33.6% |
135.26 |
3.6% |
66% |
False |
False |
|
| 120 |
4,355.70 |
2,897.27 |
1,458.43 |
39.2% |
156.24 |
4.2% |
56% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,209.16 |
|
2.618 |
4,048.38 |
|
1.618 |
3,949.86 |
|
1.000 |
3,888.97 |
|
0.618 |
3,851.34 |
|
HIGH |
3,790.45 |
|
0.618 |
3,752.82 |
|
0.500 |
3,741.19 |
|
0.382 |
3,729.56 |
|
LOW |
3,691.93 |
|
0.618 |
3,631.04 |
|
1.000 |
3,593.41 |
|
1.618 |
3,532.52 |
|
2.618 |
3,434.00 |
|
4.250 |
3,273.22 |
|
|
| Fisher Pivots for day following 21-Sep-2000 |
| Pivot |
1 day |
3 day |
| R1 |
3,741.19 |
3,711.88 |
| PP |
3,733.51 |
3,705.61 |
| S1 |
3,725.83 |
3,699.34 |
|