| Trading Metrics calculated at close of trading on 25-Sep-2000 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Sep-2000 |
25-Sep-2000 |
Change |
Change % |
Previous Week |
| Open |
3,718.15 |
3,753.31 |
35.16 |
0.9% |
3,676.33 |
| High |
3,718.15 |
3,774.78 |
56.63 |
1.5% |
3,810.30 |
| Low |
3,505.18 |
3,611.09 |
105.91 |
3.0% |
3,505.18 |
| Close |
3,701.18 |
3,622.10 |
-79.08 |
-2.1% |
3,701.18 |
| Range |
212.97 |
163.69 |
-49.28 |
-23.1% |
305.12 |
| ATR |
130.08 |
132.48 |
2.40 |
1.8% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 25-Sep-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,160.39 |
4,054.94 |
3,712.13 |
|
| R3 |
3,996.70 |
3,891.25 |
3,667.11 |
|
| R2 |
3,833.01 |
3,833.01 |
3,652.11 |
|
| R1 |
3,727.56 |
3,727.56 |
3,637.10 |
3,698.44 |
| PP |
3,669.32 |
3,669.32 |
3,669.32 |
3,654.77 |
| S1 |
3,563.87 |
3,563.87 |
3,607.10 |
3,534.75 |
| S2 |
3,505.63 |
3,505.63 |
3,592.09 |
|
| S3 |
3,341.94 |
3,400.18 |
3,577.09 |
|
| S4 |
3,178.25 |
3,236.49 |
3,532.07 |
|
|
| Weekly Pivots for week ending 22-Sep-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,587.58 |
4,449.50 |
3,869.00 |
|
| R3 |
4,282.46 |
4,144.38 |
3,785.09 |
|
| R2 |
3,977.34 |
3,977.34 |
3,757.12 |
|
| R1 |
3,839.26 |
3,839.26 |
3,729.15 |
3,908.30 |
| PP |
3,672.22 |
3,672.22 |
3,672.22 |
3,706.74 |
| S1 |
3,534.14 |
3,534.14 |
3,673.21 |
3,603.18 |
| S2 |
3,367.10 |
3,367.10 |
3,645.24 |
|
| S3 |
3,061.98 |
3,229.02 |
3,617.27 |
|
| S4 |
2,756.86 |
2,923.90 |
3,533.36 |
|
|
| 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 |
3,505.18 |
305.12 |
8.4% |
158.73 |
4.4% |
38% |
False |
False |
|
| 10 |
3,834.51 |
3,505.18 |
329.33 |
9.1% |
148.47 |
4.1% |
36% |
False |
False |
|
| 20 |
4,147.19 |
3,505.18 |
642.01 |
17.7% |
125.72 |
3.5% |
18% |
False |
False |
|
| 40 |
4,147.19 |
3,341.83 |
805.36 |
22.2% |
117.91 |
3.3% |
35% |
False |
False |
|
| 60 |
4,147.19 |
3,341.83 |
805.36 |
22.2% |
119.99 |
3.3% |
35% |
False |
False |
|
| 80 |
4,147.19 |
3,341.83 |
805.36 |
22.2% |
123.63 |
3.4% |
35% |
False |
False |
|
| 100 |
4,147.19 |
2,897.27 |
1,249.92 |
34.5% |
135.13 |
3.7% |
58% |
False |
False |
|
| 120 |
4,308.62 |
2,897.27 |
1,411.35 |
39.0% |
151.58 |
4.2% |
51% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,470.46 |
|
2.618 |
4,203.32 |
|
1.618 |
4,039.63 |
|
1.000 |
3,938.47 |
|
0.618 |
3,875.94 |
|
HIGH |
3,774.78 |
|
0.618 |
3,712.25 |
|
0.500 |
3,692.94 |
|
0.382 |
3,673.62 |
|
LOW |
3,611.09 |
|
0.618 |
3,509.93 |
|
1.000 |
3,447.40 |
|
1.618 |
3,346.24 |
|
2.618 |
3,182.55 |
|
4.250 |
2,915.41 |
|
|
| Fisher Pivots for day following 25-Sep-2000 |
| Pivot |
1 day |
3 day |
| R1 |
3,692.94 |
3,647.82 |
| PP |
3,669.32 |
3,639.24 |
| S1 |
3,645.71 |
3,630.67 |
|