| Trading Metrics calculated at close of trading on 29-Sep-2000 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Sep-2000 |
29-Sep-2000 |
Change |
Change % |
Previous Week |
| Open |
3,556.99 |
3,684.87 |
127.88 |
3.6% |
3,753.31 |
| High |
3,725.75 |
3,690.24 |
-35.51 |
-1.0% |
3,774.78 |
| Low |
3,556.34 |
3,557.54 |
1.20 |
0.0% |
3,533.67 |
| Close |
3,725.15 |
3,570.61 |
-154.54 |
-4.1% |
3,570.61 |
| Range |
169.41 |
132.70 |
-36.71 |
-21.7% |
241.11 |
| ATR |
133.84 |
136.25 |
2.41 |
1.8% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 29-Sep-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,004.23 |
3,920.12 |
3,643.60 |
|
| R3 |
3,871.53 |
3,787.42 |
3,607.10 |
|
| R2 |
3,738.83 |
3,738.83 |
3,594.94 |
|
| R1 |
3,654.72 |
3,654.72 |
3,582.77 |
3,630.43 |
| PP |
3,606.13 |
3,606.13 |
3,606.13 |
3,593.98 |
| S1 |
3,522.02 |
3,522.02 |
3,558.45 |
3,497.73 |
| S2 |
3,473.43 |
3,473.43 |
3,546.28 |
|
| S3 |
3,340.73 |
3,389.32 |
3,534.12 |
|
| S4 |
3,208.03 |
3,256.62 |
3,497.63 |
|
|
| Weekly Pivots for week ending 29-Sep-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,349.68 |
4,201.26 |
3,703.22 |
|
| R3 |
4,108.57 |
3,960.15 |
3,636.92 |
|
| R2 |
3,867.46 |
3,867.46 |
3,614.81 |
|
| R1 |
3,719.04 |
3,719.04 |
3,592.71 |
3,672.70 |
| PP |
3,626.35 |
3,626.35 |
3,626.35 |
3,603.18 |
| S1 |
3,477.93 |
3,477.93 |
3,548.51 |
3,431.59 |
| S2 |
3,385.24 |
3,385.24 |
3,526.41 |
|
| S3 |
3,144.13 |
3,236.82 |
3,504.30 |
|
| S4 |
2,903.02 |
2,995.71 |
3,438.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,774.78 |
3,533.67 |
241.11 |
6.8% |
142.27 |
4.0% |
15% |
False |
False |
|
| 10 |
3,810.30 |
3,505.18 |
305.12 |
8.5% |
151.64 |
4.2% |
21% |
False |
False |
|
| 20 |
4,147.19 |
3,505.18 |
642.01 |
18.0% |
139.19 |
3.9% |
10% |
False |
False |
|
| 40 |
4,147.19 |
3,505.18 |
642.01 |
18.0% |
114.63 |
3.2% |
10% |
False |
False |
|
| 60 |
4,147.19 |
3,341.83 |
805.36 |
22.6% |
120.66 |
3.4% |
28% |
False |
False |
|
| 80 |
4,147.19 |
3,341.83 |
805.36 |
22.6% |
122.11 |
3.4% |
28% |
False |
False |
|
| 100 |
4,147.19 |
2,897.27 |
1,249.92 |
35.0% |
134.60 |
3.8% |
54% |
False |
False |
|
| 120 |
4,147.19 |
2,897.27 |
1,249.92 |
35.0% |
148.48 |
4.2% |
54% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,254.22 |
|
2.618 |
4,037.65 |
|
1.618 |
3,904.95 |
|
1.000 |
3,822.94 |
|
0.618 |
3,772.25 |
|
HIGH |
3,690.24 |
|
0.618 |
3,639.55 |
|
0.500 |
3,623.89 |
|
0.382 |
3,608.23 |
|
LOW |
3,557.54 |
|
0.618 |
3,475.53 |
|
1.000 |
3,424.84 |
|
1.618 |
3,342.83 |
|
2.618 |
3,210.13 |
|
4.250 |
2,993.57 |
|
|
| Fisher Pivots for day following 29-Sep-2000 |
| Pivot |
1 day |
3 day |
| R1 |
3,623.89 |
3,629.71 |
| PP |
3,606.13 |
3,610.01 |
| S1 |
3,588.37 |
3,590.31 |
|