| Trading Metrics calculated at close of trading on 02-Oct-2000 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Sep-2000 |
02-Oct-2000 |
Change |
Change % |
Previous Week |
| Open |
3,684.87 |
3,613.74 |
-71.13 |
-1.9% |
3,753.31 |
| High |
3,690.24 |
3,613.86 |
-76.38 |
-2.1% |
3,774.78 |
| Low |
3,557.54 |
3,447.71 |
-109.83 |
-3.1% |
3,533.67 |
| Close |
3,570.61 |
3,457.97 |
-112.64 |
-3.2% |
3,570.61 |
| Range |
132.70 |
166.15 |
33.45 |
25.2% |
241.11 |
| ATR |
136.25 |
138.39 |
2.14 |
1.6% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 02-Oct-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,004.96 |
3,897.62 |
3,549.35 |
|
| R3 |
3,838.81 |
3,731.47 |
3,503.66 |
|
| R2 |
3,672.66 |
3,672.66 |
3,488.43 |
|
| R1 |
3,565.32 |
3,565.32 |
3,473.20 |
3,535.92 |
| PP |
3,506.51 |
3,506.51 |
3,506.51 |
3,491.81 |
| S1 |
3,399.17 |
3,399.17 |
3,442.74 |
3,369.77 |
| S2 |
3,340.36 |
3,340.36 |
3,427.51 |
|
| S3 |
3,174.21 |
3,233.02 |
3,412.28 |
|
| S4 |
3,008.06 |
3,066.87 |
3,366.59 |
|
|
| 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 |
3,725.75 |
3,447.71 |
278.04 |
8.0% |
142.76 |
4.1% |
4% |
False |
True |
|
| 10 |
3,810.30 |
3,447.71 |
362.59 |
10.5% |
150.75 |
4.4% |
3% |
False |
True |
|
| 20 |
4,085.89 |
3,447.71 |
638.18 |
18.5% |
143.01 |
4.1% |
2% |
False |
True |
|
| 40 |
4,147.19 |
3,447.71 |
699.48 |
20.2% |
115.33 |
3.3% |
1% |
False |
True |
|
| 60 |
4,147.19 |
3,341.83 |
805.36 |
23.3% |
121.70 |
3.5% |
14% |
False |
False |
|
| 80 |
4,147.19 |
3,341.83 |
805.36 |
23.3% |
122.69 |
3.5% |
14% |
False |
False |
|
| 100 |
4,147.19 |
2,897.27 |
1,249.92 |
36.1% |
134.24 |
3.9% |
45% |
False |
False |
|
| 120 |
4,147.19 |
2,897.27 |
1,249.92 |
36.1% |
148.03 |
4.3% |
45% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,320.00 |
|
2.618 |
4,048.84 |
|
1.618 |
3,882.69 |
|
1.000 |
3,780.01 |
|
0.618 |
3,716.54 |
|
HIGH |
3,613.86 |
|
0.618 |
3,550.39 |
|
0.500 |
3,530.79 |
|
0.382 |
3,511.18 |
|
LOW |
3,447.71 |
|
0.618 |
3,345.03 |
|
1.000 |
3,281.56 |
|
1.618 |
3,178.88 |
|
2.618 |
3,012.73 |
|
4.250 |
2,741.57 |
|
|
| Fisher Pivots for day following 02-Oct-2000 |
| Pivot |
1 day |
3 day |
| R1 |
3,530.79 |
3,586.73 |
| PP |
3,506.51 |
3,543.81 |
| S1 |
3,482.24 |
3,500.89 |
|