| Trading Metrics calculated at close of trading on 03-Oct-2000 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Oct-2000 |
03-Oct-2000 |
Change |
Change % |
Previous Week |
| Open |
3,613.74 |
3,528.00 |
-85.74 |
-2.4% |
3,753.31 |
| High |
3,613.86 |
3,544.54 |
-69.32 |
-1.9% |
3,774.78 |
| Low |
3,447.71 |
3,351.61 |
-96.10 |
-2.8% |
3,533.67 |
| Close |
3,457.97 |
3,353.34 |
-104.63 |
-3.0% |
3,570.61 |
| Range |
166.15 |
192.93 |
26.78 |
16.1% |
241.11 |
| ATR |
138.39 |
142.28 |
3.90 |
2.8% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 03-Oct-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,995.29 |
3,867.24 |
3,459.45 |
|
| R3 |
3,802.36 |
3,674.31 |
3,406.40 |
|
| R2 |
3,609.43 |
3,609.43 |
3,388.71 |
|
| R1 |
3,481.38 |
3,481.38 |
3,371.03 |
3,448.94 |
| PP |
3,416.50 |
3,416.50 |
3,416.50 |
3,400.28 |
| S1 |
3,288.45 |
3,288.45 |
3,335.65 |
3,256.01 |
| S2 |
3,223.57 |
3,223.57 |
3,317.97 |
|
| S3 |
3,030.64 |
3,095.52 |
3,300.28 |
|
| S4 |
2,837.71 |
2,902.59 |
3,247.23 |
|
|
| 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 |
3,351.61 |
374.14 |
11.2% |
155.29 |
4.6% |
0% |
False |
True |
|
| 10 |
3,810.30 |
3,351.61 |
458.69 |
13.7% |
153.19 |
4.6% |
0% |
False |
True |
|
| 20 |
3,983.74 |
3,351.61 |
632.13 |
18.9% |
147.68 |
4.4% |
0% |
False |
True |
|
| 40 |
4,147.19 |
3,351.61 |
795.58 |
23.7% |
117.44 |
3.5% |
0% |
False |
True |
|
| 60 |
4,147.19 |
3,341.83 |
805.36 |
24.0% |
123.69 |
3.7% |
1% |
False |
False |
|
| 80 |
4,147.19 |
3,341.83 |
805.36 |
24.0% |
124.13 |
3.7% |
1% |
False |
False |
|
| 100 |
4,147.19 |
2,897.27 |
1,249.92 |
37.3% |
134.73 |
4.0% |
36% |
False |
False |
|
| 120 |
4,147.19 |
2,897.27 |
1,249.92 |
37.3% |
147.04 |
4.4% |
36% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,364.49 |
|
2.618 |
4,049.63 |
|
1.618 |
3,856.70 |
|
1.000 |
3,737.47 |
|
0.618 |
3,663.77 |
|
HIGH |
3,544.54 |
|
0.618 |
3,470.84 |
|
0.500 |
3,448.08 |
|
0.382 |
3,425.31 |
|
LOW |
3,351.61 |
|
0.618 |
3,232.38 |
|
1.000 |
3,158.68 |
|
1.618 |
3,039.45 |
|
2.618 |
2,846.52 |
|
4.250 |
2,531.66 |
|
|
| Fisher Pivots for day following 03-Oct-2000 |
| Pivot |
1 day |
3 day |
| R1 |
3,448.08 |
3,520.93 |
| PP |
3,416.50 |
3,465.06 |
| S1 |
3,384.92 |
3,409.20 |
|