| Trading Metrics calculated at close of trading on 06-Oct-2000 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Oct-2000 |
06-Oct-2000 |
Change |
Change % |
Previous Week |
| Open |
3,421.46 |
3,432.82 |
11.36 |
0.3% |
3,613.74 |
| High |
3,492.28 |
3,468.28 |
-24.00 |
-0.7% |
3,613.86 |
| Low |
3,392.00 |
3,262.80 |
-129.20 |
-3.8% |
3,262.80 |
| Close |
3,424.32 |
3,311.94 |
-112.38 |
-3.3% |
3,311.94 |
| Range |
100.28 |
205.48 |
105.20 |
104.9% |
351.06 |
| ATR |
142.11 |
146.64 |
4.53 |
3.2% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 06-Oct-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,964.11 |
3,843.51 |
3,424.95 |
|
| R3 |
3,758.63 |
3,638.03 |
3,368.45 |
|
| R2 |
3,553.15 |
3,553.15 |
3,349.61 |
|
| R1 |
3,432.55 |
3,432.55 |
3,330.78 |
3,390.11 |
| PP |
3,347.67 |
3,347.67 |
3,347.67 |
3,326.46 |
| S1 |
3,227.07 |
3,227.07 |
3,293.10 |
3,184.63 |
| S2 |
3,142.19 |
3,142.19 |
3,274.27 |
|
| S3 |
2,936.71 |
3,021.59 |
3,255.43 |
|
| S4 |
2,731.23 |
2,816.11 |
3,198.93 |
|
|
| Weekly Pivots for week ending 06-Oct-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,449.38 |
4,231.72 |
3,505.02 |
|
| R3 |
4,098.32 |
3,880.66 |
3,408.48 |
|
| R2 |
3,747.26 |
3,747.26 |
3,376.30 |
|
| R1 |
3,529.60 |
3,529.60 |
3,344.12 |
3,462.90 |
| PP |
3,396.20 |
3,396.20 |
3,396.20 |
3,362.85 |
| S1 |
3,178.54 |
3,178.54 |
3,279.76 |
3,111.84 |
| S2 |
3,045.14 |
3,045.14 |
3,247.58 |
|
| S3 |
2,694.08 |
2,827.48 |
3,215.40 |
|
| S4 |
2,343.02 |
2,476.42 |
3,118.86 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,613.86 |
3,262.80 |
351.06 |
10.6% |
169.95 |
5.1% |
14% |
False |
True |
|
| 10 |
3,774.78 |
3,262.80 |
511.98 |
15.5% |
156.11 |
4.7% |
10% |
False |
True |
|
| 20 |
3,852.45 |
3,262.80 |
589.65 |
17.8% |
152.20 |
4.6% |
8% |
False |
True |
|
| 40 |
4,147.19 |
3,262.80 |
884.39 |
26.7% |
123.35 |
3.7% |
6% |
False |
True |
|
| 60 |
4,147.19 |
3,262.80 |
884.39 |
26.7% |
126.48 |
3.8% |
6% |
False |
True |
|
| 80 |
4,147.19 |
3,262.80 |
884.39 |
26.7% |
124.65 |
3.8% |
6% |
False |
True |
|
| 100 |
4,147.19 |
2,897.27 |
1,249.92 |
37.7% |
135.10 |
4.1% |
33% |
False |
False |
|
| 120 |
4,147.19 |
2,897.27 |
1,249.92 |
37.7% |
141.96 |
4.3% |
33% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,341.57 |
|
2.618 |
4,006.23 |
|
1.618 |
3,800.75 |
|
1.000 |
3,673.76 |
|
0.618 |
3,595.27 |
|
HIGH |
3,468.28 |
|
0.618 |
3,389.79 |
|
0.500 |
3,365.54 |
|
0.382 |
3,341.29 |
|
LOW |
3,262.80 |
|
0.618 |
3,135.81 |
|
1.000 |
3,057.32 |
|
1.618 |
2,930.33 |
|
2.618 |
2,724.85 |
|
4.250 |
2,389.51 |
|
|
| Fisher Pivots for day following 06-Oct-2000 |
| Pivot |
1 day |
3 day |
| R1 |
3,365.54 |
3,377.54 |
| PP |
3,347.67 |
3,355.67 |
| S1 |
3,329.81 |
3,333.81 |
|