| 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 |
10,628.70 |
10,770.80 |
142.10 |
1.3% |
10,894.70 |
| High |
10,856.30 |
10,821.40 |
-34.90 |
-0.3% |
10,897.30 |
| Low |
10,623.20 |
10,650.50 |
27.30 |
0.3% |
10,579.50 |
| Close |
10,824.10 |
10,650.90 |
-173.20 |
-1.6% |
10,650.90 |
| Range |
233.10 |
170.90 |
-62.20 |
-26.7% |
317.80 |
| ATR |
144.20 |
146.30 |
2.10 |
1.5% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 29-Sep-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,220.30 |
11,106.50 |
10,744.90 |
|
| R3 |
11,049.40 |
10,935.60 |
10,697.90 |
|
| R2 |
10,878.50 |
10,878.50 |
10,682.23 |
|
| R1 |
10,764.70 |
10,764.70 |
10,666.57 |
10,736.15 |
| PP |
10,707.60 |
10,707.60 |
10,707.60 |
10,693.33 |
| S1 |
10,593.80 |
10,593.80 |
10,635.23 |
10,565.25 |
| S2 |
10,536.70 |
10,536.70 |
10,619.57 |
|
| S3 |
10,365.80 |
10,422.90 |
10,603.90 |
|
| S4 |
10,194.90 |
10,252.00 |
10,556.91 |
|
|
| Weekly Pivots for week ending 29-Sep-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,662.63 |
11,474.57 |
10,825.69 |
|
| R3 |
11,344.83 |
11,156.77 |
10,738.30 |
|
| R2 |
11,027.03 |
11,027.03 |
10,709.16 |
|
| R1 |
10,838.97 |
10,838.97 |
10,680.03 |
10,774.10 |
| PP |
10,709.23 |
10,709.23 |
10,709.23 |
10,676.80 |
| S1 |
10,521.17 |
10,521.17 |
10,621.77 |
10,456.30 |
| S2 |
10,391.43 |
10,391.43 |
10,592.64 |
|
| S3 |
10,073.63 |
10,203.37 |
10,563.51 |
|
| S4 |
9,755.83 |
9,885.57 |
10,476.11 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
10,897.30 |
10,579.50 |
317.80 |
3.0% |
162.98 |
1.5% |
22% |
False |
False |
|
| 10 |
10,935.60 |
10,567.30 |
368.30 |
3.5% |
164.56 |
1.5% |
23% |
False |
False |
|
| 20 |
11,401.20 |
10,567.30 |
833.90 |
7.8% |
144.36 |
1.4% |
10% |
False |
False |
|
| 40 |
11,401.20 |
10,567.30 |
833.90 |
7.8% |
129.10 |
1.2% |
10% |
False |
False |
|
| 60 |
11,401.20 |
10,464.50 |
936.70 |
8.8% |
126.78 |
1.2% |
20% |
False |
False |
|
| 80 |
11,401.20 |
10,335.50 |
1,065.70 |
10.0% |
130.50 |
1.2% |
30% |
False |
False |
|
| 100 |
11,401.20 |
10,258.80 |
1,142.40 |
10.7% |
139.58 |
1.3% |
34% |
False |
False |
|
| 120 |
11,425.50 |
10,201.50 |
1,224.00 |
11.5% |
156.34 |
1.5% |
37% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,547.73 |
|
2.618 |
11,268.82 |
|
1.618 |
11,097.92 |
|
1.000 |
10,992.30 |
|
0.618 |
10,927.02 |
|
HIGH |
10,821.40 |
|
0.618 |
10,756.12 |
|
0.500 |
10,735.95 |
|
0.382 |
10,715.78 |
|
LOW |
10,650.50 |
|
0.618 |
10,544.88 |
|
1.000 |
10,479.60 |
|
1.618 |
10,373.98 |
|
2.618 |
10,203.08 |
|
4.250 |
9,924.18 |
|
|
| Fisher Pivots for day following 29-Sep-2000 |
| Pivot |
1 day |
3 day |
| R1 |
10,735.95 |
10,717.90 |
| PP |
10,707.60 |
10,695.57 |
| S1 |
10,679.25 |
10,673.23 |
|