| Trading Metrics calculated at close of trading on 05-Oct-2000 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Oct-2000 |
05-Oct-2000 |
Change |
Change % |
Previous Week |
| Open |
10,726.80 |
10,771.90 |
45.10 |
0.4% |
10,894.70 |
| High |
10,850.00 |
10,843.30 |
-6.70 |
-0.1% |
10,897.30 |
| Low |
10,713.60 |
10,722.70 |
9.10 |
0.1% |
10,579.50 |
| Close |
10,784.50 |
10,724.20 |
-60.30 |
-0.6% |
10,650.90 |
| Range |
136.40 |
120.60 |
-15.80 |
-11.6% |
317.80 |
| ATR |
142.87 |
141.28 |
-1.59 |
-1.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 05-Oct-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,125.20 |
11,045.30 |
10,790.53 |
|
| R3 |
11,004.60 |
10,924.70 |
10,757.37 |
|
| R2 |
10,884.00 |
10,884.00 |
10,746.31 |
|
| R1 |
10,804.10 |
10,804.10 |
10,735.26 |
10,783.75 |
| PP |
10,763.40 |
10,763.40 |
10,763.40 |
10,753.23 |
| S1 |
10,683.50 |
10,683.50 |
10,713.15 |
10,663.15 |
| S2 |
10,642.80 |
10,642.80 |
10,702.09 |
|
| S3 |
10,522.20 |
10,562.90 |
10,691.04 |
|
| S4 |
10,401.60 |
10,442.30 |
10,657.87 |
|
|
| 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 |
10,857.70 |
10,631.30 |
226.40 |
2.1% |
133.14 |
1.2% |
41% |
False |
False |
|
| 10 |
10,897.30 |
10,579.50 |
317.80 |
3.0% |
154.61 |
1.4% |
46% |
False |
False |
|
| 20 |
11,286.10 |
10,567.30 |
718.80 |
6.7% |
146.11 |
1.4% |
22% |
False |
False |
|
| 40 |
11,401.20 |
10,567.30 |
833.90 |
7.8% |
129.01 |
1.2% |
19% |
False |
False |
|
| 60 |
11,401.20 |
10,464.50 |
936.70 |
8.7% |
125.59 |
1.2% |
28% |
False |
False |
|
| 80 |
11,401.20 |
10,335.50 |
1,065.70 |
9.9% |
129.02 |
1.2% |
36% |
False |
False |
|
| 100 |
11,401.20 |
10,258.80 |
1,142.40 |
10.7% |
136.70 |
1.3% |
41% |
False |
False |
|
| 120 |
11,401.20 |
10,232.50 |
1,168.70 |
10.9% |
147.87 |
1.4% |
42% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,355.85 |
|
2.618 |
11,159.03 |
|
1.618 |
11,038.43 |
|
1.000 |
10,963.90 |
|
0.618 |
10,917.83 |
|
HIGH |
10,843.30 |
|
0.618 |
10,797.23 |
|
0.500 |
10,783.00 |
|
0.382 |
10,768.77 |
|
LOW |
10,722.70 |
|
0.618 |
10,648.17 |
|
1.000 |
10,602.10 |
|
1.618 |
10,527.57 |
|
2.618 |
10,406.97 |
|
4.250 |
10,210.15 |
|
|
| Fisher Pivots for day following 05-Oct-2000 |
| Pivot |
1 day |
3 day |
| R1 |
10,783.00 |
10,783.75 |
| PP |
10,763.40 |
10,763.90 |
| S1 |
10,743.80 |
10,744.05 |
|