Trading Metrics calculated at close of trading on 09-Oct-2000 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Oct-2000 |
09-Oct-2000 |
Change |
Change % |
Previous Week |
Open |
3,432.82 |
3,306.75 |
-126.07 |
-3.7% |
3,613.74 |
High |
3,468.28 |
3,359.93 |
-108.35 |
-3.1% |
3,613.86 |
Low |
3,262.80 |
3,185.28 |
-77.52 |
-2.4% |
3,262.80 |
Close |
3,311.94 |
3,318.90 |
6.96 |
0.2% |
3,311.94 |
Range |
205.48 |
174.65 |
-30.83 |
-15.0% |
351.06 |
ATR |
146.64 |
148.64 |
2.00 |
1.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 09-Oct-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,811.99 |
3,740.09 |
3,414.96 |
|
R3 |
3,637.34 |
3,565.44 |
3,366.93 |
|
R2 |
3,462.69 |
3,462.69 |
3,350.92 |
|
R1 |
3,390.79 |
3,390.79 |
3,334.91 |
3,426.74 |
PP |
3,288.04 |
3,288.04 |
3,288.04 |
3,306.01 |
S1 |
3,216.14 |
3,216.14 |
3,302.89 |
3,252.09 |
S2 |
3,113.39 |
3,113.39 |
3,286.88 |
|
S3 |
2,938.74 |
3,041.49 |
3,270.87 |
|
S4 |
2,764.09 |
2,866.84 |
3,222.84 |
|
|
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 |
3,544.54 |
3,185.28 |
359.26 |
10.8% |
171.65 |
5.2% |
37% |
False |
True |
|
10 |
3,725.75 |
3,185.28 |
540.47 |
16.3% |
157.21 |
4.7% |
25% |
False |
True |
|
20 |
3,834.51 |
3,185.28 |
649.23 |
19.6% |
152.84 |
4.6% |
21% |
False |
True |
|
40 |
4,147.19 |
3,185.28 |
961.91 |
29.0% |
124.61 |
3.8% |
14% |
False |
True |
|
60 |
4,147.19 |
3,185.28 |
961.91 |
29.0% |
127.90 |
3.9% |
14% |
False |
True |
|
80 |
4,147.19 |
3,185.28 |
961.91 |
29.0% |
125.38 |
3.8% |
14% |
False |
True |
|
100 |
4,147.19 |
2,897.27 |
1,249.92 |
37.7% |
135.78 |
4.1% |
34% |
False |
False |
|
120 |
4,147.19 |
2,897.27 |
1,249.92 |
37.7% |
141.70 |
4.3% |
34% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,102.19 |
2.618 |
3,817.16 |
1.618 |
3,642.51 |
1.000 |
3,534.58 |
0.618 |
3,467.86 |
HIGH |
3,359.93 |
0.618 |
3,293.21 |
0.500 |
3,272.61 |
0.382 |
3,252.00 |
LOW |
3,185.28 |
0.618 |
3,077.35 |
1.000 |
3,010.63 |
1.618 |
2,902.70 |
2.618 |
2,728.05 |
4.250 |
2,443.02 |
|
|
Fisher Pivots for day following 09-Oct-2000 |
Pivot |
1 day |
3 day |
R1 |
3,303.47 |
3,338.78 |
PP |
3,288.04 |
3,332.15 |
S1 |
3,272.61 |
3,325.53 |
|