Trading Metrics calculated at close of trading on 11-Oct-2000 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Oct-2000 |
11-Oct-2000 |
Change |
Change % |
Previous Week |
Open |
3,271.69 |
3,077.51 |
-194.18 |
-5.9% |
3,613.74 |
High |
3,336.61 |
3,220.52 |
-116.09 |
-3.5% |
3,613.86 |
Low |
3,175.38 |
3,047.17 |
-128.21 |
-4.0% |
3,262.80 |
Close |
3,188.29 |
3,100.53 |
-87.76 |
-2.8% |
3,311.94 |
Range |
161.23 |
173.35 |
12.12 |
7.5% |
351.06 |
ATR |
149.54 |
151.24 |
1.70 |
1.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 11-Oct-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,642.79 |
3,545.01 |
3,195.87 |
|
R3 |
3,469.44 |
3,371.66 |
3,148.20 |
|
R2 |
3,296.09 |
3,296.09 |
3,132.31 |
|
R1 |
3,198.31 |
3,198.31 |
3,116.42 |
3,247.20 |
PP |
3,122.74 |
3,122.74 |
3,122.74 |
3,147.19 |
S1 |
3,024.96 |
3,024.96 |
3,084.64 |
3,073.85 |
S2 |
2,949.39 |
2,949.39 |
3,068.75 |
|
S3 |
2,776.04 |
2,851.61 |
3,052.86 |
|
S4 |
2,602.69 |
2,678.26 |
3,005.19 |
|
|
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 |
3,492.28 |
3,047.17 |
445.11 |
14.4% |
163.00 |
5.3% |
12% |
False |
True |
|
10 |
3,725.75 |
3,047.17 |
678.58 |
21.9% |
166.11 |
5.4% |
8% |
False |
True |
|
20 |
3,834.51 |
3,047.17 |
787.34 |
25.4% |
155.12 |
5.0% |
7% |
False |
True |
|
40 |
4,147.19 |
3,047.17 |
1,100.02 |
35.5% |
128.62 |
4.1% |
5% |
False |
True |
|
60 |
4,147.19 |
3,047.17 |
1,100.02 |
35.5% |
130.28 |
4.2% |
5% |
False |
True |
|
80 |
4,147.19 |
3,047.17 |
1,100.02 |
35.5% |
125.93 |
4.1% |
5% |
False |
True |
|
100 |
4,147.19 |
2,897.27 |
1,249.92 |
40.3% |
135.96 |
4.4% |
16% |
False |
False |
|
120 |
4,147.19 |
2,897.27 |
1,249.92 |
40.3% |
141.54 |
4.6% |
16% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,957.26 |
2.618 |
3,674.35 |
1.618 |
3,501.00 |
1.000 |
3,393.87 |
0.618 |
3,327.65 |
HIGH |
3,220.52 |
0.618 |
3,154.30 |
0.500 |
3,133.85 |
0.382 |
3,113.39 |
LOW |
3,047.17 |
0.618 |
2,940.04 |
1.000 |
2,873.82 |
1.618 |
2,766.69 |
2.618 |
2,593.34 |
4.250 |
2,310.43 |
|
|
Fisher Pivots for day following 11-Oct-2000 |
Pivot |
1 day |
3 day |
R1 |
3,133.85 |
3,203.55 |
PP |
3,122.74 |
3,169.21 |
S1 |
3,111.64 |
3,134.87 |
|