Trading Metrics calculated at close of trading on 12-Oct-2000 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Oct-2000 |
12-Oct-2000 |
Change |
Change % |
Previous Week |
Open |
3,077.51 |
3,175.75 |
98.24 |
3.2% |
3,613.74 |
High |
3,220.52 |
3,183.96 |
-36.56 |
-1.1% |
3,613.86 |
Low |
3,047.17 |
3,000.43 |
-46.74 |
-1.5% |
3,262.80 |
Close |
3,100.53 |
3,004.45 |
-96.08 |
-3.1% |
3,311.94 |
Range |
173.35 |
183.53 |
10.18 |
5.9% |
351.06 |
ATR |
151.24 |
153.55 |
2.31 |
1.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 12-Oct-2000 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,613.54 |
3,492.52 |
3,105.39 |
|
R3 |
3,430.01 |
3,308.99 |
3,054.92 |
|
R2 |
3,246.48 |
3,246.48 |
3,038.10 |
|
R1 |
3,125.46 |
3,125.46 |
3,021.27 |
3,094.21 |
PP |
3,062.95 |
3,062.95 |
3,062.95 |
3,047.32 |
S1 |
2,941.93 |
2,941.93 |
2,987.63 |
2,910.68 |
S2 |
2,879.42 |
2,879.42 |
2,970.80 |
|
S3 |
2,695.89 |
2,758.40 |
2,953.98 |
|
S4 |
2,512.36 |
2,574.87 |
2,903.51 |
|
|
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 |
3,468.28 |
3,000.43 |
467.85 |
15.6% |
179.65 |
6.0% |
1% |
False |
True |
|
10 |
3,690.24 |
3,000.43 |
689.81 |
23.0% |
167.52 |
5.6% |
1% |
False |
True |
|
20 |
3,810.30 |
3,000.43 |
809.87 |
27.0% |
158.36 |
5.3% |
0% |
False |
True |
|
40 |
4,147.19 |
3,000.43 |
1,146.76 |
38.2% |
131.04 |
4.4% |
0% |
False |
True |
|
60 |
4,147.19 |
3,000.43 |
1,146.76 |
38.2% |
131.24 |
4.4% |
0% |
False |
True |
|
80 |
4,147.19 |
3,000.43 |
1,146.76 |
38.2% |
127.08 |
4.2% |
0% |
False |
True |
|
100 |
4,147.19 |
2,897.27 |
1,249.92 |
41.6% |
135.40 |
4.5% |
9% |
False |
False |
|
120 |
4,147.19 |
2,897.27 |
1,249.92 |
41.6% |
141.01 |
4.7% |
9% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,963.96 |
2.618 |
3,664.44 |
1.618 |
3,480.91 |
1.000 |
3,367.49 |
0.618 |
3,297.38 |
HIGH |
3,183.96 |
0.618 |
3,113.85 |
0.500 |
3,092.20 |
0.382 |
3,070.54 |
LOW |
3,000.43 |
0.618 |
2,887.01 |
1.000 |
2,816.90 |
1.618 |
2,703.48 |
2.618 |
2,519.95 |
4.250 |
2,220.43 |
|
|
Fisher Pivots for day following 12-Oct-2000 |
Pivot |
1 day |
3 day |
R1 |
3,092.20 |
3,168.52 |
PP |
3,062.95 |
3,113.83 |
S1 |
3,033.70 |
3,059.14 |
|